MRCI's Futures Highlight - Natural Gas(NYM)

MRCI's Futures Highlight - Natural Gas(NYM)

MRCI hopes this profile of the NYM Natural Gas futures contract, with its statistics and feature studies, will help you derive wise trading decisions from its presentation of long-term perspective, computer analysis, and historical background. This additional history is designed to complement the body of knowledge contained in any seasonal patterns and strategies published. The weekly and monthly charts on this page depict prices for nearby contracts, which most closely reflect the underlying cash market.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved
Some data provided by Commodity Research Bureau

The table below offers a statistical analysis of historical daily trading in the NYM Natural Gas futures. The average range for each day of the week in each year and overall has been computed for purposes of comparison and further insight into the dynamics of this market.

MRCI's Nearby Futures Range Detail for Natural Gas(NYM) from 1/1990 - 8/2023
Calendar Year	Monday Avg Rng	Tuesday Avg Rng	Wednesday Avg Rng	Thursday Avg Rng	Friday Avg Rng	Yearly Avg Rng
1990	0.037($367)	0.036($360)	0.035($346)	0.035($352)	0.035($349)	0.035($354)
1991	0.031($312)	0.027($273)	0.032($315)	0.033($326)	0.028($276)	0.030($300)
1992	0.059($586)	0.061($614)	0.061($608)	0.060($595)	0.057($573)	0.060($596)
1993	0.082($823)	0.077($769)	0.066($655)	0.065($648)	0.057($565)	0.069($692)
1994	0.069($693)	0.064($641)	0.066($665)	0.066($656)	0.061($611)	0.065($653)
1995	0.056($565)	0.055($553)	0.063($632)	0.061($606)	0.053($531)	0.058($578)
1996	0.149($1486)	0.129($1288)	0.115($1149)	0.134($1337)	0.129($1292)	0.131($1308)
1997	0.128($1281)	0.112($1120)	0.103($1032)	0.126($1260)	0.113($1134)	0.116($1164)
1998	0.109($1095)	0.095($952)	0.093($927)	0.093($935)	0.090($905)	0.096($962)
1999	0.101($1014)	0.088($877)	0.078($781)	0.113($1132)	0.096($957)	0.095($950)
2000	0.231($2313)	0.194($1935)	0.247($2466)	0.204($2043)	0.187($1867)	0.212($2123)
2001	0.233($2333)	0.226($2264)	0.288($2885)	0.207($2072)	0.187($1870)	0.228($2284)
2002	0.183($1826)	0.147($1472)	0.163($1633)	0.220($2203)	0.142($1420)	0.171($1709)
2003	0.350($3500)	0.280($2800)	0.276($2761)	0.330($3299)	0.234($2345)	0.294($2939)
2004	0.323($3230)	0.266($2664)	0.284($2837)	0.319($3186)	0.215($2153)	0.282($2818)
2005	0.482($4818)	0.397($3974)	0.414($4137)	0.460($4596)	0.361($3606)	0.422($4216)
2006	0.468($4679)	0.372($3718)	0.423($4230)	0.438($4380)	0.344($3444)	0.408($4077)
2007	0.333($3333)	0.291($2908)	0.286($2864)	0.310($3099)	0.295($2945)	0.303($3027)
2008	0.394($3944)	0.380($3802)	0.383($3831)	0.447($4474)	0.355($3551)	0.392($3918)
2009	0.256($2557)	0.229($2291)	0.228($2277)	0.303($3026)	0.254($2538)	0.254($2535)
2010	0.200($1996)	0.166($1660)	0.165($1653)	0.223($2226)	0.160($1600)	0.182($1824)
2011	0.137($1366)	0.125($1254)	0.115($1150)	0.171($1709)	0.120($1196)	0.133($1333)
2012	0.133($1329)	0.127($1275)	0.122($1217)	0.146($1463)	0.113($1131)	0.128($1282)
2013	0.116($1159)	0.102($1022)	0.098($982)	0.143($1433)	0.098($978)	0.111($1113)
2014	0.177($1765)	0.151($1508)	0.162($1619)	0.181($1815)	0.134($1337)	0.161($1607)
2015	0.108($1080)	0.097($970)	0.105($1046)	0.126($1263)	0.095($947)	0.106($1062)
2016	0.112($1123)	0.109($1090)	0.102($1018)	0.115($1148)	0.098($985)	0.107($1072)
2017	0.109($1089)	0.109($1086)	0.092($923)	0.106($1059)	0.085($846)	0.100($999)
2018	0.125($1250)	0.104($1045)	0.123($1227)	0.120($1197)	0.112($1117)	0.117($1166)
2019	0.105($1050)	0.084($842)	0.084($836)	0.088($883)	0.093($932)	0.091($907)
2020	0.146($1456)	0.123($1234)	0.118($1178)	0.122($1215)	0.110($1097)	0.123($1234)
2021	0.237($2367)	0.204($2041)	0.198($1975)	0.191($1914)	0.172($1720)	0.200($1999)
2022	0.548($5482)	0.514($5143)	0.513($5130)	0.523($5228)	0.449($4485)	0.508($5085)
2023	0.178($1777)	0.175($1753)	0.179($1791)	0.173($1732)	0.167($1672)	0.174($1745)

What other characteristics do NYM Natural Gas futures exhibit for various days of the week? We ran various studies for the last 180 calendar days of trading prior to trading prior to expiration for each contract.

