NYMEX Natural Gas Future January 2015

Trading Metrics calculated at close of trading on 19-Nov-2014

Day Change Summary
	Previous	Current
	18-Nov-2014	19-Nov-2014	Change	Change %	Previous Week
Open	4.404	4.386	-0.018	-0.4%	4.600
High	4.455	4.635	0.180	4.0%	4.633
Low	4.270	4.322	0.052	1.2%	4.044
Close	4.365	4.516	0.151	3.5%	4.129
Range	0.185	0.313	0.128	69.2%	0.589
ATR	0.164	0.175	0.011	6.5%	0.000
Volume	126,571	157,790	31,219	24.7%	416,679

Daily Pivots for day following 19-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.430	5.286	4.688
R3	5.117	4.973	4.602
R2	4.804	4.804	4.573
R1	4.660	4.660	4.545	4.732
PP	4.491	4.491	4.491	4.527
S1	4.347	4.347	4.487	4.419
S2	4.178	4.178	4.459
S3	3.865	4.034	4.430
S4	3.552	3.721	4.344

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	6.036	5.671	4.453
R3	5.447	5.082	4.291
R2	4.858	4.858	4.237
R1	4.493	4.493	4.183	4.381
PP	4.269	4.269	4.269	4.213
S1	3.904	3.904	4.075	3.792
S2	3.680	3.680	4.021
S3	3.091	3.315	3.967
S4	2.502	2.726	3.805

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.635	4.044	0.591	13.1%	0.212	4.7%	80%	True	False	108,429
10	4.635	4.044	0.591	13.1%	0.215	4.8%	80%	True	False	102,568
20	4.635	3.707	0.928	20.5%	0.166	3.7%	87%	True	False	76,259
40	4.635	3.707	0.928	20.5%	0.131	2.9%	87%	True	False	55,812
60	4.635	3.707	0.928	20.5%	0.119	2.6%	87%	True	False	45,407
80	4.635	3.707	0.928	20.5%	0.112	2.5%	87%	True	False	39,119
100	4.635	3.707	0.928	20.5%	0.106	2.3%	87%	True	False	34,395
120	5.027	3.707	1.320	29.2%	0.104	2.3%	61%	False	False	30,567

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.046
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	5.965
2.618	5.454
1.618	5.141
1.000	4.948
0.618	4.828
HIGH	4.635
0.618	4.515
0.500	4.479
0.382	4.442
LOW	4.322
0.618	4.129
1.000	4.009
1.618	3.816
2.618	3.503
4.250	2.992

Fisher Pivots for day following 19-Nov-2014
Pivot	1 day	3 day
R1	4.504	4.487
PP	4.491	4.458
S1	4.479	4.429

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

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