Natural Gas (NG)

Source: EIA Weekly Natural Gas Storage Report

Source: Baker Hughes Rotary Gas Rig Count

Data Range: (1997-Date)

Source: ABSR Research, LLC

Source: ABSR Research, LLC

Source: ABSR Research, LLC

 
20yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum15.020013.70412.709047.24%141.05%
Top 1/4tile5.66005.93640.007538.80%10.23%
Median3.94004.2103-0.026034.06%4.83%
Bot 1/4tile2.92003.0651-0.157029.74%1.94%
Minimum1.66602.0218-3.629019.71%-43.43%
10yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum6.56005.87901.400047.20%141.05%
Top 1/4tile3.94004.23660.003033.01%8.47%
Median3.19003.37050.000030.21%4.45%
Bot 1/4tile2.75802.9104-0.071026.74%1.94%
Minimum1.66602.0218-2.398019.71%-27.44%
5yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum4.54004.54410.800034.67%14.65%
Top 1/4tile3.05003.13230.000030.66%6.86%
Median2.83902.95760.000028.59%3.60%
Bot 1/4tile2.62002.7964-0.001025.03%1.26%
Minimum1.66602.0218-2.398019.71%-27.44%
Source: ABSR Research, LLC

Source: ABSR Research, LLC

Source: ABSR Research, LLC

Source: ABSR Research, LLC

 
Natural Gas Specifications:
CommodityHenry Hub Natural Gas
ExchangeCME Group (NYMEX)
Base SymbolNG
CME Globex SymbolNG
Contract Unit10,000 million Btu (mmBtu)
QuotationUS Dollars & Cents per mmBtu
Minimum Tick$0.001 per mmBtu
Listed ContractsAll Months
Settlement TypeDeliverable
Last Trading Day3 business days prior to the 1st day of contract month
Trading Hours:
GlobexSun-Fri: 5pm-4pm CT
ClearPortSun-Fri: 5pm-4pm CT
Rule BookLink
Source: CME Group