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  #1  
Old November 27th, 2011, 10:15 AM
torrysport torrysport is offline
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Default hnu/hnd price point @ ng price currently

to everyone alot of guess's of what hnu/hnd are at at any given price for ng and with ng only having 1-4 cents contantango for next few months I'd like to offer up a chart on pricing for efr's to see were we are realy at. This chart was given to me over a year ago when i was learning this ng beast.

as of nov 25/2011 will keep this thread up to date with up dated chart as required.
NG HNU HND NG HNU HND
3.66 $10.87 $13.28 3.65 $10.81 $13.35
3.67 $10.93 $13.21 3.64 $10.75 $13.43
3.68 $10.99 $13.13 3.63 $10.69 $13.50
3.69 $11.05 $13.06 3.62 $10.63 $13.57
3.7 $11.11 $12.99 3.61 $10.57 $13.64
3.71 $11.17 $12.92 3.6 $10.51 $13.72
3.72 $11.23 $12.84 3.59 $10.45 $13.79
3.73 $11.29 $12.77 3.58 $10.39 $13.86
3.74 $11.35 $12.70 3.57 $10.34 $13.93
3.75 $11.40 $12.63 3.56 $10.28 $14.01
3.76 $11.46 $12.55 3.55 $10.22 $14.08
3.77 $11.52 $12.48 3.54 $10.16 $14.15
3.78 $11.58 $12.41 3.53 $10.10 $14.22
3.79 $11.64 $12.34 3.52 $10.04 $14.30
3.8 $11.70 $12.26 3.51 $9.98 $14.37
3.81 $11.76 $12.19 3.5 $9.92 $14.44
3.82 $11.82 $12.12 3.49 $9.86 $14.51
3.83 $11.88 $12.05 3.48 $9.80 $14.59
3.84 $11.94 $11.97 3.47 $9.74 $14.66
3.85 $12.00 $11.90 3.46 $9.68 $14.73
3.86 $12.06 $11.83 3.45 $9.62 $14.80
3.87 $12.12 $11.76 3.44 $9.56 $14.88
3.88 $12.18 $11.68 3.43 $9.50 $14.95
3.89 $12.24 $11.61 3.42 $9.44 $15.02
3.9 $12.30 $11.54 3.41 $9.39 $15.09
3.91 $12.35 $11.47 3.4 $9.33 $15.17
3.92 $12.41 $11.39 3.39 $9.27 $15.24
3.93 $12.47 $11.32 3.38 $9.21 $15.31
3.94 $12.53 $11.25 3.37 $9.15 $15.38
3.95 $12.59 $11.18 3.36 $9.09 $15.46
3.96 $12.65 $11.10 3.35 $9.03 $15.53
3.97 $12.71 $11.03 3.34 $8.97 $15.60
3.98 $12.77 $10.96 3.33 $8.91 $15.67
3.99 $12.83 $10.89 3.32 $8.85 $15.75
4 $12.89 $10.81 3.31 $8.79 $15.82
4.01 $12.95 $10.74 3.3 $8.73 $15.89
4.02 $13.01 $10.67 3.29 $8.67 $15.97
4.03 $13.07 $10.59 3.28 $8.61 $16.04
4.04 $13.13 $10.52 3.27 $8.55 $16.11
4.05 $13.19 $10.45 3.26 $8.49 $16.18
4.06 $13.25 $10.38 3.25 $8.43 $16.26
4.07 $13.31 $10.30 3.24 $8.38 $16.33
4.08 $13.36 $10.23 3.23 $8.32 $16.40

Last edited by torrysport; November 27th, 2011 at 10:28 AM.
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  #2  
Old November 28th, 2011, 07:43 PM
torrysport torrysport is offline
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Default nov 28/2011 down for the day

