NYMEX Natural Gas Future November 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	4.811	5.173	0.362	7.5%	4.950
High	5.224	5.334	0.110	2.1%	5.334
Low	4.808	5.169	0.361	7.5%	4.790
Close	5.203	5.285	0.082	1.6%	5.285
Range	0.416	0.165	-0.251	-60.3%	0.544
ATR	0.167	0.166	0.000	-0.1%	0.000
Volume	694	2,848	2,154	310.4%	6,186

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.758	5.686	5.376
R3	5.593	5.521	5.330
R2	5.428	5.428	5.315
R1	5.356	5.356	5.300	5.392
PP	5.263	5.263	5.263	5.281
S1	5.191	5.191	5.270	5.227
S2	5.098	5.098	5.255
S3	4.933	5.026	5.240
S4	4.768	4.861	5.194

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.768	6.571	5.584
R3	6.224	6.027	5.435
R2	5.680	5.680	5.385
R1	5.483	5.483	5.335	5.582
PP	5.136	5.136	5.136	5.186
S1	4.939	4.939	5.235	5.038
S2	4.592	4.592	5.185
S3	4.048	4.395	5.135
S4	3.504	3.851	4.986

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.334	4.790	0.544	10.3%	0.175	3.3%	91%	True	False	1,237
10	5.334	4.790	0.544	10.3%	0.148	2.8%	91%	True	False	1,112
20	5.390	4.790	0.600	11.4%	0.152	2.9%	83%	False	False	1,006
40	5.975	4.790	1.185	22.4%	0.158	3.0%	42%	False	False	1,033

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	0.022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.035
2.618	5.766
1.618	5.601
1.000	5.499
0.618	5.436
HIGH	5.334
0.618	5.271
0.500	5.252
0.382	5.232
LOW	5.169
0.618	5.067
1.000	5.004
1.618	4.902
2.618	4.737
4.250	4.468

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	5.274	5.211
PP	5.263	5.136
S1	5.252	5.062

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

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