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Natural Gas Historical Data
Historical Data:
20yrs | Spot Price | Wgt Fut Price | Basis | Volatility (ANN) | Forward Curve |
Maximum | 15.0200 | 13.7041 | 2.7090 | 47.24% | 141.05% |
Top 1/4tile | 5.6600 | 5.9364 | 0.0080 | 38.80% | 10.08% |
Median | 3.9400 | 4.2103 | -0.0240 | 33.99% | 4.79% |
Bot 1/4tile | 2.9125 | 3.0651 | -0.1540 | 29.13% | 1.74% |
Minimum | 1.6660 | 2.0218 | -3.6290 | 19.71% | -43.43% |
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10yrs | Spot Price | Wgt Fut Price | Basis | Volatility (ANN) | Forward Curve |
Maximum | 6.5600 | 5.8790 | 1.4000 | 47.20% | 29.57% |
Top 1/4tile | 3.8900 | 4.0822 | 0.0040 | 32.24% | 8.12% |
Median | 3.0630 | 3.1876 | 0.0000 | 29.92% | 4.32% |
Bot 1/4tile | 2.7050 | 2.8622 | -0.0565 | 26.09% | 1.68% |
Minimum | 1.6660 | 2.0218 | -0.7020 | 19.71% | -27.44% |
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5yrs | Spot Price | Wgt Fut Price | Basis | Volatility (ANN) | Forward Curve |
Maximum | 4.0000 | 3.6665 | 0.8000 | 34.67% | 18.49% |
Top 1/4tile | 2.9500 | 3.0570 | 0.0000 | 30.66% | 7.39% |
Median | 2.7700 | 2.8985 | 0.0000 | 28.59% | 4.06% |
Bot 1/4tile | 2.5400 | 2.6874 | -0.0065 | 24.11% | 1.50% |
Minimum | 1.6660 | 2.0218 | -0.7020 | 19.71% | -27.44% |