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CommoditiesIntermediate

Seasonality

Recurring, calendar-driven price patterns in commodities caused by predictable cycles in supply (harvest) and demand (weather-driven consumption).

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Seasonality refers to systematic, repeatable price tendencies linked to the calendar. In commodities, seasonality arises from two sources: predictable supply cycles (crop planting and harvest windows create annual lows and highs in grain prices) and predictable demand cycles (winter heating demand for natural gas, summer driving demand for gasoline).

Corn typically bottoms at harvest (October) as new crop supply hits the market and rallies into summer as stocks are drawn down. Natural gas typically weakens in shoulder months (spring and fall) and spikes in winter and summer. Gasoline demand peaks in US summer driving season (May–August).

Seasonality is not deterministic — an abnormal weather year or a supply shock can overwhelm seasonal tendencies. But it provides a useful base-rate probability backdrop for timing entries and exits.

Example

A trader tracks the 10-year average natural gas price in January versus May. The data shows gas averages 18% higher in January due to heating demand. In a normal weather year, being long the Jan/May spread during autumn has historically captured this premium.

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