08/31
上周俺预期原油今天要下跌,果然原油在亚洲盘跌了2%到44.5元。上周原油价格很明显的超涨,也许是因为沙特地面部队入侵也门 的消息。其实对红海航道有威胁的亚丁城早已落在沙特支持的政府军手里。不过,多头想做多时,任何消息都可以成为借口。今明两日原油应该要下跌,修正上周两日的暴涨。俺认为往后利多的消息比如解除伊朗核能一事预阻等,乃基利亚原油出口罢工。可能利空消息是中国GDP或PMI继续下降,欧日GDP下滑,欧美股市继续大跌。利比亚原油恢复出口等。所以俺认为原油会在40-45.5元之间盘整几周。最保险的做法是在两端入场。在中间可以用对冲方式做Spread,不需1:1。这期间,波动幅度应该比较小,大约就是1.5%-4% 之间,不会像上周的6.5%-10%的幅度。
天然气本周四报告将非常利空,预估值从8/24日的增加70BCF(BinaryTribune.com) 上升至87BCF(Investing.COM).NatGasWeather.COM 更预测增加了91-93BCF。
上周天然气总库存量达3099BCF,比5年平均高 2.9%。距离10/31日的3867BCF EIA预估值为768BCF,还有10周。平均每周要增加76.8BCF。若是要达到4000BCF, 每周的平均值要(4000-3099)/10=90.1BCF,似乎没可能达到。
09/07佛州首座1GW核能发电厂开始修整,然后陆陆续续有核能发电厂加入修整,到了9/28以后,大约一周,火力发电厂将增加17.8BCF等量的发电。若一半由天然气发电,另一半由煤炭。这相当于一周增加8.7BCF的天然气消耗量。10月5日将达到修整高峰,一周减少14BCF。(参看下列表)
NOAA 未来8天到14天的天气预报还是偏热,利多。若是差不多这样的气温维持到9月底,就变成非常利多了。最近发电厂消耗的天然气大概从30BCF/D到35BCF/D。一周下来最大差值为35BCF。
本周做空天然气应该说相对安全,到本周四之前区间大约在2.62-2.72。大约对应UWTI1.6-1.8
核能发电厂9月份修整减少的电量换算成天然气的量。
09/07 1080 St。 Lucie ,FL 30 days=〉1.7BCF
09/12 1100 McGuire2,NC 29days=>1.9BCF =>3.6BCF
09/14 1150 Watts Bar, TN 35days=>2.0BCF=>5.6BCF
09/14 1200 Byron1,IL 26days=> 2.1BCF=>7.7BCF
09/19 800 Palisade ,MI 25days=>1.3BCF=> 9.0BCF
09/20 1200 Vostle1,GA 26days=>2.1BCF=>11.1BCF
09/20 1050 ArNO2,AR 23days=>1.7BCF=>12.8BCF
09/21 1150 Peach Bottom,PA, 32days=>2.0BCF=>14.8BCF.
09/28 800 Beaver Valley,PA 30days=>1.3BCF=>16.1BCF
09/28 1050 Fermi,MI 37days=>1.7BCF=>17.8BCF
Plant |
Unit |
City |
ST |
Owner |
Rx Type |
Output |
Length(days) |
Cycle(months) |
StartDate |
St Lucie |
2 |
Jensen Beach |
FL |
Florida Power & Light |
PWR |
1080 |
30 |
18 |
9/7/2015 |
McGuire |
2 |
Huntersville |
NC |
Duke Energy |
PWR |
1100 |
29 |
18 |
9/12/2015 |
Byron |
1 |
Byron |
IL |
Exelon |
PWR |
1200 |
26 |
18 |
9/14/2015 |
Watts Bar |
1 |
Spring City |
TN |
Tennessee Valley Authority |
PWR |
1150 |
35 |
18 |
9/14/2015 |
Palisades |
Covert |
MI |
Entergy |
PWR |
800 |
25 |
18 |
9/19/2015 |
|
ANO |
2 |
Russellville |
AR |
Entergy |
PWR |
1050 |
23 |
18 |
9/20/2015 |
Vogtle |
1 |
Augusta |
GA |
Southern Nuclear Operating Company |
PWR |
1200 |
26 |
18 |
9/20/2015 |
Peach Bottom |
3 |
Delta |
PA |
Exelon |
BWR |
1150 |
32 |
24 |
9/21/2015 |
Beaver Valley |
2 |
Shippingport |
PA |
FirstEnergy |
PWR |
800 |
30 |
18 |
9/28/2015 |
Fermi |
2 |
Frenchtown Charter Township |
MI |
DTE Energy |
BWR |
1050 |
37 |
18 |
9/28/2015 |
Point Beach |
2 |
Two Rivers |
WI |
NextEra (FPL) |
PWR |
615 |
25 |
18 |
10/1/2015 |
Seabrook |
Seabrook |
NH |
NextEra Energy |
PWR |
1298 |
65 |
18 |
10/1/2015 |
|
VC Summer |
1 |
Jenkinsville |
SC |
South Carolina Electric & Gas Company |
PWR |
966 |
50 |
18 |
10/2/2015 |
Comanche Peak |
2 |
Glen Rose |
TX |
Luminant |
PWR |
1150 |
28 |
18 |
10/3/2015 |
Diablo Canyon |
1 |
Avila Beach |
CA |
Pacific Gas & Electric |
PWR |
1100 |
26 |
21 |
10/4/2015 |
Millstone |
2 |
Waterford |
CT |
Dominion/Virginia Power |
PWR |
900 |
29 |
18 |
10/4/2015 |
Braidwood |
2 |
Braceville |
IL |
Exelon |
PWR |
1200 |
24 |
18 |
10/5/2015 |
Palo Verde |
2 |
Tonopah |
AZ |
Arizona Public Service Company |
PWR |
1400 |
29 |
18 |
10/12/2015 |
Prairie Island |
2 |
Welch |
MN |
Northern States Power |
PWR |
550 |
55 |
24 |
10/16/2015 |
Oconee |
2 |
Seneca |
SC |
Duke Energy |
PWR |
850 |
30 |
24 |
10/17/2015 |
South Texas Project |
1 |
Wadsworth |
TX |
STP Nuclear Operating Co. |
PWR |
1350 |
30 |
18 |
10/17/2015 |
Ginna |
Ontario |
NY |
Exelon |
PWR |
500 |
18 |
18 |
10/19/2015 |
|
Turkey Point |
3 |
Florida City |
FL |
Florida Power & Light |
PWR |
700 |
28 |
18 |
10/19/2015 |
Surry |
2 |
Surry |
VA |
Dominion |
PWR |
800 |
49 |
18 |
10/24/2015 |
Salem |
2 |
Hancocks Bridge |
NJ |
PSEG |
PWR |
1250 |
30 |
18 |
10/25/2015 |
Waterford |
3 |
Killona |
LA |
Entergy |
PWR |
1100 |
25 |
18 |
10/25/2015 |
Three Mile Island |
Middletown |
PA |
Exelon |
PWR |
800 |
24 |
24 |
10/29/2015 |
|
Dresden |
2 |
Morris |
IL |
Exelon |
BWR |
986 |
19 |
24 |
11/2/2015 |
Sequoyah |
2 |
Soddy Daisy |
TN |
Tennessee Valley Authority |
PWR |
1150 |
35 |
18 |
11/14/2015 |
Catawba |
1 |
York |
SC |
Duke Energy |
PWR |
1100 |
31 |
18 |
11/21/2015 |
黄金还是在1100-1160区间振荡。美国大盘股市下跌会加重NUGT/JNUG下跌。