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Natural Gas Futures (NG) Trading Strategies – Seasonality & Contract Specifications Discussed

Last Updated on 23 July, 2024 by Trading System

Natural gas futures provide traders and investors with a great avenue to capitalize on price movements in the global energy market. By taking a long or short position in natural gas futures, traders can benefit from price changes in the underlying commodity. In this article, we will discuss the basics of natural gas futures and how to develop trading strategies that can help investors capitalize on price movements in the market. We will also discuss the risks associated with trading natural gas futures and provide some tips to help traders make informed decisions.

Natural gas is the cleanest burning fossil fuel and is economically cheap. It contributes about 25% of the United States energy use and nearly a third of world energy consumption. So, it is progressively playing a larger role in the energy industry, serving as a good alternative to other fossil fuels.

Natural gas is becoming increasingly important as it is a cleaner energy source than other fossil fuels. It is used in cooking, generating electricity, and producing industrial chemicals. Natural gas futures market are offered on many commodity exchanges, such as the ICE, NYMEX, and TOCOM.

Initially thought of as a byproduct of oil production, natural gas is not only used in the energy industry but also used for other purposes. It has become a very important global commodity. Natural gas futures are one of the most actively traded energy futures, after crude oil, but it is also known for their high price volatility.

Natural Gas Futures Contract Specifications

Natural Gas Futures Contract Specifications

Here are the key specifications for a Natural Gas Futures Contract:

  1. Symbol: NG (New York Mercantile Exchange)
  2. Contract Size: 10,000 million British thermal units (mmBtu)
  3. Pricing Unit: U.S. dollars and cents per mmBtu
  4. Tick Size: $0.001 per mmBtu ($10 per contract)
  5. Trading Hours: Sunday – Friday, 5:00 p.m. – 4:00 p.m. (next day) ET with a 60-minute break each day from 4:00-5:00 p.m. ET.
  6. Last Trading Day: The third business day prior to the 25th calendar day of the month preceding the delivery month.
  7. Delivery Months: March, April, May, June, July, August, September, October, November, and December.
  8. Delivery Location: Henry Hub, Louisiana
  9. Settlement Method: Physical delivery
  10. Minimum Price Fluctuation: $0.001 per mmBtu ($10 per contract)

 

Trading Strategies

 

Uses of Natural Gas

Trading in natural gas futures emerged as a way to control the excessive volatility in the price of the commodity owing to its diverse uses, which includes the following:

Electricity generation: In many parts of the world, natural gas is used to generate electricity, as it offers a cheap and cleaner source of power than coal. In the US, it contributes more than 27 percent of the electricity generation.

Residential uses: Close to half of all homes in the US rely on natural gas to cook, boil water, dry clothes, and heat buildings. In fact, the residential sector accounts for about 16 percent of U.S. annual natural gas demands.

Transportation: Natural gas is becoming increasingly important in the transportation sector. As of 2010, there are more than 12,7 million vehicles in the world that are powered with natural gas.

Industrial uses: Natural gas is heavily used in the industries for generating heat and producing important chemicals, such as fertilizers and hydrogen. In fact, the industrial sector accounts for 34 percent of U.S. natural gas demand each year.

Commercial uses: The commodity is used to provide outdoor lighting, operate cooling equipment, and heat buildings and water.

Natural Gas Futures Trading Strategies

Natural Gas Trading Strategy
Natural Gas Futures Trading Strategy

The natural gas futures market is one that we have quite a lot of trading strategies for. If you just put in the hard work required, it certainly is possible to find great trading strategies in this market.

The image above showcases one the day trading strategies on the natural gas market that we’re trading at this moment.

If you’re interested in getting ideas and edges for your own trading strategies, we recommend that you have a look at our edge membership!

 

Trading Strategies

Trading natural gas futures can be a lucrative exercise for investors who understand the dynamics of this particular market. Here are some strategies that traders can use to capitalize on natural gas futures:

1. Spread Trading: Spread trading involves taking a long or short position in two different natural gas futures contracts with different expiration dates. By doing this, traders can benefit from changes in the price spread between the two contracts, which may be more predictable than the outright price of natural gas.

2. Momentum Trading: Momentum trading is a strategy that involves buying natural gas futures when prices are trending higher and selling them when prices are trending lower. This can be a risky strategy, but the potential rewards can be high if the trader is able to identify strong trends in natural gas prices.

3. Contrarian Trading: Contrarian trading involves taking a position opposite the prevailing market trend. For example, if natural gas prices are trending higher, a contrarian trader might take a short position in natural gas futures in anticipation of a price reversal.

4. Arbitrage: Arbitrage is a strategy in which traders take advantage of price discrepancies between two related markets. For example, if there is an imbalance in the prices of natural gas futures contracts in different exchanges, a trader can take a long position in one market and a short position in the other.