next up date for nov 28/2011

is this helpful to anyone on this board, please coment, thanks

NG HNU HND NG HNU HND
3.56 $10.27 $14.01 3.55 $10.21 $14.09
3.57 $10.33 $13.93 3.54 $10.15 $14.17
3.58 $10.39 $13.85 3.53 $10.10 $14.25
3.59 $10.44 $13.77 3.52 $10.04 $14.32
3.6 $10.50 $13.70 3.51 $9.98 $14.40
3.61 $10.56 $13.62 3.5 $9.92 $14.48
3.62 $10.62 $13.54 3.49 $9.87 $14.56
3.63 $10.67 $13.46 3.48 $9.81 $14.64
3.64 $10.73 $13.38 3.47 $9.75 $14.72
3.65 $10.79 $13.30 3.46 $9.69 $14.80
3.66 $10.85 $13.22 3.45 $9.64 $14.88
3.67 $10.90 $13.14 3.44 $9.58 $14.95
3.68 $10.96 $13.07 3.43 $9.52 $15.03
3.69 $11.02 $12.99 3.42 $9.46 $15.11
3.7 $11.08 $12.91 3.41 $9.40 $15.19
3.71 $11.14 $12.83 3.4 $9.35 $15.27
3.72 $11.19 $12.75 3.39 $9.29 $15.35
3.73 $11.25 $12.67 3.38 $9.23 $15.43
3.74 $11.31 $12.59 3.37 $9.17 $15.51
3.75 $11.37 $12.51 3.36 $9.12 $15.58
3.76 $11.42 $12.44 3.35 $9.06 $15.66
3.77 $11.48 $12.36 3.34 $9.00 $15.74
3.78 $11.54 $12.28 3.33 $8.94 $15.82
3.79 $11.60 $12.20 3.32 $8.89 $15.90
3.8 $11.65 $12.12 3.31 $8.83 $15.98
3.81 $11.71 $12.04 3.3 $8.77 $16.06
3.82 $11.77 $11.96 3.29 $8.71 $16.14
3.83 $11.83 $11.88 3.28 $8.65 $16.21
3.84 $11.89 $11.81 3.27 $8.60 $16.29
3.85 $11.94 $11.73 3.26 $8.54 $16.37
3.86 $12.00 $11.65 3.25 $8.48 $16.45
3.87 $12.06 $11.57 3.24 $8.42 $16.53
3.88 $12.12 $11.49 3.23 $8.37 $16.61
3.89 $12.17 $11.41 3.22 $8.31 $16.69
3.9 $12.23 $11.33 3.21 $8.25 $16.76
3.91 $12.29 $11.26 3.2 $8.19 $16.84
3.92 $12.35 $11.18 3.19 $8.14 $16.92
3.93 $12.40 $11.10 3.18 $8.08 $17.00
3.94 $12.46 $11.02 3.17 $8.02 $17.08
3.95 $12.52 $10.94 3.16 $7.96 $17.16
3.96 $12.58 $10.86 3.15 $7.90 $17.24
3.97 $12.64 $10.78 3.14 $7.85 $17.32
3.98 $12.69 $10.70 3.13 $7.79 $17.39
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  #3  
Old November 28th, 2011, 07:47 PM
jcforum jcforum is offline
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It's actually pretty useful, keep up the good work! =)

Do you mind if I ask where you get those numbers from?

TIA
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  #4  
Old November 28th, 2011, 11:24 PM
torrysport torrysport is offline
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Talking

go to http://www.horizonsetfs.com/pub/en/ETFs.aspx

then select tab marked

LEVERAGED, INVERSE, SPREADS AND VOLATILITY

then scrol down to hnu and hnd end of day that i put in my spread sheet and closing price of ng and voila a excel spread of current and near future pricing of both hnu/hnd, but if not updated it does erode(just like hnu)

hope that helps

thanks for the reply
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  #5  
Old November 28th, 2011, 11:31 PM
torrysport torrysport is offline
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making correction, had the wrong closing price for ng, we all can't be perfect.

NG: 3.52
increment HNUNAV 10.27
0.01 HNDNAV 14.01 http://www.hbpetfs.com/pub/en/Etfs.aspx


NG HNU HND NG HNU HND
3.52 $10.27 $14.01 3.51 $10.21 $14.09
3.53 $10.33 $13.93 3.5 $10.15 $14.17
3.54 $10.39 $13.85 3.49 $10.09 $14.25
3.55 $10.45 $13.77 3.48 $10.04 $14.33
3.56 $10.50 $13.69 3.47 $9.98 $14.41
3.57 $10.56 $13.61 3.46 $9.92 $14.49
3.58 $10.62 $13.53 3.45 $9.86 $14.57
3.59 $10.68 $13.45 3.44 $9.80 $14.65
3.6 $10.74 $13.37 3.43 $9.74 $14.73
3.61 $10.80 $13.29 3.42 $9.69 $14.81
3.62 $10.85 $13.21 3.41 $9.63 $14.89
3.63 $10.91 $13.13 3.4 $9.57 $14.97
3.64 $10.97 $13.05 3.39 $9.51 $15.04
3.65 $11.03 $12.98 3.38 $9.45 $15.12
3.66 $11.09 $12.90 3.37 $9.39 $15.20
3.67 $11.15 $12.82 3.36 $9.34 $15.28
3.68 $11.20 $12.74 3.35 $9.28 $15.36
3.69 $11.26 $12.66 3.34 $9.22 $15.44
3.7 $11.32 $12.58 3.33 $9.16 $15.52
3.71 $11.38 $12.50 3.32 $9.10 $15.60
3.72 $11.44 $12.42 3.31 $9.04 $15.68
3.73 $11.50 $12.34 3.3 $8.99 $15.76
3.74 $11.55 $12.26 3.29 $8.93 $15.84
3.75 $11.61 $12.18 3.28 $8.87 $15.92
3.76 $11.67 $12.10 3.27 $8.81 $16.00
3.77 $11.73 $12.02 3.26 $8.75 $16.08
3.78 $11.79 $11.94 3.25 $8.69 $16.16
3.79 $11.85 $11.86 3.24 $8.64 $16.24
3.8 $11.90 $11.78 3.23 $8.58 $16.32
3.81 $11.96 $11.70 3.22 $8.52 $16.40
3.82 $12.02 $11.62 3.21 $8.46 $16.48
3.83 $12.08 $11.54 3.2 $8.40 $16.56
3.84 $12.14 $11.46 3.19 $8.34 $16.64
3.85 $12.20 $11.38 3.18 $8.29 $16.72
3.86 $12.25 $11.30 3.17 $8.23 $16.80
3.87 $12.31 $11.22 3.16 $8.17 $16.88
3.88 $12.37 $11.14 3.15 $8.11 $16.96
3.89 $12.43 $11.06 3.14 $8.05 $17.03
3.9 $12.49 $10.99 3.13 $7.99 $17.11
3.91 $12.55 $10.91 3.12 $7.94 $17.19
3.92 $12.60 $10.83 3.11 $7.88 $17.27
3.93 $12.66 $10.75 3.1 $7.82 $17.35
3.94 $12.72 $10.67 3.09 $7.76 $17.43
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  #6  
Old November 29th, 2011, 12:48 AM
Gameboy6 Gameboy6 is offline
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"making correction, had the wrong closing price for ng, we all can't be perfect."

