NYMEX Natural Gas Future October 2009

Trading Metrics calculated at close of trading on 05-Mar-2009

Day Change Summary
	Previous	Current
	04-Mar-2009	05-Mar-2009	Change	Change %	Previous Week
Open	4.790	4.881	0.091	1.9%	4.700
High	4.893	4.915	0.022	0.4%	4.861
Low	4.710	4.652	-0.058	-1.2%	4.513
Close	4.892	4.677	-0.215	-4.4%	4.765
Range	0.183	0.263	0.080	43.7%	0.348
ATR	0.202	0.206	0.004	2.2%	0.000
Volume	6,917	10,677	3,760	54.4%	23,860

Daily Pivots for day following 05-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.537	5.370	4.822
R3	5.274	5.107	4.749
R2	5.011	5.011	4.725
R1	4.844	4.844	4.701	4.796
PP	4.748	4.748	4.748	4.724
S1	4.581	4.581	4.653	4.533
S2	4.485	4.485	4.629
S3	4.222	4.318	4.605
S4	3.959	4.055	4.532

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.757	5.609	4.956
R3	5.409	5.261	4.861
R2	5.061	5.061	4.829
R1	4.913	4.913	4.797	4.987
PP	4.713	4.713	4.713	4.750
S1	4.565	4.565	4.733	4.639
S2	4.365	4.365	4.701
S3	4.017	4.217	4.669
S4	3.669	3.869	4.574

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.915	4.513	0.402	8.6%	0.237	5.1%	41%	True	False	7,246
10	4.915	4.513	0.402	8.6%	0.183	3.9%	41%	True	False	6,252
20	5.499	4.513	0.986	21.1%	0.194	4.1%	17%	False	False	5,697
40	6.593	4.513	2.080	44.5%	0.200	4.3%	8%	False	False	4,820

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.043
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.033
2.618	5.604
1.618	5.341
1.000	5.178
0.618	5.078
HIGH	4.915
0.618	4.815
0.500	4.784
0.382	4.752
LOW	4.652
0.618	4.489
1.000	4.389
1.618	4.226
2.618	3.963
4.250	3.534

Fisher Pivots for day following 05-Mar-2009
Pivot	1 day	3 day
R1	4.784	4.784
PP	4.748	4.748
S1	4.713	4.713

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These figures are updated between 7pm and 10pm EST after a trading day.

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