NYMEX Natural Gas Future October 2009

Trading Metrics calculated at close of trading on 27-Mar-2009

Day Change Summary
	Previous	Current
	26-Mar-2009	27-Mar-2009	Change	Change %	Previous Week
Open	4.965	4.510	-0.455	-9.2%	4.862
High	4.965	4.520	-0.445	-9.0%	4.978
Low	4.520	4.286	-0.234	-5.2%	4.286
Close	4.577	4.299	-0.278	-6.1%	4.299
Range	0.445	0.234	-0.211	-47.4%	0.692
ATR	0.208	0.214	0.006	2.8%	0.000
Volume	7,385	10,715	3,330	45.1%	34,486

Daily Pivots for day following 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.070	4.919	4.428
R3	4.836	4.685	4.363
R2	4.602	4.602	4.342
R1	4.451	4.451	4.320	4.410
PP	4.368	4.368	4.368	4.348
S1	4.217	4.217	4.278	4.176
S2	4.134	4.134	4.256
S3	3.900	3.983	4.235
S4	3.666	3.749	4.170

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.597	6.140	4.680
R3	5.905	5.448	4.489
R2	5.213	5.213	4.426
R1	4.756	4.756	4.362	4.639
PP	4.521	4.521	4.521	4.462
S1	4.064	4.064	4.236	3.947
S2	3.829	3.829	4.172
S3	3.137	3.372	4.109
S4	2.445	2.680	3.918

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.978	4.286	0.692	16.1%	0.211	4.9%	2%	False	True	6,897
10	4.978	4.274	0.704	16.4%	0.224	5.2%	4%	False	False	7,137
20	4.978	4.274	0.704	16.4%	0.199	4.6%	4%	False	False	7,117
40	5.499	4.274	1.225	28.5%	0.198	4.6%	2%	False	False	6,179

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	0.020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.515
2.618	5.133
1.618	4.899
1.000	4.754
0.618	4.665
HIGH	4.520
0.618	4.431
0.500	4.403
0.382	4.375
LOW	4.286
0.618	4.141
1.000	4.052
1.618	3.907
2.618	3.673
4.250	3.292

Fisher Pivots for day following 27-Mar-2009
Pivot	1 day	3 day
R1	4.403	4.626
PP	4.368	4.517
S1	4.334	4.408

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

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