AgenticInvestor

Henry Hub Natural Gas Futures

Energy · Monthly series · NYMEX:NG1!

Latest, October 2026

2.90 USD/MMBTU

-4.2% from September 2026

Open interactive chartHenry Hub Natural Gas Futures in the terminal

Forecast

No forecast is cached this cycle.

AI confidence

No forecast yet

Evidence will appear when a forecast and its backtests are available.

How this assessment is made

AI confidence describes historical evidence for this forecast, not a probability of being correct. Each backtest fits on data available before its test window. The baseline carries the last value forward. Supported evidence requires at least six complete, non-overlapping tests, an error ratio below 0.90 (rounded to two decimals), and wins in a majority of tests. Ratios from 0.90 to below 1.10 are on par; 1.10 or above is weak evidence. Inconsistent wins produce mixed evidence. For a selected model, only the recent tests excluded from model selection determine this label. These are historical simulations using the available data, not a live trading track record; revisions and foundation-model pretraining can limit how closely they reproduce a past decision. Past performance can change.

Model comparison

Previous comparisonThe stored comparison uses earlier data or a previous model roster. A new four-model comparison is not scheduled.

Models tested

Timestral scored lowest on the 6 older tests (0.94) and was chosen. The 6 recent tests played no part in the choice and give its grade (1.00). The search for a model that beats the naive forecast on both sets of tests goes on. These tests predate the latest data. An eligible nightly batch can repeat them. Scores are MASE: a model's errors divided by the naive forecast's, so 1 is a tie.

4 model classes completed the tests: Foundation model, Machine learning, Statistical, Neural network.

Every model tested on this series.
ModelClass / libraryOlder testsRecent testsRole
Timestral (foundation model)Foundation model · Timestral · GPU0.941.00Serving
Naive forecast (last value held)Benchmark · CPU1.001.00Benchmark
CatBoost (machine learning)Machine learning · MLForecast · CPU1.030.97Tested
AutoETS (statistical)Statistical · StatsForecast · CPU1.061.05Tested
N-HiTS (neural network)Neural network · NeuralForecast · CPU1.461.01Tested

Reading

It is above 47% of the 119 earlier readings since November 2016.

Written from the figures by a fixed template; no AI model is involved.

Recent history (24 observations)
The 24 most recent observations, newest first.
PeriodValue
October 20262.90 USD/MMBTU
September 20263.03 USD/MMBTU
August 20262.94 USD/MMBTU
July 20262.75 USD/MMBTU
June 20263.27 USD/MMBTU
May 20263.29 USD/MMBTU
April 20262.77 USD/MMBTU
March 20262.88 USD/MMBTU
February 20262.86 USD/MMBTU
January 20264.35 USD/MMBTU
December 20253.69 USD/MMBTU
November 20254.85 USD/MMBTU
October 20254.12 USD/MMBTU
September 20253.30 USD/MMBTU
August 20253.00 USD/MMBTU
July 20253.11 USD/MMBTU
June 20253.46 USD/MMBTU
May 20253.45 USD/MMBTU
April 20253.33 USD/MMBTU
March 20254.12 USD/MMBTU
February 20253.83 USD/MMBTU
January 20253.04 USD/MMBTU
December 20243.63 USD/MMBTU
November 20243.36 USD/MMBTU

Source

Data: NYMEX feed via TradingView.

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