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Natural Gas Price Volatility: What It Means for Geothermal Economics

In 2023 the Henry Hub spot price fell 61 percent in a single year. The average American household's gas bill went up. That gap, not the commodity price itself, is the case for a ground-source heat pump.

Takeaways

  1. Commodity gas prices are violently volatile. The Henry Hub annual average moved from $2.03 per million British thermal units (MMBtu) in 2020 to $6.45 in 2022, then back to $2.19 in 2024, then up to $3.52 in 2025. That is a 218 percent rise, a 66 percent fall and a 61 percent rise inside six years.
  2. Household bills do not follow it down. When Henry Hub fell 61 percent between 2022 and 2023, the average United States residential delivered gas price rose 4.4 percent, from $14.75 to $15.40 per thousand cubic feet.
  3. Over six years the household price only went one way. Residential delivered gas rose 42 percent from 2020 to 2025 while the commodity underlying it rose 73 percent but spent most of that period below its starting point.
  4. Delivery charges, not molecules, are the reason. The commodity is a minority of a residential bill and the distribution component is set by regulated cost recovery, which is sticky upward and slow downward.
  5. This changes what a payback analysis should be measuring. A ground-source heat pump does not hedge the commodity. It removes exposure to the delivery charge, which is the part that has proven to be a one-way ratchet.

The number everyone quotes, and the number that matters

Henry Hub is the pricing point that gets reported. It is also the number least relevant to the person deciding whether to replace a furnace.

The United States Energy Information Administration (EIA) publishes both series. Set them side by side and they tell different stories.

Sources: EIA, Henry Hub Natural Gas Spot Price, annual (dollars per million Btu), release date 5 August 2026; and EIA, Natural Gas Prices, United States, annual (nominal dollars per thousand cubic feet). Both accessed 12 August 2026. Year-on-year percentages calculated from the published values.
Year Henry Hub spot
($/MMBtu)
Change US residential delivered
($/Mcf)
Change
20202.0310.78
20213.89+92%12.18+13%
20226.45+66%14.75+21%
20232.53−61%15.40+4%
20242.19−13%14.50−6%
20253.52+61%15.34+6%

Read the 2023 row again. The commodity lost nearly two thirds of its value and the delivered residential price went up. Read 2024: the commodity fell another 13 percent to what the EIA has described as the lowest annual average price in inflation-adjusted terms ever reported, and the residential price came down 6 percent, giving back less than a third of the previous year's increase. By 2025 it was back above its 2023 level.

The commodity round-tripped. The household bill did not.

Both series indexed to 2020 = 100
0 100 200 300 Henry Hub 318 Henry Hub Residential 173 142 2020 2021 2022 2023 2024 2025 In 2023 the gold line fell 61 percent. The teal line rose 4 percent.
Calculated from EIA Henry Hub Natural Gas Spot Price, annual and EIA Natural Gas Prices, United States residential, annual, both accessed 12 August 2026. Index values are the published annual figures divided by their 2020 value, rounded to the nearest whole number. Residential prices are nominal, not inflation-adjusted.

Why the pass-through is asymmetric

None of this is a scandal. It is the structure of a regulated distribution business.

A residential gas bill has two broad parts. The commodity is passed through, usually close to cost and with a regulatory lag. The delivery charge recovers the cost of the pipes, the meters, the leak survey programme, the mains replacement programme and the return the utility is authorised to earn on that capital. That second part has no relationship to the spot price of gas at all.

When the commodity spikes, the whole bill spikes and it is visible. When the commodity collapses, only the commodity portion falls, and it can be more than offset by a rate case, a mains replacement surcharge or an approved increase in the authorised return. That is what the 2023 row in the table is showing.

The direction of travel in the delivery component matters more than most heating analyses acknowledge. Utilities across the country are replacing aging cast iron and bare steel distribution mains, and that capital enters rate base. A shrinking number of customers spread across the same or a growing pipe network means the fixed cost per remaining customer rises. This is the mechanism people refer to as the utility death spiral, and whatever one thinks of the term, its arithmetic is straightforward.

