NYMEX Natural Gas Future February 2015

Trading Metrics calculated at close of trading on 11-Nov-2014

Day Change Summary
	Previous	Current
	10-Nov-2014	11-Nov-2014	Change	Change %	Previous Week
Open	4.545	4.340	-0.205	-4.5%	4.057
High	4.576	4.362	-0.214	-4.7%	4.522
Low	4.296	4.183	-0.113	-2.6%	4.057
Close	4.305	4.305	0.000	0.0%	4.457
Range	0.280	0.179	-0.101	-36.1%	0.465
ATR	0.140	0.143	0.003	2.0%	0.000
Volume	34,024	25,885	-8,139	-23.9%	184,706

Daily Pivots for day following 11-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.820	4.742	4.403
R3	4.641	4.563	4.354
R2	4.462	4.462	4.338
R1	4.384	4.384	4.321	4.334
PP	4.283	4.283	4.283	4.258
S1	4.205	4.205	4.289	4.155
S2	4.104	4.104	4.272
S3	3.925	4.026	4.256
S4	3.746	3.847	4.207

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.740	5.564	4.713
R3	5.275	5.099	4.585
R2	4.810	4.810	4.542
R1	4.634	4.634	4.500	4.722
PP	4.345	4.345	4.345	4.390
S1	4.169	4.169	4.414	4.257
S2	3.880	3.880	4.372
S3	3.415	3.704	4.329
S4	2.950	3.239	4.201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.576	4.176	0.400	9.3%	0.222	5.2%	32%	False	False	36,133
10	4.576	3.781	0.795	18.5%	0.167	3.9%	66%	False	False	28,721
20	4.576	3.703	0.873	20.3%	0.128	3.0%	69%	False	False	20,018
40	4.576	3.703	0.873	20.3%	0.110	2.6%	69%	False	False	14,763
60	4.576	3.703	0.873	20.3%	0.103	2.4%	69%	False	False	12,049
80	4.576	3.703	0.873	20.3%	0.098	2.3%	69%	False	False	9,783
100	4.690	3.703	0.987	22.9%	0.092	2.1%	61%	False	False	8,373
120	4.895	3.703	1.192	27.7%	0.090	2.1%	51%	False	False	7,337

Crabel Price Patterns
NR	True
NR4	True
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	0.033
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.123
2.618	4.831
1.618	4.652
1.000	4.541
0.618	4.473
HIGH	4.362
0.618	4.294
0.500	4.273
0.382	4.251
LOW	4.183
0.618	4.072
1.000	4.004
1.618	3.893
2.618	3.714
4.250	3.422

Fisher Pivots for day following 11-Nov-2014
Pivot	1 day	3 day
R1	4.294	4.380
PP	4.283	4.355
S1	4.273	4.330

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

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