Is it the season of the Natural gas prices rise? – Examining the seasonality in Natural gas prices

The passing month of November presented a rise in major commodities prices such as crude oil prices and gold prices; however, Natural gas prices also experienced a sharp rise in its prices. By examining the percent change in the average prices of the major prices of Natural gas we can see that the average rise during November, compare to October was between 11% and 12.5%.

natural gas prices average month October November 2010*Monthly average prices; Source: EIA website: www.eia.gov and Bloomberg

This sharp rise could be partly explained by the seasonality of Natural gas prices. It is very intuitive that during the winter period (I’m referring to winter time of the northern hemisphere, my apologies to all southern hemisphere people), the consumption of energy products such Propane will rise because of its use for heating.

So far it’s very simple; I would like to draw your attention to the following table: this table examines the Natural gas price history for the years 1998-2009, and shows the average rate for each month. This table presents, as the intuition would expect, that the rise of Natural gas prices commences during September and reaches its peak in December. Afterwards the average prices fall (I added January of the following years (1999-2010) for the comparison to December) and reach the minimum during August.

natural gas price history average month 1998-2009*Monthly average prices; Source: EIA website: www.eia.gov

In the final chart below is the Natural gas price history on a monthly scale from 1998-2010, in which Jan 1998=100. This shows that Natural gas prices are at a low price range compare to the last several years.

Chart natural gas price history 1998-2010*Monthly average prices; Source: EIA website: www.eia.gov

What does it all mean?

While there is reason to believe that there is seasonality in Natural Gas prices, and on average it could help understand when prices of Natural gas should rise and when they should fall, it also seems to be a very unreliable factor because it doesn’t help us understand when exactly the changes in the prices will be and how will they change (big or small changes). After all just this year, the highest recorded prices were during January (5.6 USD/MMBTU) and the lowest so far were during October (3.6 USD/MMBTU).

Therefore, we should consider seasonality in Natural gas prices in suspicion as one the reasons for the current rise in its prices during the past month of November.