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US natural gas futures slipped to a six-week low on Thursday following the release of a report showing a bigger than usual storage build last week. The US Energy Information Administration (EIA) said utilities added 98 billion cubic feet (bcf) of gas to storage during the week ended October 4. That was in line with the 97-bcf build analysts estimated in a Reuters poll and compares with an injection of 91 bcf during the same week last year and a five-year (2014-18) average build of 89 bcf for the period.

The increase boosted stockpiles to 3.415 trillion cubic feet (tcf), 0.3% below the five-year average of 3.424 tcf for this time of year. The amount of gas in inventory has remained below the five-year average since September 2017. It fell as much as 33% below that in March 2019. But with production close to a record high, analysts said stockpiles should reach a near-normal 3.7 tcf by the end of the summer injection season on October 31.

"Without support from Mother Nature to fall back on, the door is open to massive injections over the next few weeks which should carry storage over the 5-year average in the next report," Daniel Myers, market analyst at Gelber & Associates in Houston, said in a report. Front-month gas futures for November delivery on the New York Mercantile Exchange fell 1.6 cents, or 0.7%, to settle at $2.218 per million British thermal units (mmBtu), their lowest close since August 27.

Losses were even bigger in futures for the upcoming winter with declines in January and February at or over 2 cents per mmBtu. Recent price swings in gas futures pushed at-the-money implied volatility, a determinant of an option's premium, to 47.4% on Wednesday, its highest level since January. Over the past year, implied volatility has hit a record high of 117.5% in November and a record low of 18.6% in April.

Refinitiv projected gas demand in the lower 48 US states, including exports, would rise to 85.5 billion cubic feet per day (bcfd) next week from 83.8 bcfd this week as cooler weather boosts heating demand faster than lingering power generator air conditioning demand declines. Gas flows to LNG export plants eased to 6.1 bcfd on Wednesday from 6.4 bcfd on Tuesday, according to Refinitiv data. That compares with an average of 6.1 bcfd last week and an all-time daily high of 6.8 bcfd on August 25.

Refinitiv projected LNG exports would ramp up to 6.5 bcfd next week if Dominion Energy Inc's Cove Point plant in Maryland returns to service. Pipeline flows to Mexico eased to 5.6 bcfd on Wednesday from 5.7 bcfd on Tuesday, according to Refinitiv data. That compares with an average of 5.6 last week and an all-time daily high of 5.8 bcfd on September 18.

Gas production in the lower 48 states edged up to 92.9 bcfd on Wednesday from 92.7 bcfd on Tuesday, according to Refinitiv data. That compares with an average of 93.1 bcfd last week and an all-time daily high of 93.8 bcfd on September 29.

Copyright Reuters, 2019

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