5. Fundamental Analysis: Fundamental analysis involves researching the underlying factors that drive natural gas prices. By studying the supply and demand dynamics of the natural gas market, traders can identify potential pricing opportunities.

By understanding the strategies available for trading natural gas futures, traders can better position themselves to profit from changes in natural gas prices.

Natural Gas Futures Seasonality

Here is a seasonal chart of the natural gas futures market:

 

Natural Gas Futures (NG) Trading Strategies - Seasonality & Contract Specifications Discussed

Source:equityclock

Natural gas is a major energy source, and its futures market is an important tool for hedging against price fluctuations. Natural gas futures, like other commodities, have a distinct seasonality pattern that investors should consider when trading.

The seasonality of natural gas futures is determined largely by the weather. In the United States, natural gas is primarily used for heating, so demand is higher in the winter months. In addition, natural gas is often used to generate electricity, and electricity demand rises in the summer months when people are using air conditioners. These two factors combine to create a seasonal pattern in natural gas futures prices.

In the winter months, from November to February, natural gas prices tend to rise due to increased demand for heating and electricity. This is due to the fact that the days are shorter and colder, and people must use more energy to keep their homes warm. Additionally, natural gas storage levels often decline during the winter months as demand for the fuel increases. This can lead to a shortage of natural gas in the market, which can lead to higher prices.

In the spring and summer months, from March to October, natural gas prices tend to decline due to decreased demand. As the days get longer and warmer, people use less energy to keep their homes comfortable, and electricity demand decreases as people turn off their air conditioners. Additionally, natural gas storage levels typically increase during these months as production levels remain steady and demand decreases. This can lead to an oversupply of natural gas in the market, which can lead to lower prices.

In addition to the seasonal pattern of natural gas futures, investors should also consider the impact of different months on natural gas prices. For example, in October, natural gas prices tend to be higher due to increased demand from seasonal heating and electricity needs. Similarly, in April, natural gas prices tend to be lower due to decreased demand as the weather warms up.

Overall, natural gas futures prices have a distinct seasonal pattern that is determined largely by weather and demand. In the winter months, from November to February, natural gas prices tend to rise due to increased demand for heating and electricity. In the spring and summer months, from March to October, natural gas prices tend to decline due to decreased demand. Investors should consider this seasonality pattern when trading natural gas futures. Additionally, investors should also consider the impact of different months on natural gas prices, as certain months can have a greater influence on price movements than others.

What important report days are there for Natural Gas Futures? 

Natural Gas Futures are a contract between two parties for the purchase or sale of natural gas at a specified price on a specific date in the future. The main report days for Natural Gas Futures are the 10th and 25th of every month. On these days, the Department of Energy releases their Natural Gas Inventory Report.

The Natural Gas Inventory Report provides an updated look at current natural gas supply and demand. It provides detailed information on the amount of natural gas in storage, production levels, imports and exports, and more. This data is used by traders to gain insight into the current supply/demand situation and make informed trading decisions.

The report also provides estimates of future natural gas production and consumption. This helps traders gauge potential price movements in the near future. Additionally, the report gives traders an understanding of the amount of available natural gas supplies. This helps them to determine whether there is sufficient supply to meet demand and how much of a premium buyers are willing to pay for the product.

Finally, the report provides a comprehensive look at the current state of the natural gas market. This is important for traders as it provides them with an overview of the market and helps them to make informed decisions when it comes to trading.

In conclusion, the 10th and 25th of every month are the most important report days for Natural Gas Futures. On these days, the Department of Energy releases their Natural Gas Inventory Report which provides traders with an updated look at current natural gas supply and demand, future production and consumption estimates, and an overview of the current state of the market. This information is invaluable for traders as it helps them to make informed trading decisions.

The Largest Producers and Consumers of Natural Gas

Many countries have natural gas deposits, which are usually extracted through wells. In the US and a few other countries, natural gas is also produced from shale and other types of sedimentary rocks. The largest producer of natural gas in the world is the US, followed by Russia and Iran. Other top producers include Qatar, Canada, China, the EU, Norway, Saudi Arabia, and Turkmenistan.

The countries with the most natural gas deposits are Russia, Iran, Qatar, the US, and Saudi Arabia. Top consumers include Germany, the US, Mexico, Russia, China, the UK, Iran, United Arab Emirates, Japan, and Canada.

Why Trade Natural Gas Futures Contracts

Why Trade Natural Gas Futures?
Why Trade Natural Gas Futures?

There are many reasons to play the natural gas futures market. Speculation is one of them for sure, but inflation hedge and portfolio diversification are also other reasons to trade the market. For the main stakeholders in the natural gas production-utilization chain, the futures market offers a great way to manage price risks.

Managing price risks: The producers of the commodity can sell natural gas futures contracts to secure better prices for their products, while the distributors and consumers can buy the contracts to maintain a stable supply of the commodity at a fair price.