A caution on this analysis The residential figures above are United States averages in nominal dollars. Individual state and utility experience varies widely, and a specific project should be modelled on the actual delivered tariff of the actual utility, not on the national series. The national series is useful for establishing the shape of the risk, not the magnitude of any one bill.

What this does to a payback calculation

The standard framing is that a ground-source heat pump is a bet that gas prices will rise. That framing is weak, because it is a bet on the most volatile and least predictable component of the bill.

The stronger framing is that a ground-source heat pump converts an operating cost with unbounded variance into a capital cost with known amortisation. The borefield does not get repriced. The heat exchange resource, the ground itself, does not have a tariff. What remains variable is the electricity to run the compressor and the circulation pumps, which is real exposure but a different and generally smaller one, and one that a customer can hedge further with on-site generation.

Three practical consequences follow for anyone building the model.

Do not escalate gas at a single rate

A single-rate escalation assumption, whether 2 percent or 6 percent, misrepresents the risk entirely. The six years in the table above contain no year that looks like a smooth escalation. Model a low, central and high scenario and report all three, because the spread between them is the actual finding.

Escalate the delivery charge separately from the commodity

They behave differently and lumping them together hides the asymmetry that makes the case. The delivery component is the one that has behaved as a ratchet.

State clearly what the customer is buying

Not cheaper heat necessarily, and not on every day of every year. Price certainty, and insulation from a bill component that has moved in one direction for six years. That is a defensible claim. "Gas will get more expensive" is a forecast, and forecasts of this particular commodity have a poor record.

A note from project work

In the feasibility work Gaiergy completed for the City of Vandalia, Illinois, the local gas price history was a material input to the case rather than background colour. That study documented a 137 percent increase in the applicable gas price over 2021 to 2025 and used a conservative 10 percent annual escalation in the central financial scenario against an observed 24 percent, alongside lower and higher escalation cases.

Those are local figures from a specific utility territory and they are considerably steeper than the national residential series above, which rose 26 percent over the same 2021 to 2025 window. They are cited here as an illustration of how far a single service territory can diverge from the national average, which is the argument for modelling the actual tariff rather than the headline.

Attribution The 137 percent and 24 percent figures are from the Gaiergy Corp feasibility study prepared for the City of Vandalia, Illinois, as recorded in the completed Illinois Finance Authority Climate Pollution Reduction Grant Community Geothermal Phase One application (Attachment A). They are project-specific and have not been independently verified against the utility's filed tariff history for this article. The national EIA series in the table above are the verified figures.

Sources

All URLs accessed 12 August 2026.

  1. U.S. Energy Information Administration, "Henry Hub Natural Gas Spot Price," annual series, dollars per million Btu, release date 5 August 2026. Source for all Henry Hub annual averages 2020 to 2025. eia.gov/dnav/ng/hist/rngwhhdA.htm
  2. U.S. Energy Information Administration, "Natural Gas Prices," United States annual series, nominal dollars per thousand cubic feet. Source for all residential and commercial delivered prices 2020 to 2025. eia.gov/dnav/ng/ng_pri_sum_dcu_nus_a.htm
  3. U.S. Energy Information Administration, "In 2024, the U.S. natural gas spot price at Henry Hub was the lowest in decades," Today in Energy. Source for the characterisation of 2024 as the lowest annual average in inflation-adjusted terms reported. eia.gov/todayinenergy
  4. U.S. Energy Information Administration, Short-Term Energy Outlook, natural gas section. Background on the forward view of Henry Hub. eia.gov/outlooks/steo
  5. Gaiergy Corp, feasibility study for the City of Vandalia, Illinois, as recorded in the completed Illinois Finance Authority CPRG Community Geothermal Planning Phase One application, Attachment A. Source for the 137 percent local gas price increase over 2021 to 2025, the 24 percent observed annual escalation and the 10 percent conservative modelling assumption. Client project document, not a public URL.
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