Natural Gas Futures CFTC COT Report Price, Chart & Factor Analysis
Free Data & Analytics AccessMV.FACT.COT.NATURALGAS in our API & Excel add-in to retrieve this data.Natural Gas Futures CFTC COT Report Forecast
Natural Gas Futures CFTC COT Report short-term momentum is strongly positive (up over 4 of 4 look-backs: 5, 10, 20 and 30 trading days), a short-term BUY signal. The long-term trend is strongly positive (8 of 8 checks up: price above, and slope of, its 50-, 100-, 150- and 200-day averages), a long-term BUY signal. Price is 3.0 standard deviations above its 200-day average, which is stretched (overbought) and raises the risk of a short-term correction. Based on 20-day realised volatility of 47.7% a year, a typical one-standard-deviation range is 650,883–744,661 over a week, 601,678–793,866 over a month and 364,892–1,030,652 over a year.
Natural Gas Futures CFTC COT Report Price Chart
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Statistical Distribution of Returns
Filters
| Factor | Indicator | Criteria | Value | And (for Between) | Action |
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| Statistic | Unfiltered | Filtered |
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About Natural Gas Futures CFTC COT Report (Global)
Natural Gas Futures CFTC COT Report (Global) is a financial market. This page shows the latest price and daily change, a price chart, momentum, trend, bubble-risk and volatility signals, the statistical distribution of its returns and free historical data (the last 10 years as CSV or JSON, no login).
Last updated: October 23, 2026
Frequently asked questions
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Free Natural Gas Futures CFTC COT Report historical data (last 10 years)
Browse or instantly download the last 10 years of Natural Gas Futures CFTC COT Report daily price history. A free account unlocks the full history, an Excel export with factors, and API access.
Download CSV (10y)Download JSON (10y)Full history, Excel & API (free account)
| Date | Close |
|---|---|
| 2026-10-20 | 621287 |
| 2026-10-13 | 611329 |
| 2026-10-06 | 623466 |
| 2026-09-29 | 611079 |
| 2026-09-22 | 607556 |
| 2026-09-15 | 597605 |
| 2026-09-08 | 592269 |
| 2026-09-01 | 578229 |
| 2026-08-25 | 576017 |
| 2026-08-18 | 568382 |
See how this market's returns behaved when a factor was in a given state, for example when Momentum was strong or bond yields were above 4%, and compare that with all periods.
Reading the chart
- Each bar is a return bucket; its height is the share of periods that landed there.
- All periods: every return in the date range.
- Matching periods: only the periods where all your filters were true. If orange shifts right of the grey, returns were better in that regime.
- Each period's return is the return over the following day, week or month (set by Timeframe), measured from the day the factor was read, so there is no look-ahead.
Adding a filter
- Factor: grouped the same way as the Factors section on this page (Quantitative, Country, Sector, …). Locked factors are listed but greyed out.
- Criteria: greater (>), greater or equal (≥), equal (=), smaller or equal (≤), smaller (<) or between two values.
- Value: depends on the factor.
- Momentum and Trend are signals from −1 to +1, picked as −100 to +100 in steps of 25.
- Mean Reversion is a z-score of price against its 250-day mean, picked in σ from −3 to +3.
- Everything else is a number you type. The line under the box shows the latest reading and its typical range over the last 10 years.
Add several filters to combine conditions; a period must pass every one. Narrow the window with the From/To dates or the 1Y / 5Y / 10Y / MAX buttons; Clear resets filters and dates.
Return statistics
- Unfiltered vs Filtered: all periods vs matching periods.
- Average return, Std dev and Sharpe are annualised (252 days, 52 weeks, 12 months, 6 two-month periods, 4 quarters).
- Maximum drawdown compounds non-overlapping periods; in the Filtered column it assumes you held only while the condition was true.
- Min, 25th percentile, median, 75th percentile and max are per period, not annualised.