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 1/4tile5.66005.93640.005538.80%10.23%
Median3.94004.2103-0.027034.06%4.90%
Bot 1/4tile2.92003.0651-0.157029.80%1.98%
Minimum1.66601.8757-3.629019.71%-43.43%
10yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum6.56005.87901.400047.20%141.05%
Top 1/4tile3.96004.33270.001033.78%9.07%
Median3.28503.45280.000030.34%4.78%
Bot 1/4tile2.77652.9437-0.076027.22%2.02%
Minimum1.66602.0218-2.398019.71%-30.80%
5yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum4.74004.78091.380034.67%14.65%
Top 1/4tile3.21553.26890.000030.66%6.86%
Median2.88002.98870.000028.59%3.52%
Bot 1/4tile2.66102.8291-0.001025.32%0.73%
Minimum1.66602.0218-2.398019.71%-30.80%
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

Quick Links

Commodity Analytics

Commodity Indices

Agriculture Resources

ABSR Grain Marketing

  • Sell levels published in advance of the next trading day.
  • Execution percentage levels.
  • Multi signal generation models for both optimal marketing and market protection.
  • Discretionary yield enhancement strategies.

Learn more here

Tweet
Pin
Share
+1
0 Shares