Futures Daily Market Report for Henry Hub

11-Mar-2016
DAILY PRICE RANGE
COMMODITY
NAME

CONTRACT
MONTH

SETTLE

OPEN#

HIGH

LOW

CLOSE#

PRICE

CHANGE

VOLUME AND OI TOTALS

TOTAL
VOLUME

OI

CHANGE

EFP

BLOCK
VOLUME

EFS

SPREAD
VOLUME

H-Henry LD1 Fixed Price Future

H

Apr16

1.807

1.859

1.800

1.800

1.822

0.034

165,044

23,340

31,704

May16

1.921

1.947

1.900

1.900

1.915

0.032

57,784

12,053

30,012

Jun16

2.023

2.054

2.008

2.017

2.023

0.034

19,455

150

10,578

Jul16

2.119

2.150

2.102

2.115

2.121

0.035

32,859

7,857

15,145

Aug16

2.177

2.201

2.157

2.164

2.171

0.035

17,563

414

8,819

Sep16

2.185

2.210

2.174

2.174

2.190

0.036

12,653

283

4,846

Oct16

2.227

2.257

2.215

2.225

2.231

0.034

26,937

4,928

14,266

Nov16

2.413

2.427

2.392

2.392

2.407

0.032

7,581

73

3,696

Dec16

2.666

2.685

2.657

2.657

2.669

0.026

8,676

447

4,468

Jan17

2.805

2.819

2.784

2.789

2.800

0.024

17,375

467

10,013

Feb17

2.796

2.806

2.790

2.792

2.793

0.023

5,364

437

1,036

Mar17

2.770

2.771

2.742

2.742

2.759

0.021

12,661

717

7,442

Apr17

2.594

2.595

2.578

2.585

2.587

0.011

9,261

529

5,462

May17

2.599

0.007

4,243

546

1,209

Jun17

2.645

0.005

3,296

529

360

Jul17

2.689

0.004

3,466

546

372

Aug17

2.697

0.003

3,827

533

777

Sep17

2.695

2.695

2.685

2.685

2.686

0.003

4,215

516

1,172

Oct17

2.710

2.710

2.691

2.700

2.701

0.003

4,352

595

1,147

Nov17

2.810

2.810

2.810

2.810

2.775

0.003

2,628

366

390

Dec17

2.910

0.003

2,621

378

341

Jan18

3.005

0.004

1,257

126

527

Feb18

2.989

0.006

916

114

280

Mar18

2.929

0.006

2,372

126

1,674

Apr18

2.647

0.004

2,673

242

1,920

2.697

3.002

2.697

3.002

2.697

3.002

2.697

3.002

DAILY PRICE RANGE

COMMODITY
NAME

CONTRACT
MONTH

H
H

OPEN#

CHANGE

EFP

EFS

SPREAD
VOLUME

2.643

0.005

711

124

62

Jun18

2.675

0.006

689

120

60

Jul18

2.709

0.006

711

124

62

Aug18

2.718

0.007

713

124

62

Sep18

2.708

0.007

689

120

60

Oct18

2.728

0.007

1,271

126

620

Nov18

2.800

2.800

2.800

2.800

2.803

0.007

642

62

60

Dec18

2.930

2.930

2.930

2.930

2.937

0.009

652

64

62

Jan19

3.032

0.009

445

126

62

Feb19

3.016

0.011

406

114

56

Mar19

2.954

0.013

445

126

62

Apr19

2.682

0.019

521

152

60

May19

2.677

0.019

475

157

62

Jun19

2.710

0.019

461

152

60

Jul19

2.744

0.019

475

157

62

Aug19

2.764

0.019

475

157

62

Sep19

2.758

0.019

461

152

60

Oct19

2.786

0.019

475

157

62

Nov19

2.861

0.019

431

122

60

Dec19

2.997

0.018

444

126

62

Jan20

3.097

0.018

282

204

Feb20

3.082

0.021

267

192

Mar20

3.017

0.020

282

204

Apr20

2.767

0.020

274

198

May20

2.762

0.020

282

204

Jun20

2.794

0.020

274

198

Jul20

2.828

0.020

282

204

Aug20

2.851

0.020

282

204

2.700

OI

BLOCK
VOLUME

May18

2.700

CLOSE#

TOTAL
VOLUME

CHANGE

2.700

LOW

VOLUME AND OI TOTALS

PRICE

2.700

HIGH

SETTLE

DAILY PRICE RANGE

COMMODITY
NAME

CONTRACT
MONTH

OPEN#

HIGH

LOW

SETTLE
CLOSE#

VOLUME AND OI TOTALS

TOTAL
VOLUME

OI

CHANGE

EFP

BLOCK
VOLUME

EFS

SPREAD
VOLUME

PRICE

CHANGE

Sep20

2.846

0.020

274

198

Oct20

2.876

0.020

282

204

Nov20

2.952

