Prices as of 8:08 AM CST

 

 

 

 

 

 

 

Current Price

Previous Settle

% Change

Change

Volume

 

 

Natural Gas

$6.305

$5.684

10.93%

$0.621

29,939

 

 

WTI

$86.47

$87.90

-1.63%

-$1.43

74,391

 

 

Brent

$94.77

$95.77

-1.04%

-$1.00

106

 

 

ULSD

$4.543

$4.550

-0.14%

-$0.006

156

 

 

RBOB

$2.850

$2.907

-1.95%

-$0.057

67

 

 

 

 

Spreads

 

 

 

 

 

 

 

Current

Previous

% Change

Change

Contract

 

 

WTI-Brent

$8.31

$7.87

5.59%

$0.44

Dec-22

 

 

3:2:1 Crack

$35.76

$36.30

-1.48%

-$0.54

Dec-22

 

 

PJM West Spark

NA

NA

NA

NA

Nov-22

 

 

 

 

Baker Hughes Rig Count

 

 

 

 

 

 

 

Date

Count

Change

1 Year Chg.

1 Year Date

 

 

U.S.

10/28/22

768

-3

224

10/29/21

 

 

Canada

10/28/22

212

2

46

10/29/21

 

 

International

Sept

879

19

92

Sept

 

 

 

 

CFTC Net Positions

 

 

 

 

 

 

As of 10/25/2022

Open Interest

Total Net Long

Total Net Short

Diff

 

 

PJM West On Peak

88,264

87,670

87,767

-97

 

 

PJM West Off Peak

87,620

86,823

87,324

-501

 

 

Natural Gas Henry Hub

472,121

451,674

462,222

-10,548

 

 

WTI – Light Sweet Crude Futures

162,319

131,636

125,004

6,632

 

 

Brent Crude Last Day

181,821

172,519

176,147

-3,628

 

 

NYM Ethanol

26,236

25,297

26,016

-719

 

 

Mt Belvieu LDH Propane Swap

131,120

130,080

130,385

-305

 

 

RBOB

237,997

218,181

224,306

-6,125

 

 

HSC Basis

575,653

572,769

565,497

7,272

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

  

 

 

 

 

 

 

 

 

 

 

 

 

EIA Lower 48 Natural Gas Storage

 

 

 

 

10/27/17

 

 

 

10/21/22

10/14/22

Net Change

% Change

10/22/21

% Change

5 Year Avg.

% Change

 

 

East

825

812

13

1.60%

885

-6.78%

899

-8.27%

 

 

Midwest

1,007

987

20

2.03%

1,052

-4.28%

1,066

-5.52%

 

 

Mountain

199

195

4

2.05%

212

-6.13%

214

-6.92%

 

 

Pacific

248

249

-1

-0.40%

255

-2.75%

290

-14.60%

 

 

South

1,116

1,099

17

1.55%

1,144

-2.45%

1,147

-2.67%

 

 

    Salt

277

271

6

2.21%

304

-8.88%

301

-7.85%

 

 

    Non_Salt

839

828

11

1.33%

840

-0.12%

846

-0.83%

 

 

Total

3,394

3,342

52

1.56%

3,548

-4.34%

3,616

-6.14%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Power Generation Additions/Retirements

 

 

  

 

Front Month Prices

 

 

 

 

 

 

 

 

 

 

 

 

 

Electricity

 

 

 

EOXLive Market Data

 

 

 

Contract

10/28/22

10/27/22

% Change

Change

9/30/22

% Change

10/29/21

% Change

 

 

PJM West On Peak

Nov-22

$63.77

$66.82

-4.55%

-$3.04

$92.60

-31.13%

$47.87

33.21%

 

 

ERCOT North On Peak

Nov-22

$44.73

$45.58

-1.86%

-$0.85

$67.92

-34.15%

$41.61

7.50%

 

 

