Natural gas futures spread F1 – F12 as indicator of long term price trend formation and its forecast

Last update 06 May, 2020 This article is methodological background for Oilgasfund hedge fund at https://collective2.com/details/126786783 Summary Actual spread F1 – F12 is -27% vs -10% (its long term average). Based on its current level and historical observation Natural gas coming out from a bearish zone and going to move forward on a flat trajectory …

Natural gas negative rolling yield collection strategy based on inverse UNG trading

Strategy idea – maintaining of short position in UNG in the amount of equal to own funds available on the each testing (rebalancing) date – every first working date of each month. This model is a part of trading algorithm that used by OilGasFund as hedgefund at https://collective2.com/details/126786783 Source of trading model positive expectations – …

Natural Gas price and inventories forecast. Midterm outlook.

The introduced below forecast is not investment advice and related to the trading process that Oilgasfund use for https://collective2.com/details/126786783 . Inventories outlook has been made based on STEO model with adjustments on export-import activities Inventories outlook for the next 12 months remained in the bearish configuration. Minimum for end of withdrawal season about 2 000 …

Natural Gas price forecast and futures rollover history data base

Database link (last update 29/07/2019 ) https://docs.google.com/spreadsheets/d/1JKwSLDe1DiYrlpPes0Nt7t_UUD_3JuD7oWKxm2hBjnY/edit?usp=sharing Major events and forecasts on 29/07/2019 Contango finally appeared and started to erode UNG price that will push it to 15 USD at the end of the year. Bearish cycle on its initial phase, and will be more clearly observed as soon as current inventories vs 5 years …