If you go back and look at NG UGAZ DGAZ moves during that time in winter 2014 NG's biggest move was in Feb but UGAZ/DGAZ did not move as much as it did in Jan. This is due to the fact that by Feb NG spike UGAZ/DGAZ were tracking the month of April. This is why the anticipation of a long cold winter is always the best rally for ng. By the time the really cold wx hits UGAZ rally is over.
It was far worse for DGAZ, by the time NG peaked in Feb then fell like a rock DGAZ had shot all its wads and was taking an April nap. After all the heat and AC won't be on in April. I played both UGAZ and DGAZ during that run and DGAZ was a total Dud.