NatGasIQ Daily Price Index
Settlement-grade volume-weighted average price for next-day physical gas, published daily at 09:30 CT across 35+ North American hubs. FERC-compliant methodology with 11 exclusion checks, three-sigma outlier detection, and cross-validation against ICE and EIA references.
What you get every morning.
Each NatGasIQ Daily Price Index publication ships with VWAP, range, aggregate volume, liquidity tier, and EIA cross-check reference for every covered hub.
| Hub | VWAP | CR Low | CR High | Volume | Trades | Tier |
|---|---|---|---|---|---|---|
| Henry Hub | $3.025 | $2.980 | $3.070 | 1,245,000 | 47 | 1 |
| SoCal Border | $3.450 | $3.380 | $3.520 | 890,000 | 32 | 1 |
| Waha | $1.285 | $1.220 | $1.350 | 1,680,000 | 41 | 1 |
| Algonquin Citygate | $3.975 | $3.910 | $4.040 | 425,000 | 18 | 1 |
| NW Sumas | $2.850 | $2.790 | $2.910 | 512,000 | 22 | 1 |
| Malin | $3.180 | $3.120 | $3.240 | 678,000 | 27 | 1 |
| Chicago Citygate | $3.415 | $3.360 | $3.475 | 935,000 | 35 | 1 |
| Dominion South | $2.985 | $2.920 | $3.045 | 615,000 | 23 | 1 |
Sample data for illustration. Live indices publish at 09:30 CT on business days.
In every publication.
- ✓ Daily VWAP, trade count, aggregate volume, high/low/mid for every covered hub
- ✓ Day-over-day and week-over-week change columns
- ✓ Liquidity tier flag (1/2/3) and Tradable-Grade badge on each row
- ✓ EIA reference price on every row (FERC Standard 3 cross-check)
- ✓ ICE Cleared range cross-validation for every liquid hub
- ✓ Delivery: REST API, Excel Add-In, morning digest email
- ✓ 7-year audit archive of source submissions
How it's produced.
- Publication time
- 09:30 CT (business days)
- Cycle
- C2 · Next-Day
- Flow window
- Next-day physical
- Trading window
- Prior bus. day 07:00–15:00 CT
- Min. counterparties
- 3 distinct
- Min. volume
- 2,500 MMBtu per trade
- Outlier filter
- 3σ + ICE range check
- Form 552 category
- Auto-assigned
- Retention
- 7 years (submission archive)
The NatGasIQ Daily Price Index is the primary input to our Form 552-reconciled archive and is available to regulators on request. See the full methodology for the 11 exclusion checks applied to every submission.
Pricing built for the audit.
Subscribe to the NatGasIQ Daily Price Index and plug it into your ETRM, Excel, or trading system with full FERC-compliant traceability.