Welcome to the TFC Commodity Trading Forum.
Please feel welcome to join in on these informative ongoing discussions about trading futures and commodities.

The Trading Forum is intended for the open discussion of commodities trading. The management of this Forum does not agree or disagree with the ideas exchanged, and does not exert editorial control over the message posted herein. Read and post at your own risk. The risk of loss in trading or commodities can be substantial. We discourage the use of this Forum to promote trading that is acknowledged to be risky. Please note: many links from the Forum lead to pages on other web sites. We cannot take responsibility for nor endorse the information presented on those sites.

TFC Commodity Trading Forum

Ng Forward Curve/Trades *PIC*

Hi Trades,
Here's a next step in the forward curve experiment.
I extended the data thru 2013 and lo and behold a dip showed up that my eyes did not see looking down the column of data !!

Too many variables in getting the chart formatted reasonably, so becomes a PITA.
Once that is sorted out, I guess it won't be too bad just rotating in a new set of data. I think the chart will support 5 curves.
Guess will be a learning curve on when/how often to take a snapshot.

Curves are for Tue, Wed, and today (green, red, black). Not much change from wed to today. Sort of says, maybe once a week may make sense. Something may turn up that will be the clue/trigger to update the chart.

Maybe should make the chart taller (expand Y axis) to show the changes better.

Will have to learn how to interpret the "dips" relative to the way you described the cross overs for your overlaid chart.

Anyway, have to start somewhere, No clue if/when this might become of value since I only trade short term, front month anyway !!!???

Maybe you will have some thoughts on improvements.
I was looking for a way to show the OI, month by month but it really got messy. I thought I could get a second line on the X axis labels but didn't succeed (at least not yet).

Thanks, Lee

Messages In This Thread

Ng Forward Curve/Trades *PIC*
Re: Ng Forward Curve/Lee *PIC*