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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 | 0.0090 | 38.80% | 10.10% |
| Median | 3.9400 | 4.2103 | -0.0230 | 33.65% | 4.84% |
| Bot 1/4tile | 2.9125 | 3.0651 | -0.1545 | 28.64% | 1.77% |
| Minimum | 1.6660 | 1.9152 | -3.6290 | 19.71% | -43.43% |
| | | | | |
| 10yrs | Spot Price | Wgt Fut Price | Basis | Volatility (ANN) | Forward Curve |
| Maximum | 6.2000 | 5.2851 | 1.4000 | 43.71% | 29.57% |
| Top 1/4tile | 3.7900 | 3.9708 | 0.0050 | 31.53% | 8.11% |
| Median | 2.9900 | 3.1216 | 0.0000 | 29.43% | 4.32% |
| Bot 1/4tile | 2.6320 | 2.8300 | -0.0565 | 25.62% | 1.76% |
| Minimum | 1.6660 | 1.9152 | -0.7020 | 19.71% | -27.44% |
| | | | | |
| 5yrs | Spot Price | Wgt Fut Price | Basis | Volatility (ANN) | Forward Curve |
| Maximum | 4.0000 | 3.6132 | 0.8000 | 34.67% | 26.79% |
| Top 1/4tile | 2.9245 | 3.0353 | 0.0000 | 30.66% | 7.48% |
| Median | 2.7400 | 2.8642 | 0.0000 | 28.39% | 4.32% |
| Bot 1/4tile | 2.3705 | 2.5472 | -0.0065 | 23.99% | 1.55% |
| Minimum | 1.6660 | 1.9152 | -0.7020 | 19.71% | -27.44% |
