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
| 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 | 0.0075 | 38.80% | 10.23% |
| Median | 3.9400 | 4.2103 | -0.0260 | 34.06% | 4.83% |
| Bot 1/4tile | 2.9200 | 3.0651 | -0.1570 | 29.74% | 1.94% |
| Minimum | 1.6660 | 2.0218 | -3.6290 | 19.71% | -43.43% |
| 10yrs | Spot Price | Wgt Fut Price | Basis | Volatility (ANN) | Forward Curve |
| Maximum | 6.5600 | 5.8790 | 1.4000 | 47.20% | 141.05% |
| Top 1/4tile | 3.9400 | 4.2366 | 0.0030 | 33.01% | 8.47% |
| Median | 3.1900 | 3.3705 | 0.0000 | 30.21% | 4.45% |
| Bot 1/4tile | 2.7580 | 2.9104 | -0.0710 | 26.74% | 1.94% |
| Minimum | 1.6660 | 2.0218 | -2.3980 | 19.71% | -27.44% |
| 5yrs | Spot Price | Wgt Fut Price | Basis | Volatility (ANN) | Forward Curve |
| Maximum | 4.5400 | 4.5441 | 0.8000 | 34.67% | 14.65% |
| Top 1/4tile | 3.0500 | 3.1323 | 0.0000 | 30.66% | 6.86% |
| Median | 2.8390 | 2.9576 | 0.0000 | 28.59% | 3.60% |
| Bot 1/4tile | 2.6200 | 2.7964 | -0.0010 | 25.03% | 1.26% |
| Minimum | 1.6660 | 2.0218 | -2.3980 | 19.71% | -27.44% |
Source: ABSR Research, LLC
Source: ABSR Research, LLC
Source: ABSR Research, LLC
Source: ABSR Research, LLC
Natural Gas Specifications:
| Commodity | Henry Hub Natural Gas |
| Exchange | CME Group (NYMEX) |
| Base Symbol | NG |
| CME Globex Symbol | NG |
| Contract Unit | 10,000 million Btu (mmBtu) |
| Quotation | US Dollars & Cents per mmBtu |
| Minimum Tick | $0.001 per mmBtu |
| Listed Contracts | All Months |
| Settlement Type | Deliverable |
| Last Trading Day | 3 business days prior to the 1st day of contract month |
| Trading Hours: | |
| Globex | Sun-Fri: 5pm-4pm CT |
| ClearPort | Sun-Fri: 5pm-4pm CT |
| Rule Book | Link |