First up, the estimates going in, via FX Empire:
...According to Natural Gas Intelligence (NGI), “Traders and analysts are predicting another triple-digit withdrawal from U.S. natural gas stocks in the latest EIA storage report, scheduled for 15:30 GMT.”
Ahead of the report, a Bloomberg survey found estimates ranging from withdrawals of 120 Bcf to 141 Bcf, with a median of a 129 Bcf decrease. NGI modeled 130 Bcf withdrawal for this week’s report, which covers the week-ending January 8. Energy Aspects predicts a 128 Bcf withdrawal.
A year ago, the EIA recorded a 91 Bcf withdrawal for the comparable year-ago period, while the five-year average withdrawal is 161 Bcf, according to the agency....
And the report, from the Energy Information Administration:
Working gas in storage was 3,196 Bcf as of Friday, January 8, 2021, according to EIA estimates. This represents a net decrease of 134 Bcf from the previous week. Stocks were 126 Bcf higher than last year at this time and 218 Bcf above the five-year average of 2,978 Bcf. At 3,196 Bcf, total working gas is within the five-year historical range.
Finally the last week's price action from the CME (30-minute candles):
There are a couple gaps in the chart if we go back five weeks that may com into play:
