Battery Life Problem - Arduino Uno Project

Hello all,
I developed a voltage monitoring system using an Arduino Uno.
The set up measures an incoming voltage (clicked in by a relay on the arduino relay shield). If that voltage is within a certain range (3.8V to 4.2V) an indicator LED will turn on/stay on. If the voltage ever falls out of that range, the LED will turn off and stay off. The goal is for the user to be able to connect the monitoring device to an input, leave it for awhile, and then check back later to see if the voltage stayed within the desired range for the duration of the time.
The circuit also needs to draw about 1.4A in order to accurately represent the load we are checking compatibility for.
We currently have the board powered by a single 9V battery. It performs well and is able to monitor the voltage properly, but we are struggling with the battery life. We have run two tests where the battery failed to last overnight. In order for this project to be implemented effectively, we need the battery to last at least overnight.
Does anyone have tips for how to make the batter last longer?
The ideas we've come up with are using 2 additional relays to alternate between 2 9V batteries or using the batteries to power an op amp that powers the circuit.
We're not sure if either of these options will work well or if one is better than the other. Any advice is much appreciated.
Thank you!

This is the relay shield we're using: http://www.seeedstudio.com/wiki/Relay_Shield_V2.0
I've attached a schematic of our design. The second LED is a power indicator LED used to show that the Arduino and program are initiated and functioning properly.

The small rectangular 9V batteries are completely unsuitable for powering an Arduino. A 6xAA battery pack will work for a while.

Get a AC powered supply. 7.5V to 9V.
http://www.dipmicro.com/store/DCA-07510

CrossRoads:
Get a AC powered supply. 7.5V to 9V.
Switching DC Wall Power Adapter 7.5V / 1A - dipmicro electronics

We need it to be wireless. This doesn't look like it would work for wireless applications.

You just need a bigger battery. Anything that provides between 7 and 12 volts (not a lead acid battery) will work.

You cannot power a relay shield for a reasonable time with a battery of reasonable size. You did not tell how long you are going to test the voltage. Minutes or hours?
What about the voltage under test? Can that be abused to charge some smaller batteries during the test? You could run the Atmega as a standalone device (w/o the uno board) with 3.3V for example derived from your circuit under test.

olf2012:
You cannot power a relay shield for a reasonable time with a battery of reasonable size. You did not tell how long you are going to test the voltage. Minutes or hours?
What about the voltage under test? Can that be abused to charge some smaller batteries during the test? You could run the Atmega as a standalone device (w/o the uno board) with 3.3V for example derived from your circuit under test.

How do you run the Atmega alone? We originally planned to run the circuit off of the input voltage, but couldn't figure out how to get a high enough voltage from the 4V source. So using the 4V source to power the 3.3V circuit would be awesome.

Google "Arduino to standalone".
Alternatively, keep the UNO board and google "step up converter"

jremington:
You just need a bigger battery. Anything that provides between 7 and 12 volts (not a lead acid battery) will work.

Just wondering why can't you use a lead acid? I am planning a project using a vehicle battery. Is it just that you mean the arduino won't handle over 12v?

Automobile batteries provide over 12 volts when fully charged. You can use a separate, efficient switching step-down converter, like one of these, to provide 5V or anything in between.

The drawing in post#1 will give bad battery readings with these parts.
Either put a 100n capacitor from analogue-in to ground or drop the resistor values.

Why 1meg/100k (1/11).
This will only use a fraction of the usable range of the A/D.
Bad resolution.

Unless you use the 1.1volt Aref.
Like in this sketch.

/*
displays the voltage of a 9V battery
works with 3.3volt and 5volt Arduinos
uses the internal 1.1volt reference
10k resistor from A1 to ground, and 100k resistor from A1 to +batt 
100n capacitor from A1 to ground for stable readings
*/
float Aref = 1.075; // change this to the actual Aref voltage of ---YOUR--- Arduino (1.000 - 1.200), or adjust to get accurate voltage reading
unsigned int total;
float voltage; // converted to volt
//
void setup() {
  analogReference(INTERNAL); // use the internal ~1.1volt reference, change (INTERNAL) to (INTERNAL1V1) for a Mega
  Serial.begin(9600); // ---set serial monitor to this value---
}
//
void loop() {
  analogRead(1); // one unused read
  for (int x = 0; x < 11; x++) { // 11 analogue readings and 1/11 voltage divider = no additional maths
    total = total + analogRead(1); // add each value
  }
  voltage = total * Aref / 1024; // convert readings to volt
  // print to serial monitor
  Serial.print("The battery is ");
  Serial.print(voltage);
  Serial.println(" volt");
  total = 0; // reset value
  delay(1000); // readout delay
}

Change both analogueReads if you're using another input.

Not sure what to think about the test battery circuit.
I would connect the test battery permanently to the voltage divider, and use the relay to switch the 2.8ohm resistor in/out of circuit.
Don't let that resistor current flow over the Arduino pins.
Leo..