Time series of major Natural Gas Prices including US Henry Hub. Data comes from U.S. Energy Information Administration EIA
Dataset contains Monthly and Daily prices of Natural gas, starting from January 1997 to current year. Prices are in nominal dollars.
Three files are provided:
data/daily.csv— one row per trading day (weekends and US holidays excluded)data/monthly.csv— monthly averages inYYYY-MMformatdata/monthly-processed.csv— same monthly data with dates expressed as the first day of each month (YYYY-MM-DD), suitable for charting tools that require full date values
You will need Python 3.12 or greater. Install dependencies and run:
cd scripts
pip install -r requirements.txt
makeProcessed data is written to ../data/.
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