NYMEX Prices for PHDWin
Last Updated 10/19/2018
At the end of each week and on the first day of each month during 2018, DPPE will download the settled NYMEX futures strip prices directly from the source and move them into a new price model for PHDwin.
Note! We have updated the way we deliver the data. The "Current" MOD file contains only the last three months of weekly strip prices. And we have added an "annual average" for the gas price strip to smooth out the seasonal variations.
The link below will download the MOD file, and you can use the Models Maintenance Application to drag-and-drop the models from the linked MOD file into the MOD file for your project. Alternatively, you can use the "Update" button at the bottom of the Models Editor inside PHDwin.
“Current” prices include:
October 12, 19
September 7, 14, 21, 28
August 3, 10, 17, 24, 31
July 6, 13, 20, 27
June 22, 29
First-of-month strip prices for 2014 to May 2018; EIA Monthly spot prices 2014 to May 2018
HISTORICAL PRICES INCLUDE:
First of month strip 2014 to June 2018
EIA monthly spot prices since 2014
Technical notes: We have used the settled front month price on the date of the strip as the first price in the deck and assigned it to the time period preceding the front month. The subsequent prices come from the futures prices in the same way as they are reported by CME Group. By default in PHDwin, the final price will be used for all subsequent times.
The "Current" MOD file includes the most recent 12 weeks of data. For gas, two models are included: the futures by month as reported by CME group and an average for each calendar year calculated using both the strip and, when included, the one month of data before the front month as described in the paragraph above.
We have added NGLs and that the value is the same price as the oil price, no differential applied.
Disclaimer: Though we have tried to handle the data reliably, DPPE provides this data without any warranty as to accuracy or usefulness. We encourage you to check the data for accuracy and to understand the significance and utility of futures prices.
NYMEX futures prices are published directly by CME Group.
Or data can also be downloaded in convenient format from vendors like Barchart.com.
You may get more data on first-of-month prices or historical prices from these sources.
+Sproule Worldwide Petroleum Consultants
+Energy Information Agency
-Natural Gas Spot and Futures