CAISO SP 15 On Peak

Nov-22

$68.24

$69.08

-1.21%

-$0.84

$78.12

-12.64%

$61.97

10.12%

 

 

MISO Indiana On Peak

Nov-22

$61.55

$64.35

-4.36%

-$2.81

$90.60

-32.07%

$47.87

28.57%

 

 

NEISO Mass On Peak

Nov-22

$64.37

$68.98

-6.69%

-$4.61

$109.94

-41.45%

$67.71

-4.93%

 

 

WECC Mid C On Peak

Nov-22

$76.00

$82.04

-7.36%

-$6.04

$78.70

-3.43%

$60.38

25.87%

 

 

NYISO Zone G On Peak

Nov-22

$59.19

$62.11

-4.69%

-$2.92

$100.58

-41.15%

$51.24

15.53%

 

 

 

 

 

Natural Gas & Basis

 

 

 

EOXLive Market Data

 

 

 

Contract

10/28/22

10/27/22

% Change

Change

9/30/22

% Change

10/29/21

% Change

 

 

NYMEX Henry Hub

Dec-22

$5.684

$5.875

-3.25%

-$0.19

$7.07

-19.55%

$4.31

31.97%

 

 

Houston Ship Channel

Dec-22

-$0.242

-$0.251

-3.54%

$0.01

-$0.30

-18.49%

$0.03

-852.80%

 

 

Chicago

Dec-22

$0.089

$0.101

13.58%

-$0.01

$0.01

527.46%

$0.24

-62.17%

 

 

Waha

Dec-22

-$1.627

-$1.661

-2.05%

$0.03

-$1.87

-12.82%

-$0.19

766.08%

 

 

Algonquin

Dec-22

$11.952

$11.163

7.06%

$0.79

$16.57

-27.86%

$6.01

98.89%

 

 

Aeco

Dec-22

-$1.579

-$1.621

-2.59%

$0.04

-$2.45

-35.56%

-$0.84

87.92%

 

 

Socal

Dec-22

$1.682

$1.714

-1.84%

-$0.03

$1.36

23.59%

$0.96

74.63%

 

 

 

 

 

Natural Gas Liquids

 

 

 

EOXLive Market Data

 

 

 

Contract

10/28/22

10/27/22

% Change

Change

9/30/22

% Change

10/29/21

% Change

 

 

Mt. Belvieu Propane LST

Nov-22

$0.885

$0.873

1.34%

$0.01

$0.87

2.03%

$1.05

-15.35%

 

 

Mt. Belvieu Propane non LST

Nov-22

$0.885

$0.891

-0.70%

-$0.01

$0.87

1.28%

$1.06

-16.39%

 

 

Mt. Belview Ethane

Nov-22

$0.391

$0.392

-0.47%

$0.00

$0.39

-0.32%

$0.33

17.25%

 

 

Mt. Belview Nat. Gasoline

Nov-22

$1.682

$1.648

2.08%

$0.03

$1.60

5.16%

$1.61

4.81%

 

 

Mt. Belvieu Butane LST

Nov-22

$1.020

$1.012

0.74%

$0.01

$0.98

3.82%

$1.15

-10.93%

 

 

Conway Propane

Nov-22

$0.900

$0.910

-1.06%

-$0.01

$0.90

-0.02%

$1.07

-16.09%

 

 

Conway Nat. Gasoline

Nov-22

$1.711

$1.703

0.47%

$0.01

$1.63

4.75%

$1.60

7.05%

 

 

 

 

Crude Oil

 

 

 

EOXLive Market Data

 

 

 

Contract

10/28/22

10/27/22

% Change

Change

9/30/22

% Change

10/29/21

% Change

 

 

WTI

Dec-22

$87.90

$89.08

-1.34%

-$1.18

$78.72

11.66%

$71.33

23.23%

 

 

Brent

Dec-22

$95.77

$96.96

-1.24%

-$1.19

$85.14

12.49%

$75.11

27.51%

 

