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 1/4tile5.65505.93640.006738.80%10.25%
Median3.92004.2103-0.027034.06%4.96%
Bot 1/4tile2.90003.0442-0.157029.80%2.03%
Minimum1.03501.8215-3.629022.10%-43.43%
10yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum6.56006.23831.400047.20%141.05%
Top 1/4tile3.99004.41540.003034.33%9.20%
Median3.33503.60180.000030.52%4.90%
Bot 1/4tile2.78752.9619-0.078027.86%2.12%
Minimum1.66602.0218-2.398022.10%-27.44%
5yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum6.20005.02741.400034.67%14.65%
Top 1/4tile3.42283.39590.000030.66%6.86%
Median2.90003.01410.000028.59%3.52%
Bot 1/4tile2.68252.8364-0.001725.62%0.65%
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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