Torry. This is awesome. How are you able to extrapolate the values for HNU and HND when NG = 3.94?
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  #7  
Old November 29th, 2011, 05:10 AM
torrysport torrysport is offline
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=AVERAGE(((((A7/D1)-1)*2)+1)*D2)
excel math....................................

only good with no contango and current contract
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  #8  
Old November 29th, 2011, 05:26 AM
mkat mkat is offline
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Excellent stuff, people should add to your rep
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  #9  
Old November 29th, 2011, 08:36 AM
cneacsu cneacsu is offline
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Well done Torry ! My swing trade target that I hope to materialize: 12.25 HNU ~ 3.85 NGF (Dec 16) :-)
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  #10  
Old November 29th, 2011, 08:07 PM
torrysport torrysport is offline
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Default update nov 29/2011

thanks for the comments update with close for today, hears to cold and snow(more cold than snow) and ng back to 4.00 soon

NG: 3.63
increment HNUNAV 10.73
0.01 HNDNAV 13.31 http://www.hbpetfs.com/pub/en/Etfs.aspx


NG---HNU----HND----NG---HNU---HND
3.63 $10.73 $13.31 3.62 $10.67 $13.38
3.64 $10.79 $13.24 3.61 $10.61 $13.46
3.65 $10.85 $13.16 3.60 $10.55 $13.53
3.66 $10.91 $13.09 3.59 $10.49 $13.60
3.67 $10.97 $13.02 3.58 $10.43 $13.68
3.68 $11.03 $12.94 3.57 $10.38 $13.75
3.69 $11.08 $12.87 3.56 $10.32 $13.82
3.70 $11.14 $12.80 3.55 $10.26 $13.90
3.71 $11.20 $12.72 3.54 $10.20 $13.97
3.72 $11.26 $12.65 3.53 $10.14 $14.04
3.73 $11.32 $12.58 3.52 $10.08 $14.12
3.74 $11.38 $12.50 3.51 $10.02 $14.19
3.75 $11.44 $12.43 3.50 $9.96 $14.26
3.76 $11.50 $12.36 3.49 $9.90 $14.34
3.77 $11.56 $12.28 3.48 $9.84 $14.41
3.78 $11.62 $12.21 3.47 $9.78 $14.48
3.79 $11.68 $12.14 3.46 $9.72 $14.56
3.80 $11.74 $12.06 3.45 $9.67 $14.63
3.81 $11.79 $11.99 3.44 $9.61 $14.70
3.82 $11.85 $11.92 3.43 $9.55 $14.78
3.83 $11.91 $11.84 3.42 $9.49 $14.85
3.84 $11.97 $11.77 3.41 $9.43 $14.92
3.85 $12.03 $11.70 3.40 $9.37 $15.00
3.86 $12.09 $11.62 3.39 $9.31 $15.07
3.87 $12.15 $11.55 3.38 $9.25 $15.14
3.88 $12.21 $11.48 3.37 $9.19 $15.22
3.89 $12.27 $11.40 3.36 $9.13 $15.29
3.90 $12.33 $11.33 3.35 $9.07 $15.36
3.91 $12.39 $11.26 3.34 $9.02 $15.44
3.92 $12.44 $11.18 3.33 $8.96 $15.51
3.93 $12.50 $11.11 3.32 $8.90 $15.58
3.94 $12.56 $11.04 3.31 $8.84 $15.66
3.95 $12.62 $10.96 3.30 $8.78 $15.73
3.96 $12.68 $10.89 3.29 $8.72 $15.80
3.97 $12.74 $10.82 3.28 $8.66 $15.88
3.98 $12.80 $10.74 3.27 $8.60 $15.95
3.99 $12.86 $10.67 3.26 $8.54 $16.02
4.00 $12.92 $10.60 3.25 $8.48 $16.10
4.01 $12.98 $10.52 3.24 $8.42 $16.17
4.02 $13.04 $10.45 3.23 $8.37 $16.24
4.03 $13.09 $10.38 3.22 $8.31 $16.32
4.04 $13.15 $10.30 3.21 $8.25 $16.39
4.05 $13.21 $10.23 3.20 $8.19 $16.46
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