The ACD Method

flat price just sold off a buck on that inventory number and front spread didn't budge.

I expect the front spreads to stay strong. Or at least not go much lower. I just don't have updated number line data on the spreads. I do have them on the cracks and they are still ugly.
 
I understand what you are saying I'm just trying to double check my data here. I don't have anything remotely bullish on the cracks on my number lines so I want to see what I'm missing. I get they may have gone up the past few weeks but I'm specifically looking for number line data. Are you saying you have one or both cracks in a positive number line confirmation?

HAD it closed up or unch, gas crack would have gone positive for first day yesterday, but when it fell below unch in rth trade it was setting up for that potential reset to be resistance. Haven't had heat oil crack positive in a long time. I do use a much shorter term nl for spreads though. Actually use 2 timeframes...trade it as a sort of channel / number line breakout since you can get a 4-5 cent move in 2-3 days and then flatline.
 
Does anyone know where I can get historical energy spread data for data analysis purposes? As in intra-day data not settlement data. I suppose it can purchased through NYMEX.
 
Does anyone know where I can get historical energy spread data for data analysis purposes? As in intra-day data not settlement data. I suppose it can purchased through NYMEX.

How many years back? We bought some intraday data about 7-8 years ago through CQG but if I remember correctly it was limited to 5 years. NXcore had some as well (dtn) but I don't remember why I didn't get it from them
 
Does anyone know where I can get historical energy spread data for data analysis purposes? As in intra-day data not settlement data. I suppose it can purchased through NYMEX.
IQFeed is easiest and cheapest option. You can try it out for free for 2 weeks.
 
Does anyone know where I can get historical energy spread data for data analysis purposes? As in intra-day data not settlement data. I suppose it can purchased through NYMEX.
What lookback period are you looking for and do you need tick or would something like > 1 min TF be ok? I may have some I can send you if tell me what your looking for.
 
What lookback period are you looking for and do you need tick or would something like > 1 min TF be ok? I may have some I can send you if tell me what your looking for.

Just enough data to calculate intra-day ACD levels so one minute is fine. Maybe one years worth of data.
 
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