[torrysport]

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

[torrysport]

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

[jcforum]

It's actually pretty useful, keep up the good work! =)

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

TIA

[torrysport]

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

[torrysport]

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

[Gameboy6]

"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?

[torrysport]

=AVERAGE(((((A7/D1)-1)*2)+1)*D2)
excel math....................................

only good with no contango and current contract

[mkat]

Excellent stuff, people should add to your rep

[cneacsu]

Well done Torry ! My swing trade target that I hope to materialize: 12.25 HNU ~ 3.85 NGF (Dec 16) :-)

[torrysport]

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