IMHO, and take this as constructive comment, but, if you're asking these questions, nat gas is the wrong place for you to play. Theoretically, oldest longs get del'd first, so some will actually keep buying/selling so they are not the oldest long going into del'y. Some brokers will actually close you out a FEW days before del'y starts so you cant take del'y. But rolling into the new month expense is commiss plus any unrealized P&L you may have, so, theoretically the price differential should be negligible. But because NG is thin, and volatile, there are sometimes substantial benefits to wait as long as possible to roll, as some longs will always panic out of nearby month to avoid the prospect of del'y. If your capital allows you to take del'y and make re-del'y, you should think about hiring delivery clerks as some of the complications and subtlety can be expensive if you dont thoroughly understand the rules. Good luck.