NYMEX Natural Gas Future October 2009

Trading Metrics calculated at close of trading on 20-Mar-2009

Day Change Summary
	Previous	Current
	19-Mar-2009	20-Mar-2009	Change	Change %	Previous Week
Open	4.317	4.710	0.393	9.1%	4.480
High	4.863	4.892	0.029	0.6%	4.892
Low	4.288	4.695	0.407	9.5%	4.274
Close	4.743	4.810	0.067	1.4%	4.810
Range	0.575	0.197	-0.378	-65.7%	0.618
ATR	0.205	0.204	-0.001	-0.3%	0.000
Volume	6,253	13,547	7,294	116.6%	36,884

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.390	5.297	4.918
R3	5.193	5.100	4.864
R2	4.996	4.996	4.846
R1	4.903	4.903	4.828	4.950
PP	4.799	4.799	4.799	4.822
S1	4.706	4.706	4.792	4.753
S2	4.602	4.602	4.774
S3	4.405	4.509	4.756
S4	4.208	4.312	4.702

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.513	6.279	5.150
R3	5.895	5.661	4.980
R2	5.277	5.277	4.923
R1	5.043	5.043	4.867	5.160
PP	4.659	4.659	4.659	4.717
S1	4.425	4.425	4.753	4.542
S2	4.041	4.041	4.697
S3	3.423	3.807	4.640
S4	2.805	3.189	4.470

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.892	4.274	0.618	12.8%	0.237	4.9%	87%	True	False	7,376
10	4.892	4.274	0.618	12.8%	0.191	4.0%	87%	True	False	6,874
20	4.915	4.274	0.641	13.3%	0.192	4.0%	84%	False	False	6,586
40	5.499	4.274	1.225	25.5%	0.194	4.0%	44%	False	False	5,774

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.729
2.618	5.408
1.618	5.211
1.000	5.089
0.618	5.014
HIGH	4.892
0.618	4.817
0.500	4.794
0.382	4.770
LOW	4.695
0.618	4.573
1.000	4.498
1.618	4.376
2.618	4.179
4.250	3.858

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	4.805	4.734
PP	4.799	4.659
S1	4.794	4.583

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

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