Wednesday, February 6, 2019

Natural Gas - Big Picture

Beginning in 2000 through the middle of this decade, natural gas was financialized through commodity ETFs and prop trading desks at hedge funds and banks.  This influence subsided just a few years ago thanks to Volcker and other regulations greatly reducing the ability of Wall Street banks to accumulate delta risk.    Since then, natural gas prices have resumed a seasonal trend of price spikes in the 4th quarter similar to how the commodity traded in the 1990s.

After a breakout to multiyear highs in mid November 2018, NG has pulled back below $3.00 typical of the seasonal pattern observed in recent years.  While trading near multi-month lows, NG has yet to show confirmation of a short-term bottom though its decline has halted over the past 4 days.

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