NYMEX Natural Gas Future October 2009

Trading Metrics calculated at close of trading on 25-Mar-2009

Day Change Summary
	Previous	Current
	24-Mar-2009	25-Mar-2009	Change	Change %	Previous Week
Open	4.936	4.955	0.019	0.4%	4.480
High	4.978	4.960	-0.018	-0.4%	4.892
Low	4.813	4.849	0.036	0.7%	4.274
Close	4.955	4.934	-0.021	-0.4%	4.810
Range	0.165	0.111	-0.054	-32.7%	0.618
ATR	0.196	0.190	-0.006	-3.1%	0.000
Volume	5,117	5,537	420	8.2%	36,884

Daily Pivots for day following 25-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.247	5.202	4.995
R3	5.136	5.091	4.965
R2	5.025	5.025	4.954
R1	4.980	4.980	4.944	4.947
PP	4.914	4.914	4.914	4.898
S1	4.869	4.869	4.924	4.836
S2	4.803	4.803	4.914
S3	4.692	4.758	4.903
S4	4.581	4.647	4.873

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	4.978	4.288	0.690	14.0%	0.229	4.6%	94%	False	False	7,237
10	4.978	4.274	0.704	14.3%	0.191	3.9%	94%	False	False	6,759
20	4.978	4.274	0.704	14.3%	0.186	3.8%	94%	False	False	6,785
40	5.499	4.274	1.225	24.8%	0.191	3.9%	54%	False	False	5,909

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.432
2.618	5.251
1.618	5.140
1.000	5.071
0.618	5.029
HIGH	4.960
0.618	4.918
0.500	4.905
0.382	4.891
LOW	4.849
0.618	4.780
1.000	4.738
1.618	4.669
2.618	4.558
4.250	4.377

Fisher Pivots for day following 25-Mar-2009
Pivot	1 day	3 day
R1	4.924	4.921
PP	4.914	4.908
S1	4.905	4.896

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

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