The Energy Information Administration (EIA) recently published the following reports that you may find of interest:
Short-Term Energy Outlook (December 2010): "The Henry Hub spot price averaged $3.71 per million Btu (MMBtu) during November, an increase of about 28 cents from October's price of $3.43 per MMBtu (Henry Hub Natural Gas Price Chart). Over the winter heating season, the projected monthly average spot price peaks at $4.29 per MMBtu in January 2011, before dropping back down to close to $4.00 per MMBtu in June 2011. This month's Outlook slightly raises the average 2011 Henry Hub spot price to $4.33 per MMBtu from last month's forecast of $4.31 per MMBtu."
Annual Energy Outlook 2011 (Early Release): "The technically recoverable unproved shale gas resource is 827 trillion cubic feet (as of January 1, 2009) in the AEO2011 Reference case, 480 trillion cubic feet larger than in the Annual Energy Outlook 2010 (AEO2010) Reference case, reflecting additional information that has become available with more drilling activity in new and existing shale plays. The larger resource leads to about double the shale gas production and over 20 percent higher total lower 48 natural gas production in 2035, with lower natural gas prices, than was projected in the AEO2010 Reference case."