 

WCS

Dec-22

-$27.27

-$28.64

-5.02%

$1.37

-$21.37

27.60%

-$14.45

88.73%

 

 

LLS

Dec-22

$88.75

$90.29

-1.73%

-$1.54

$79.75

11.28%

$72.53

22.36%

 

 

Mars

Dec-22

$82.35

$83.28

-1.12%

-$0.92

$75.05

9.73%

$67.97

21.16%

 

 

Sour

Dec-22

$83.16

$84.41

-1.51%

-$1.25

$76.39

8.86%

$69.60

19.49%

 

 

ESPO

Dec-22

$90.71

$90.49

0.24%

$0.22

$80.43

12.78%

$73.23

23.86%

 

 

 

 

Refined Products

 

 

 

EOXLive Market Data

 

 

 

Contract

10/28/22

10/27/22

% Change

Change

9/30/22

% Change

10/29/21

% Change

 

 

NY Heating Oil

Nov-22

$4.44

$4.30

3.09%

$0.13

$3.24

37.10%

$2.30

92.71%

 

 

NY Gasoline

Nov-22

$2.59

$2.63

-1.71%

-$0.04

$2.37

9.29%

$2.06

25.94%

 

 

GC Gasoline

Nov-22

$2.49

$2.53

-1.78%

-$0.05

$2.27

9.70%

$1.96

27.26%

 

 

GC Jet

Nov-22

$3.58

$3.30

8.57%

$0.28

$2.93

22.45%

$2.08

72.56%

 

 

Chicago Ethanol

Nov-22

$2.48

$2.43

2.06%

$0.05

$2.30

8.06%

$2.00

23.88%

 

 

Rotterdam Gasoil

Nov-22

$1,026.75

$1,015.04

1.15%

$11.71

$869.98

18.02%

$617.49

66.28%

 

 

Singapore Jet Kero

Nov-22

$125.39

$125.09

0.24%

$0.30

$112.74

11.22%

$86.23

45.41%

 

 

 

 

Implied Volatilities

 

 

 

EOXLive Market Data

 

 

 

Contract

10/28/22

10/27/22

% Change

Change

9/30/22

% Change

10/29/21

% Change

 

 

Henry Hub Straddle

Dec-22

102.47%

103.25%

-0.76%

-0.78%

101.53%

0.93%

45.82%

123.64%

 

 

Algonquin Straddle

Dec-22

164.54%

158.29%

3.95%

6.25%

144.80%

13.63%

47.78%

244.37%

 

 

Waha Straddle

Dec-22

132.39%

137.83%

-3.95%

-5.44%

129.43%

2.29%

48.04%

175.58%

 

 

Chicago Straddle

Dec-22

106.47%

113.97%

-6.58%

-7.50%

101.61%

4.78%

44.12%

141.32%

 

 

PJM West Straddle

Dec-22

101.27%

94.38%

7.30%

6.89%

94.00%

7.73%

19.02%

432.44%

 

 

SP – 15 Straddle

Dec-22

120.41%

117.87%

2.15%

2.54%

122.66%

-1.83%

27.08%

344.65%

 

 

Mid. C Straddle

Dec-22

317.58%

314.86%

0.86%

2.72%

170.70%

86.05%

36.27%

775.60%

 

 

 

 

Euro Gas and Power/LNG

 

 

EOXLive Market Data

 

 

 

Contract

10/28/22

10/27/22

% Change

Change

9/30/22

% Change

10/29/21

% Change

 

 

Dutch TTF

Dec-22

EUR 140.50

EUR 137.90

1.89%

EUR 2.60

EUR 192.87

-27.15%

EUR 39.99

251.35%

 

 

NBP

Dec-22

GBP 340.80

GBP 336.00

1.43%

GBP 4.80

GBP 496.00

-31.29%

GBP 108.16

215.10%

 

 

