Weekly natural gas cash prices advanced as frigid temperatures, cold rains and bouts of snow settled in across the Rockies and neighboring regions, driving early-season heating demand.

An early-week cold shot in the Northwest and Mountain West launched a first round of solid demand, and this was immediately followed by another, stronger wintry system that descended from Canada midweek and stalled over the Rockies and Northern Plains through the trading week. It ushered in sub-freezing low temperatures and galvanized robust calls for natural gas to power furnaces across much of the North.

That system was expected to push over more of the Midwest as well as the Great Lakes over the weekend before heading to the Northeast to launch the trading week ahead, according to National...