NYMEX Natural Gas Future October 2009

Trading Metrics calculated at close of trading on 23-Mar-2009

Day Change Summary
	Previous	Current
	20-Mar-2009	23-Mar-2009	Change	Change %	Previous Week
Open	4.710	4.862	0.152	3.2%	4.480
High	4.892	4.935	0.043	0.9%	4.892
Low	4.695	4.836	0.141	3.0%	4.274
Close	4.810	4.887	0.077	1.6%	4.810
Range	0.197	0.099	-0.098	-49.7%	0.618
ATR	0.204	0.199	-0.006	-2.8%	0.000
Volume	13,547	5,732	-7,815	-57.7%	36,884

Daily Pivots for day following 23-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.183	5.134	4.941
R3	5.084	5.035	4.914
R2	4.985	4.985	4.905
R1	4.936	4.936	4.896	4.961
PP	4.886	4.886	4.886	4.898
S1	4.837	4.837	4.878	4.862
S2	4.787	4.787	4.869
S3	4.688	4.738	4.860
S4	4.589	4.639	4.833

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	4.935	4.274	0.661	13.5%	0.224	4.6%	93%	True	False	7,613
10	4.935	4.274	0.661	13.5%	0.186	3.8%	93%	True	False	6,734
20	4.935	4.274	0.661	13.5%	0.191	3.9%	93%	True	False	6,642
40	5.499	4.274	1.225	25.1%	0.192	3.9%	50%	False	False	5,828

Crabel Price Patterns
NR	True
NR4	True
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	0.030
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.356
2.618	5.194
1.618	5.095
1.000	5.034
0.618	4.996
HIGH	4.935
0.618	4.897
0.500	4.886
0.382	4.874
LOW	4.836
0.618	4.775
1.000	4.737
1.618	4.676
2.618	4.577
4.250	4.415

Fisher Pivots for day following 23-Mar-2009
Pivot	1 day	3 day
R1	4.887	4.795
PP	4.886	4.703
S1	4.886	4.612

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

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