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Expect Profit Harvesting Today in NYM Gas Futures

Once that pivoting is complete, price advances in 2024 tenors likely resume



May 21, 2024


Key Observations:


  • The Oct-24 NYM natural gas futures price has reached $2.96 per MMBtu this morning.  This level also happens to be the 200-day moving average for this price and just 4 cents shy of our $3.00 first price target in flagging this contract as a long (World Investors: Look Past Temporary US Gas Glut, 17-Apr-2024).

  • An +18% advance in 23 trading days is a big move. We expect investors will take profits today at this technically important level, which will also likely attract opportunistic short-term shorts.

  • However, both the fundamental and technical conditions in this market look excellent. Price advances should resume after near-term re-positionings. If the Oct-24 contract closes above $3, then $3.50 becomes the new baseline target.

  • These are not heroic numbers in the global context. The UK NBP natural gas M1 price has moved above the equivalent of $10 per MMBtu this morning. Prompt ICE TTF gas closed at the equivalent of $10.09 per MMBtu yesterday.

  • At the same time, the U.S. physical markets for gas are still pricing to regulate domestic supply following the hot winter. Cash gas prices in the Permian Basin are at zero, while cash prices in the Marcellus are below the marginal cost of opex. Henry Hub cash and futures prices relect the weighted-average equilibrium between rising demand and localized excesses in inventory.



Source: NYM, Bloomberg, Blacklight Research.

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