In my dissertation I summarize the Hungarian and global energy market situation and I attempt to predict its future by taking the current emerging trends into consideration. I describe the characteristics of the transmission of natural gas, the role of the market traders and my own trading strategy. I test the procedure on a data series of the whole 2010/2011 gas year, and I report the results in detail. I look for the main correlations influencing the consumption of natural gas and its daily market price. I present the software I created for risk minimization and for profit maximization, which summarizes a portfolio manager’s gas-related tasks, and helps to simplify the work involved. I establish future software development opportunities, such as consumption and daily balancing gas price estimates and the proposed size of a buy or sell position. I draw the attention to the importance of the impact of psychology in market trading. I make an interview with Norbert Udvari, executive director of Nordest Energy, the upcoming participant of the Hungarian energy market.