German Base

Dec-22

EUR 360.21

EUR 335.24

7.45%

EUR 24.97

EUR 461.48

-21.94%

EUR 110.34

226.46%

 

 

UK Base

Dec-22

GBP 357.32

GBP 360.36

-0.84%

-GBP 3.04

GBP 648.86

-44.93%

GBP 101.16

253.23%

 

 

French Base

Dec-22

EUR 807.31

EUR 736.51

9.61%

EUR 70.80

EUR 1,449.65

-44.31%

EUR 118.51

581.22%

 

 

Italian Base

Dec-22

EUR 380.62

EUR 343.79

10.71%

EUR 36.83

EUR 460.05

-17.26%

EUR 115.49

229.58%

 

 

JKM LNG

Dec-22

$36.60

$38.94

-6.00%

-$2.34

$36.78

-0.49%

$15.34

138.62%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

  

 

 

 

 

 

 

 

 

 

 

 

 

Cooling Degree Days

 

 

 

 

 

 

10/29/2022

Week Tot

Dev Norm

Dev L YR

Cum Tot

CumD Norm

CumD L YR

CumD Norm

CumD L YR

 

 

New England

0

0

0

651

234

-5

56.00%

-1.00%

 

 

Middle Atlantic

0

0

0

855

199

-58

30.00%

-6.00%

 

 

E N Central

1

0

1

826

117

-141

17.00%

-15.00%

 

 

W N Central

3

2

3

1,090

163

-28

18.00%

-3.00%

 

 

South Atlantic

16

-3

-9

2,060

189

-74

10.00%

-3.00%

 

 

E S Central

1

-3

-2

1,712

174

40

11.00%

2.00%

 

 

W S Central

19

0

-25

2,840

436

303

18.00%

12.00%

 

 

Mountain

1

-4

-4

1,384

146

2

12.00%

0.00%

 

 

Pacific

0

-3

-1

975

276

69

39.00%

8.00%

 

 

United States

6

-1

-5

1,408

215

1

18.00%

0.00%

 

 

 

 

Heating Degree Days

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

10/29/2022

Week Tot

Dev Norm

Dev L YR

Cum Tot

CumD Norm

CumD L YR

CumD Norm

CumD L YR

 

 

New England

82

-46

-30

497

-121

135

NA

NA

 

 

Middle Atlantic

75

-38

-7

430

-61

216

NA

NA

 

 

E N Central

84

-38

-30

534

-8

228

NA

NA

 

 

W N Central

100

-25

-18

510

-57

157

NA

NA

 

 

South Atlantic

40

-10

9

205

32

129

NA

NA

 

 

E S Central

49

-17

-3

273

48

147

NA

NA

 

 

W S Central

32

1

19

89

8

49

NA

NA

 

 

Mountain

136

32

51

358

-152

-31

NA

NA

 

 

Pacific

68

11

11

140

-136

-124

NA

NA

 

 

United States

69

-14

0

316

-41

102

NA

NA

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Gas * Power * NGL * Crude * Products * Vol Charts

 

 

 

 

 

Weather Forecast & Seasonal Outlook

 

Tropical Outlook

 

To opt out of this email please follow this link.

Campbell Faulkner | OTC Global Holdings

Quality Data – Reliable Service – Affordable Price

5151 San Felipe Suite 2200
Houston, TX 77056
faulkner.c@otcgh.com
eoxlive.com/market-data

 

This email, any information contained herein and any files transmitted with it (collectively, the Material) are the sole property of OTC Global Holdings LP and its affiliates (OTCGH); are confidential, may be legally privileged and are intended solely for the use of the individual or entity to whom they are addressed. Unauthorized disclosure, copying or distribution of the Material, is strictly prohibited and the recipient shall not redistribute the Material in any form to a third party. Please notify the sender immediately by email if you have received this email by mistake, delete this email from your system and destroy any hard copies. OTCGH waives no privilege or confidentiality due to any mistaken transmission of this email.