NYMEX Natural Gas Future January 2015

Trading Metrics calculated at close of trading on 26-Nov-2014

Day Change Summary
	Previous	Current
	25-Nov-2014	26-Nov-2014	Change	Change %	Previous Week
Open	4.289	4.438	0.149	3.5%	4.249
High	4.444	4.529	0.085	1.9%	4.689
Low	4.227	4.330	0.103	2.4%	4.223
Close	4.403	4.355	-0.048	-1.1%	4.417
Range	0.217	0.199	-0.018	-8.3%	0.466
ATR	0.195	0.196	0.000	0.1%	0.000
Volume	124,330	131,620	7,290	5.9%	688,540

Daily Pivots for day following 26-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.002	4.877	4.464
R3	4.803	4.678	4.410
R2	4.604	4.604	4.391
R1	4.479	4.479	4.373	4.442
PP	4.405	4.405	4.405	4.386
S1	4.280	4.280	4.337	4.243
S2	4.206	4.206	4.319
S3	4.007	4.081	4.300
S4	3.808	3.882	4.246

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.841	5.595	4.673
R3	5.375	5.129	4.545
R2	4.909	4.909	4.502
R1	4.663	4.663	4.460	4.786
PP	4.443	4.443	4.443	4.505
S1	4.197	4.197	4.374	4.320
S2	3.977	3.977	4.332
S3	3.511	3.731	4.289
S4	3.045	3.265	4.161

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.689	4.155	0.534	12.3%	0.223	5.1%	37%	False	False	148,129
10	4.689	4.044	0.645	14.8%	0.218	5.0%	48%	False	False	128,279
20	4.689	3.849	0.840	19.3%	0.194	4.5%	60%	False	False	104,667
40	4.689	3.707	0.982	22.5%	0.145	3.3%	66%	False	False	70,714
60	4.689	3.707	0.982	22.5%	0.129	3.0%	66%	False	False	55,784
80	4.689	3.707	0.982	22.5%	0.121	2.8%	66%	False	False	47,406
100	4.689	3.707	0.982	22.5%	0.112	2.6%	66%	False	False	41,137
120	5.027	3.707	1.320	30.3%	0.110	2.5%	49%	False	False	36,344

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	0.057
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.375
2.618	5.050
1.618	4.851
1.000	4.728
0.618	4.652
HIGH	4.529
0.618	4.453
0.500	4.430
0.382	4.406
LOW	4.330
0.618	4.207
1.000	4.131
1.618	4.008
2.618	3.809
4.250	3.484

Fisher Pivots for day following 26-Nov-2014
Pivot	1 day	3 day
R1	4.430	4.351
PP	4.405	4.346
S1	4.380	4.342

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

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