0.020

274

198

Dec20

3.102

0.020

282

204

Jan21

3.210

0.019

Feb21

3.195

0.019

Mar21

3.130

0.019

Apr21

2.870

0.019

May21

2.865

0.019

Jun21

2.895

0.019

Jul21

2.932

0.019

Aug21

2.964

0.019

Sep21

2.963

0.019

Oct21

2.999

0.019

Nov21

3.079

0.019

Dec21

3.239

0.017

Jan22

3.351

0.017

Feb22

3.336

0.017

Mar22

3.271

0.017

Apr22

2.978

0.014

May22

2.973

0.014

Jun22

3.003

0.014

Jul22

3.041

0.014

Aug22

3.077

0.014

Sep22

3.081

0.014

Oct22

3.121

0.014

Nov22

3.201

0.014

Dec22

3.366

0.014

DAILY PRICE RANGE

COMMODITY
NAME

CONTRACT
MONTH

OPEN#

HIGH

LOW

SETTLE
CLOSE#

VOLUME AND OI TOTALS

TOTAL
VOLUME

OI

CHANGE

EFP

BLOCK
VOLUME

EFS

SPREAD
VOLUME

PRICE

CHANGE

Jan23

3.484

0.012

Feb23

3.469

0.012

Mar23

3.404

0.012

Apr23

3.104

0.012

May23

3.096

0.012

Jun23

3.126

0.012

Jul23

3.164

0.012

Aug23

3.200

0.012

Sep23

3.209

0.012

Oct23

3.254

0.012

Nov23

3.334

0.012

Dec23

3.504

0.012

Jan24

3.624

0.010

Feb24

3.609

0.010

Mar24

3.544

0.010

Apr24

3.239

0.010

May24

3.229

0.010

Jun24

3.261

0.010

Jul24

3.299

0.010

Aug24

3.335

0.010

Sep24

3.346

0.010

Oct24

3.396

0.010

Nov24

3.478

0.010

Dec24

3.652

0.010

Jan25

3.777

0.010

Feb25

3.761

0.010

Mar25

3.693

0.009

Apr25

3.368

0.009

DAILY PRICE RANGE

COMMODITY
NAME

CONTRACT
MONTH

H
H

OPEN#

HIGH

LOW

SETTLE
CLOSE#

VOLUME AND OI TOTALS

TOTAL
VOLUME

OI

CHANGE

EFP

BLOCK
VOLUME

EFS

SPREAD
VOLUME

PRICE

CHANGE

May25

3.354

0.009

Jun25

3.389

0.009

Jul25

3.434

0.009

Aug25

3.474

0.009

Sep25

3.487

0.009

Oct25

3.542

0.009

Nov25

3.627

0.009

Dec25

3.809

0.009

Jan26

3.934

0.009

Feb26

3.918

0.009

Mar26

3.850

0.008

Apr26

3.505

0.008

May26

3.490

0.008

Jun26

3.525

0.008

Jul26

3.570

0.008

Aug26

3.610

0.008

Sep26

3.624

0.008

Oct26

3.679

0.008

Nov26

3.774

0.008

Dec26

3.974

0.008

Jan27

4.099

0.008

Feb27

4.081

0.008

Mar27

4.011

0.008

Apr27

3.646

0.008

May27

3.631

0.008

Jun27

3.666

0.008

Jul27

3.711

0.008

Aug27

3.751

0.008

DAILY PRICE RANGE

COMMODITY
NAME

CONTRACT
MONTH

OPEN#

HIGH

LOW

SETTLE
CLOSE#

VOLUME AND OI TOTALS

TOTAL
VOLUME

Sep27

3.766

0.008

Oct27

3.821

0.008

Nov27

3.931

0.005

Dec27

4.151

0.003

Jan28

4.276

0.003

Feb28

4.254

0.002

Mar28

4.181

0.001

Apr28

3.806

0.001

May28

3.791

0.001

Jun28

3.826

0.001

Jul28

3.871

0.001

Aug28

3.911

0.001

Sep28

3.926

0.001

Oct28

3.981

0.001

Nov28

4.096

0.001

Dec28

4.321

0.001

61,288

159,434

444,010

CHANGE

EFP

EFS

NOTE: The information contained in this report is compiled for the convenience of subscribers and is furnished without responsibility for accuracy and is accepted by the subscriber on the condition that errors
or omissions shall not be made the basis for any claim, demand or cause of action.
NOTE: OI information is not available until the next business day.
NOTE: Volume is aggregated and representative of each Futures market strip including applicable TAS trading activity.
#

SPREAD
VOLUME

CHANGE

Totals for H:

OI

BLOCK
VOLUME

PRICE

Open and Close prices reflect the first and last trade in the market and do not correlate to any opening or closing periods.