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Natural Gas Price Forecast from Harry Briggs

Date post: 13-Dec-2014
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A probabilistic forecast of natural gas prices derived from option settlements
4
This probabilistic price forecast is generated using option market settlements. For more information, contact Harry Briggs at [email protected]. $2.00 $3.00 $4.00 $5.00 $6.00 $7.00 $8.00 Terminal Settlement Price Contract Month Probabilistic Natural Gas Price Forecast, December 2nd, 2014 5th Percentile 25th Percentile Futures Prices 75th Percentile 95th Percentile
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Page 1: Natural Gas Price Forecast from Harry Briggs

This probabilistic price forecast is generated using option market settlements. For more information, contact Harry Briggs at

[email protected].

$2.00

$3.00

$4.00

$5.00

$6.00

$7.00

$8.00Te

rmin

al S

ettl

emen

t P

rice

Contract Month

Probabilistic Natural Gas Price Forecast, December 2nd, 2014

5th Percentile

25th Percentile

Futures Prices

75th Percentile

95th Percentile

Page 2: Natural Gas Price Forecast from Harry Briggs

This probabilistic price forecast is generated using option market settlements. For more information, contact Harry Briggs at

[email protected].

-$2.00

-$1.50

-$1.00

-$0.50

$0.00

$0.50

$1.00

$1.50

$2.00

$2.50

$3.00D

iffe

ren

ce b

etw

een

Cu

rren

t an

d T

erm

inal

Pri

ce

Contract Month

Probabilistic Natural Gas Price Forecast, December 2nd, 2014

5th Percentile

25th Percentile

75th Percentile

95th Percentile

Page 3: Natural Gas Price Forecast from Harry Briggs

This probabilistic price forecast is generated using option market settlements. For more information, contact Harry Briggs at

[email protected].

0%

10%

20%

30%

40%

50%

60%

70%

80%

90%

100%

Cu

mu

lati

ve P

rob

abili

ty

Contract Month

Natural Gas Settlement Probabilities, December 2nd, 2014

Below $2

Below $3

Below $4

Below $5

Below $6

Page 4: Natural Gas Price Forecast from Harry Briggs

This probabilistic price forecast is generated using option market settlements. For more information, contact Harry Briggs at

[email protected].

0%

10%

20%

30%

40%

50%

60%

70%

80%

90%

100%

Cu

mu

lati

ve P

rob

abili

ty

Contract Month

Natural Gas Settlement Probabilities, December 2nd, 2014

Down $1.0 or More

Down $0.5 or More

Unchanged

Up $0.5 or Less

Up $1.0 or Less


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