Multiplicity fluctuations in limited segments of momentum space are calculated for a classical pion gas within the statistical model. Results for the grand canonical, canonical, and micro-canonical ensemble are obtained, compared and discussed. We demonstrate that even in the large volume limit correlations between macroscopic subsystems due to energy and momentum conservation persist. Based on the microcanonical formulation we make qualitative predictions for the rapidity and transverse momentum dependence of multiplicity fluctuations. The resulting effects are of similar magnitude as the predicted enhancement due to a phase transition from a quark-gluon plasma to a hadron gas phase, or due to the critical point of strongly interacting matter, and qualitatively agree with recently published preliminary multiplicity fluctuation data of the NA49 SPS experiment.PACS numbers: 24.10.Pa, 24.60. Ky,