Natural Gas (NG)



 

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 1/4tile5.64005.93640.006038.80%10.34%
Median3.90504.2103-0.028034.06%5.05%
Bot 1/4tile2.88003.0382-0.158329.80%2.09%
Minimum1.03501.8215-3.629022.10%-43.43%
10yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum6.60007.08361.400047.20%141.05%
Top 1/4tile4.01254.43550.003034.48%9.25%
Median3.35003.64100.000030.60%4.96%
Bot 1/4tile2.79282.9686-0.079028.03%2.24%
Minimum1.66602.0218-2.398022.10%-27.44%
5yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum6.20005.02741.400034.67%14.65%
Top 1/4tile3.54083.44760.000030.66%6.84%
Median2.91253.02690.000028.59%3.60%
Bot 1/4tile2.69232.8364-0.002325.85%0.87%
Minimum1.66602.0218-2.398022.10%-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

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