NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 03-Mar-2009

Day Change Summary
	Previous	Current
	02-Mar-2009	03-Mar-2009	Change	Change %	Previous Week
Open	5.820	5.800	-0.020	-0.3%	5.800
High	5.950	5.890	-0.060	-1.0%	5.910
Low	5.723	5.745	0.022	0.4%	5.624
Close	5.788	5.825	0.037	0.6%	5.845
Range	0.227	0.145	-0.082	-36.1%	0.286
ATR	0.172	0.170	-0.002	-1.1%	0.000
Volume	1,564	463	-1,101	-70.4%	7,559

Daily Pivots for day following 03-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.255	6.185	5.905
R3	6.110	6.040	5.865
R2	5.965	5.965	5.852
R1	5.895	5.895	5.838	5.930
PP	5.820	5.820	5.820	5.838
S1	5.750	5.750	5.812	5.785
S2	5.675	5.675	5.798
S3	5.530	5.605	5.785
S4	5.385	5.460	5.745

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.651	6.534	6.002
R3	6.365	6.248	5.924
R2	6.079	6.079	5.897
R1	5.962	5.962	5.871	6.021
PP	5.793	5.793	5.793	5.822
S1	5.676	5.676	5.819	5.735
S2	5.507	5.507	5.793
S3	5.221	5.390	5.766
S4	4.935	5.104	5.688

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.950	5.624	0.326	5.6%	0.175	3.0%	62%	False	False	1,228
10	5.950	5.624	0.326	5.6%	0.145	2.5%	62%	False	False	1,655
20	6.550	5.624	0.926	15.9%	0.152	2.6%	22%	False	False	1,658
40	7.621	5.624	1.997	34.3%	0.168	2.9%	10%	False	False	1,363

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.034
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.506
2.618	6.270
1.618	6.125
1.000	6.035
0.618	5.980
HIGH	5.890
0.618	5.835
0.500	5.818
0.382	5.800
LOW	5.745
0.618	5.655
1.000	5.600
1.618	5.510
2.618	5.365
4.250	5.129

Fisher Pivots for day following 03-Mar-2009
Pivot	1 day	3 day
R1	5.823	5.812
PP	5.820	5.800
S1	5.818	5.787

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

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