NYMEX Natural Gas Future January 2015

Trading Metrics calculated at close of trading on 20-Nov-2014

Day Change Summary
	Previous	Current
	19-Nov-2014	20-Nov-2014	Change	Change %	Previous Week
Open	4.386	4.541	0.155	3.5%	4.600
High	4.635	4.658	0.023	0.5%	4.633
Low	4.322	4.415	0.093	2.2%	4.044
Close	4.516	4.649	0.133	2.9%	4.129
Range	0.313	0.243	-0.070	-22.4%	0.589
ATR	0.175	0.180	0.005	2.8%	0.000
Volume	157,790	179,394	21,604	13.7%	416,679

Daily Pivots for day following 20-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.303	5.219	4.783
R3	5.060	4.976	4.716
R2	4.817	4.817	4.694
R1	4.733	4.733	4.671	4.775
PP	4.574	4.574	4.574	4.595
S1	4.490	4.490	4.627	4.532
S2	4.331	4.331	4.604
S3	4.088	4.247	4.582
S4	3.845	4.004	4.515

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	4.658	4.044	0.614	13.2%	0.221	4.8%	99%	True	False	127,222
10	4.658	4.044	0.614	13.2%	0.206	4.4%	99%	True	False	110,460
20	4.658	3.707	0.951	20.5%	0.174	3.7%	99%	True	False	83,929
40	4.658	3.707	0.951	20.5%	0.134	2.9%	99%	True	False	59,728
60	4.658	3.707	0.951	20.5%	0.122	2.6%	99%	True	False	48,074
80	4.658	3.707	0.951	20.5%	0.115	2.5%	99%	True	False	41,177
100	4.658	3.707	0.951	20.5%	0.108	2.3%	99%	True	False	36,047
120	5.027	3.707	1.320	28.4%	0.105	2.3%	71%	False	False	31,991

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.048
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.691
2.618	5.294
1.618	5.051
1.000	4.901
0.618	4.808
HIGH	4.658
0.618	4.565
0.500	4.537
0.382	4.508
LOW	4.415
0.618	4.265
1.000	4.172
1.618	4.022
2.618	3.779
4.250	3.382

Fisher Pivots for day following 20-Nov-2014
Pivot	1 day	3 day
R1	4.612	4.587
PP	4.574	4.526
S1	4.537	4.464

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

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