NYMEX Natural Gas Future December 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	5.360	5.703	0.343	6.4%	5.490
High	6.051	5.813	-0.238	-3.9%	6.051
Low	5.348	5.630	0.282	5.3%	5.316
Close	5.688	5.775	0.087	1.5%	5.775
Range	0.703	0.183	-0.520	-74.0%	0.735
ATR	0.189	0.188	0.000	-0.2%	0.000
Volume	1,184	8,438	7,254	612.7%	13,044

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.288	6.215	5.876
R3	6.105	6.032	5.825
R2	5.922	5.922	5.809
R1	5.849	5.849	5.792	5.886
PP	5.739	5.739	5.739	5.758
S1	5.666	5.666	5.758	5.703
S2	5.556	5.556	5.741
S3	5.373	5.483	5.725
S4	5.190	5.300	5.674

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.919	7.582	6.179
R3	7.184	6.847	5.977
R2	6.449	6.449	5.910
R1	6.112	6.112	5.842	6.281
PP	5.714	5.714	5.714	5.798
S1	5.377	5.377	5.708	5.546
S2	4.979	4.979	5.640
S3	4.244	4.642	5.573
S4	3.509	3.907	5.371

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.051	5.316	0.735	12.7%	0.247	4.3%	62%	False	False	2,608
10	6.051	5.316	0.735	12.7%	0.182	3.1%	62%	False	False	2,079
20	6.051	5.316	0.735	12.7%	0.175	3.0%	62%	False	False	1,955
40	6.550	5.316	1.234	21.4%	0.162	2.8%	37%	False	False	1,791

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	0.029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.591
2.618	6.292
1.618	6.109
1.000	5.996
0.618	5.926
HIGH	5.813
0.618	5.743
0.500	5.722
0.382	5.700
LOW	5.630
0.618	5.517
1.000	5.447
1.618	5.334
2.618	5.151
4.250	4.852

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	5.757	5.745
PP	5.739	5.714
S1	5.722	5.684

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

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