MRCI's Nearby Futures Summary for Natural Gas(NYM) from 1/1990 - 8/2023
Summary Item	Monday Summary	Tuesday Summary	Wednesday Summary	Thursday Summary	Friday Summary	Yearly Summary
Range	0.192($1916)	0.169($1692)	0.174($1744)	0.191($1912)	0.157($1570)	0.176($1765)
Closed Up	774(49%)	872(51%)	829(48%)	781(46%)	800(48%)	4056(48%)
Closed Dn	786(50%)	836(48%)	879(51%)	901(53%)	844(51%)	4246(51%)
Closed Uchg	16(1%)	17(1%)	17(1%)	12(1%)	18(1%)	80(1%)
Gapped up	234(15%)	133(8%)	134(8%)	131(8%)	101(6%)	733(9%)
Un-filled Gaps Up	97(41%)	33(25%)	37(28%)	37(28%)	28(28%)	232(32%)
Gapped Down	324(21%)	177(10%)	129(7%)	142(8%)	141(8%)	913(11%)
Un-filled Gaps Down	139(43%)	61(34%)	41(32%)	50(35%)	30(21%)	321(35%)

Daily Percent Change Summary for Natural Gas(NYM)
UNCH	>0%- <1%	+1%- <2%	+2%- <3%	+3%- <4%	+4%- <5%	+5%- <6%	+6%- <7%	+7%- <8%	+8%- <9%	+9%- <10%	+10%- <20%	>+20%
80	1228	1046	676	422	236	177	85	63	47	29	46	1
	<0%- >-1%	-1%- >-2%	-2%- >-3%	-3%- >-4%	-4%- >-5%	-5%- >-6%	-6%- >-7%	-7%- >-8%	-8%- >-9%	-9%- >-10%	-10%- >-20%	<-20%
	1298	1036	723	475	296	144	109	70	37	17	41	0

The table below represents yearly low, high, last yield in the cash market for the NYM Natural Gas futures contracts. Quotes are from daily cash market price activity.

Henry Hub Natural Gas - Nov 30, 2020
	Period Low(Jan-Dec)		Period High(Jan-Dec)		Last Day		Average
Year	Date	Price	Date	Price	Date	Price	Price
2019	12/27/2019	1.750	01/16/2019 01/17/2019	3.580	12/31/2019	2.090	2.557
2018	02/15/2018 02/16/2018	2.490	01/02/2018 01/03/2018	6.240	12/31/2018	2.942	3.166
2017	02/27/2017	2.440	12/29/2017	3.690	12/29/2017	3.690	2.997
2016	03/04/2016	1.490	12/07/2016	3.800	12/30/2016	3.710	2.521
2015	12/23/2015 12/24/2015	1.630	01/15/2015	3.290	12/31/2015	2.280	2.625
2014	12/24/2014 12/26/2014	2.760	03/04/2014	7.775	12/31/2014	3.000	4.338
2013	01/10/2013	3.074	12/23/2013	4.508	12/31/2013	4.315	3.733
2012	04/19/2012	1.831	11/26/2012	3.765	12/31/2012	3.430	2.756
2011	11/23/2011	2.925	06/09/2011 06/10/2011	4.915	12/30/2011	2.963	3.992
2010	10/22/2010	3.170	01/08/2010	6.480	12/31/2010	4.225	4.366
2009	09/04/2009	1.920	01/06/2009	6.095	12/31/2009	5.805	3.955
2008	12/23/2008	5.400	07/02/2008	13.275	12/31/2008	5.620	8.842
2007	08/27/2007	5.350	02/14/2007 02/15/2007	8.860	12/31/2007	7.465	6.978
2006	09/29/2006	3.655	01/03/2006	9.945	12/29/2006	5.475	6.722
2005	01/03/2005 01/04/2005	5.560	12/13/2005	15.410	12/30/2005	9.435	8.936
2004	09/07/2004	4.385	10/28/2004	7.960	12/31/2004	6.185	5.898
2003	10/31/2003	3.965	02/24/2003 02/25/2003	12.200	12/31/2003	5.825	5.465
2002	01/29/2002	1.980	12/17/2002	5.250	12/31/2002	4.585	3.372
2001	11/16/2001	1.695	01/08/2001	10.295	12/31/2001	2.720	3.953
2000	01/04/2000	2.140	12/21/2000 12/22/2000	10.500	12/29/2000	10.415	4.338
1999	03/01/1999	1.645	08/25/1999	3.075	12/30/1999	2.305	2.270
1998	12/04/1998	1.035	04/08/1998	2.635	12/31/1998	1.935	2.083
1997	03/03/1997 03/04/1997	1.785	01/16/1997 01/17/1997	4.550	12/31/1997	2.265	2.486
1996	09/04/1996	1.695	02/02/1996	12.500	12/31/1996	4.050	2.762
1995	07/07/1995	1.280	12/21/1995	3.625	12/29/1995	2.750	1.725
1994	11/18/1994	1.345	02/02/1994	3.130	12/30/1994	1.705	1.891

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