I built a deep learning model (Recurrent Neural Network - RNN ) to predict Henry Hub Natural Gas Spot Price. Data is queried from EIA using API - https://www.eia.gov/opendata/qb.php?category=462457&sdid=NG.RNGWHHD.D. To reproduce my results you will need to ask for the API key from EIA website and input your key in my code where I indicated. I also attach the saved model(if you don't want to retrain the model) that you can use to test on new data to see how it works.

Disclamair :Information (codes and other attachments provided in this repo are for learning purpose only).