NYMEX Natural Gas Future October 2009

Trading Metrics calculated at close of trading on 26-Mar-2009

Day Change Summary
	Previous	Current
	25-Mar-2009	26-Mar-2009	Change	Change %	Previous Week
Open	4.955	4.965	0.010	0.2%	4.480
High	4.960	4.965	0.005	0.1%	4.892
Low	4.849	4.520	-0.329	-6.8%	4.274
Close	4.934	4.577	-0.357	-7.2%	4.810
Range	0.111	0.445	0.334	300.9%	0.618
ATR	0.190	0.208	0.018	9.6%	0.000
Volume	5,537	7,385	1,848	33.4%	36,884

Daily Pivots for day following 26-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.022	5.745	4.822
R3	5.577	5.300	4.699
R2	5.132	5.132	4.659
R1	4.855	4.855	4.618	4.771
PP	4.687	4.687	4.687	4.646
S1	4.410	4.410	4.536	4.326
S2	4.242	4.242	4.495
S3	3.797	3.965	4.455
S4	3.352	3.520	4.332

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	4.520	0.458	10.0%	0.203	4.4%	12%	False	True	7,463
10	4.978	4.274	0.704	15.4%	0.212	4.6%	43%	False	False	6,790
20	4.978	4.274	0.704	15.4%	0.204	4.5%	43%	False	False	6,865
40	5.499	4.274	1.225	26.8%	0.198	4.3%	25%	False	False	5,973

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6.856
2.618	6.130
1.618	5.685
1.000	5.410
0.618	5.240
HIGH	4.965
0.618	4.795
0.500	4.743
0.382	4.690
LOW	4.520
0.618	4.245
1.000	4.075
1.618	3.800
2.618	3.355
4.250	2.629

Fisher Pivots for day following 26-Mar-2009
Pivot	1 day	3 day
R1	4.743	4.749
PP	4.687	4.692
S1	4.632	4.634

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

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