Speculative trading: The majority of the traders in the natural gas futures market trade purely for speculative reasons, as the commodity is known to have adequate volatility. Speculators only aim to benefit from price fluctuations.

Diversifying portfolio: Fund managers and some large investors trade commodities as a means for diversifying their portfolio, and the natural gas market is one of the commodities they trade. Portfolio diversification helps to spread one’s risk across many assets, thereby reducing the effects of adverse market movements.

Inflation hedge: Paper money loses value due to inflation, but commodities appreciate in value when inflation bites hard. Of course, natural gas is not an exception. Investors can use it to protect their wealth when there is rising inflation.

How Natural Gas Futures Trade

Natural gas futures contracts are offered on the Intercontinental Exchange (ICE), Tokyo Commodity Exchange (TOCOM), Shanghai Petroleum and Natural Gas Exchange, Multi-Commodity Index (MCX), and of course, the New York Mercantile Exchange (NYMEX), which is a member of the Chicago Mercantile Exchange (CME) Group. Through the CME Globex electronic trading platform, the contracts can be traded from any part of the world, even after the regular market hours.

On the CME marketplace, a natural gas futures contract (NG) settles for 10,000 million British thermal units (mmBtu), and the price quotation is in U.S. dollars and cents per mmBtu. The minimum price fluctuation is $0.001 or $10 per contract.

Monthly contracts are listed for the current year and the next 12 calendar years, and a new calendar year will be added following the termination of trading in the December contract of the current year. The last trading day in any delivery month is the third last business day of the month preceding the contract month.

At expiration, the contract is settled by physical delivery of natural gas that meets the specifications set forth in the FERC-approved tariff of Sabine Pipe Line Company as then in effect at the time of delivery and shall be deliverable in satisfaction of futures contract delivery obligations. Traders, who don’t want to take or make delivery of the commodity, can roll over their contracts to the next expiration months.

All you need to start trading natural gas futures is to create an account with the exchange through your futures broker and deposit the required margin. A futures contract is a leveraged instrument, so you need not have the full dollar worth of the contract to start. Be cautious about leveraged instruments though — they can make you more money, but you can also lose more than you planned.

Factors that Affect Natural Gas Futures

Many factors can affect the prices of natural gas futures, and here are some of them:

Weather: Natural gas demand usually rises during the winter, as people need it for heating their homes. In addition, severely cold weather can also limit production. Both the increased demand and reduction in supply can cause prices to rise.

Economic activity: A rise in economic activity would lead to a greater demand for natural gas and an increase in prices.

Storage and inventory report: Natural gas futures traders closely watch the weekly storage and inventory reports published by the Energy Information Administration (EIA), an independent agency of the United States Department of Energy. The report can induce price volatility.

 

Trading Strategies

Natural gas futures COT report.

The Commodity Futures Trading Commission (CFTC) releases weekly Commitment of Traders (COT) reports, which provide a breakdown of each Tuesday’s open interest in the major futures markets. The COT report for Natural Gas Futures provides a breakdown of the number of futures contracts held by commercial, non-commercial, and non-reportable traders.

The CFTC data reflects positions held as of the close of business on the Tuesday prior to the report. The report contains information on the open interest in natural gas futures contracts traded on the New York Mercantile Exchange (NYMEX).

The report provides a breakdown of the total open interest for natural gas futures contracts, as well as the number of futures contracts held by commercial and non-commercial traders. Commercial traders are generally seen as hedgers or market makers, while non-commercial traders are generally viewed as speculators. The report also contains information on the number of non-reportable traders, which are traders whose positions are too small to be included in the report.

The report also provides a breakdown of open interest by delivery month, as well as a breakdown of the long and short positions held by commercial and non-commercial traders. The report is published late Friday afternoon and is typically available online by Sunday afternoon.

FAQ

How do natural gas futures trade?

Natural gas futures trade on various exchanges such as the New York Mercantile Exchange (NYMEX) and the Intercontinental Exchange (ICE). Contracts are settled by physical delivery or cash settlement, and traders can access the market through futures brokers.

What important report days are there for natural gas futures?

The main report days for natural gas futures are the 10th and 25th of every month when the Department of Energy releases the Natural Gas Inventory Report. This report provides insights into current supply and demand levels, production estimates, and market conditions.

How do traders use the Natural Gas Inventory Report in trading?

Traders use the Natural Gas Inventory Report to gauge supply and demand dynamics, anticipate price movements, and make informed trading decisions. The report provides valuable information on storage levels, production, consumption, and market trends.

Conclusion

Natural gas is becoming increasingly important as it is a cleaner energy source than other fossil fuels. It is used in cooking, generating electricity, and producing industrial chemicals. Natural gas futures are offered on many commodity exchanges, such as the ICE, NYMEX, and TOCOM.

Here is our archive with articles about other tradeable futures markets.

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