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🔥NG+2.30%

Natural Gas.

Henry Hub natural gas — extreme volatility meets seasonal demand

$

NYMEX Henry Hub (dollars per MMBtu)

52-Week Range

1.614 — 6.954

543 trading days

Ann. Volatility

37.6%

MLE λ=0.900 (N=542)

VaR (95%)

3.93%

FHS

Regime

Calm

P(turb.) = 20%

Price History.

Daily closing prices with Bollinger Band overlay

1.6142.6823.754.8185.8866.954Apr 16Aug 20Dec 24Apr 30Sep 3Dec 28Apr 14Apr 16
Open: $1.732Close: $2.67Change: +54.16%543 days

Regime Detection.

Hamilton (1989) two-state Markov switching model

Calm
CalmP(turbulent) = 20.4%Turbulent

Calm State

σ = 46.5% ann.

Avg. duration: 3 days

Turbulent State

σ = 131.7% ann.

Avg. duration: 2 days

Regime Timeline

Calm regimeTurbulent regime

Transition Probabilities

P(calm calm) = 67.8%

P(calm turb.) = 32.2%

P(turb. turb.) = 50.0%

P(turb. calm) = 50.0%

Model Diagnostics

Converged: Yes

Observations: 542

Log-likelihood: 888.6

Vol ratio (turb/calm): 2.8x

Returns Distribution.

Log return histogram with normal overlay

04795142189-60.4%-45.8%-31.2%-16.6%-2.0%12.6%23.6%
Positive returnsNegative returnsNormal fit

Mean

0.0799%

Std Dev

5.3930%

Skewness

-2.134

Excess Kurtosis

34.319

Jarque-Bera

27010.43

JB p-value

0.0000

Normal?

No

Observations

542

Why this matters

Negative skewness indicates more frequent sharp drops than rallies — standard VaR understates downside risk. Excess kurtosis (fat tails) means extreme moves occur more often than a normal distribution predicts. Gaussian risk models systematically understate tail risk for this asset.

Volatility.

EWMA volatility (λ = 0.900) — annualized

Current: 37.6% ann.λ = 0.900Estimated via MLE from 542 observations
31.5%103.8%176.0%248.3%320.5%392.8%Apr 17Aug 21Dec 25May 1Sep 4Dec 29Apr 15Apr 16

Seasonality.

Monthly return patterns across available history

YearJanFebMarAprMayJunJulAugSepOctNovDec
2024
-45.2%
+29.9%
+0.5%
-21.7%
+4.5%
+37.4%
+24.2%
+8.0%
2025
+4.1%
+4.0%
+7.4%
-19.3%
+3.6%
+0.3%
-10.1%
-3.5%
+10.2%
+35.5%
+17.1%
-23.7%
2026
+31.8%
-34.3%
+0.9%
-7.4%

Average Monthly Return

Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec

Seasonal Context

The storage cycle dominates: injection season (April–October) builds inventories, withdrawal season (November–March) depletes them. The storage vs. 5-year-average comparison is the most important fundamental indicator. Winter cold snaps can cause 10%+ single-day moves. Summer heat (power generation demand) creates a secondary peak.

Risk Metrics.

Value at Risk, Expected Shortfall, and drawdown analysis

FHSFiltered Historical Simulation
1-Day VaR (95%)3.93%
CVaR (Expected Shortfall)5.08%
1-Day VaR (99%)5.63%
CVaR (Expected Shortfall)7.13%

Interpretation: On 95% of trading days, the loss is expected to be smaller than 3.93%. On the worst 5% of days, the average loss (CVaR) is estimated at 5.08%. The 99% VaR captures more extreme tail events at 5.63%.

Estimated from 542 daily returns. Tail risk estimates improve with longer history.

Maximum Drawdown: 62.63%

-0.0%-15.7%-31.3%-47.0%-62.6%Apr 24Aug 24Dec 24Apr 25Sep 25Dec 25Apr 26Apr 26

Related Markets.

Return correlations with economically linked assets

NG
1.000
Natural Gas
CL
-0.025
Crude Oil

NG vs CL: 167 overlapping return observations

Note: Return correlations are unstable over time and do not imply causation. These pairs are shown because they share economic drivers (e.g., agricultural supply chains, energy complex), not because correlation alone is meaningful. Short-sample correlations (N < 250) should be treated as rough estimates.

Trend Analysis.

Hurst exponent and Bollinger Band bandwidth

Hurst Exponent

0.55± 0.01
0.0 — Mean Reverting0.5 — Random Walk1.0 — Trending
Random walkPrices approximate a random walk — no detectable serial dependence.

Estimated via R/S analysis from 542 return observations

Bollinger Bandwidth

Squeeze19.27%
avg

Bandwidth is contracting (squeeze) — volatility is compressed. Whether this resolves up or down is not predictable from bandwidth alone.

About Natural Gas.

Fundamentals, catalysts, and Ethiopian trade relevance

Ethiopian Trade Relevance

While Ethiopia has limited direct natural gas exposure, Henry Hub pricing affects global energy costs, fertilizer prices (ammonia production), and LNG-linked contracts that impact Horn of Africa energy imports. Natural gas volatility is a benchmark for extreme commodity risk management.

Supply & Demand Fundamentals

US production ~100 Bcf/d, primarily from Marcellus/Utica and Permian associated gas. LNG export capacity adds structural demand. Storage levels vs. 5-year average is the key fundamental indicator. Power generation demand (coal-to-gas switching) creates price-sensitive demand. Weather (heating degree days, cooling degree days) is the primary short-term driver.

Quote Convention

NYMEX Henry Hub (dollars per MMBtu)

Unit

$/MMBtu

Trading Days/Year

252