NYMEX Natural Gas Future January 2015

Trading Metrics calculated at close of trading on 28-Nov-2014

Day Change Summary
	Previous	Current
	26-Nov-2014	28-Nov-2014	Change	Change %	Previous Week
Open	4.438	4.349	-0.089	-2.0%	4.199
High	4.529	4.367	-0.162	-3.6%	4.529
Low	4.330	4.079	-0.251	-5.8%	4.079
Close	4.355	4.084	-0.271	-6.2%	4.084
Range	0.199	0.288	0.089	44.7%	0.450
ATR	0.196	0.202	0.007	3.4%	0.000
Volume	131,620	94,586	-37,034	-28.1%	525,582

Daily Pivots for day following 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.041	4.850	4.242
R3	4.753	4.562	4.163
R2	4.465	4.465	4.137
R1	4.274	4.274	4.110	4.226
PP	4.177	4.177	4.177	4.152
S1	3.986	3.986	4.058	3.938
S2	3.889	3.889	4.031
S3	3.601	3.698	4.005
S4	3.313	3.410	3.926

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.581	5.282	4.332
R3	5.131	4.832	4.208
R2	4.681	4.681	4.167
R1	4.382	4.382	4.125	4.307
PP	4.231	4.231	4.231	4.193
S1	3.932	3.932	4.043	3.857
S2	3.781	3.781	4.002
S3	3.331	3.482	3.960
S4	2.881	3.032	3.837

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.689	4.079	0.610	14.9%	0.232	5.7%	1%	False	True	131,167
10	4.689	4.044	0.645	15.8%	0.227	5.6%	6%	False	False	129,195
20	4.689	3.916	0.773	18.9%	0.203	5.0%	22%	False	False	107,086
40	4.689	3.707	0.982	24.0%	0.149	3.7%	38%	False	False	72,237
60	4.689	3.707	0.982	24.0%	0.133	3.2%	38%	False	False	56,926
80	4.689	3.707	0.982	24.0%	0.124	3.0%	38%	False	False	48,394
100	4.689	3.707	0.982	24.0%	0.115	2.8%	38%	False	False	41,902
120	5.027	3.707	1.320	32.3%	0.112	2.7%	29%	False	False	37,016

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.058
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.591
2.618	5.121
1.618	4.833
1.000	4.655
0.618	4.545
HIGH	4.367
0.618	4.257
0.500	4.223
0.382	4.189
LOW	4.079
0.618	3.901
1.000	3.791
1.618	3.613
2.618	3.325
4.250	2.855

Fisher Pivots for day following 28-Nov-2014
Pivot	1 day	3 day
R1	4.223	4.304
PP	4.177	4.231
S1	4.130	4.157

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

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