Select the Series tab, then type NG into the Symbol field and select Enter.

Set the chart type to Invisible, either by selecting Invisible from the Chart Type pull-down or by double-clicking the Chart Type column and selecting Invisible from the Chart Type window.

Next, select the Add Contracts button. The Add Contracts window displays:

Enter the date range for the contracts. Verify that the start month is January and the end month is December. Enter 2004 as the year for both entries. Uncheck Add Contracts Seasonally. Select OK.

If you check Add Contracts Seasonally, this will only pull the contracts for the month range listed versus pulling every contract for every month on a calendar basis. For example, if you check Add Contracts Seasonally for the time period June 2002 to August 2005, the resulting contracts will be for June, July and August for 2002, 2003, 2004 and 2005.

The contracts are added:

Now create the formula. Select the Formula tab to add a new formula row. Enter (B+C+D+E+F+G+H+I+J+K+L+M)/12 in the Formula field. In the Description field, enter Natural Gas Futures Calendar Strip.

At the bottom of the Configuration window under Date Options, set the Change Period to 4 years.

Select the Chart button to create the chart for the calendar strip for Natural Gas futures. The following graphic shows the final results.