What are the most volatile futures markets?

Quote from brocklanders:

Yeah, I think historically natural gas is more volatile than crude. They are both on par but natty is more crazy usually than crude, past few months excluded.
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Couldn't have said it better myself...
 
There are several ways to define the "volatility" of a futures contract. Different definitions will give rise to different measurements, and result in different rankings. "Volitility" might conceivably mean:
  • "Implied Volatility" (expressed in percent) of an at-the-money call option on the futures contract
  • "Historical Volatility" (expressed in percent) of the futures contract itself, as measured by options traders
  • The N-day average value of "Implied Volatility"
  • The N-day average value of "Historical Volatility"
  • The N-day average of Welles Wilder's "True Range", expressed in points
  • The N-day average of Welles Wilder's "True Range", expressed in percent of the underlying
  • The N-day average of Wilder's "True Range", expressed in dollars per contract
  • The N-day High-Low channel height, i.e., HighestHigh(N) minus LowestLow(N), expressed in points
  • The N-day High-Low channel height, i.e., HighestHigh(N) minus LowestLow(N), expressed in percent of the underlying
  • The N-day High-Low channel height, i.e., HighestHigh(N) minus LowestLow(N), expressed in dollars per contract
  • The N-day standard deviation of Close (settlement) prices. Note that this is different than options "Historical Volatility" since HV measured the standard deviation of returns, not prices
 
1. (Biggest daily range of all) Fullsize Russell 2000
2. Fullsize S&P Midcap 400
3. LME Nickel
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8. HKFE Hang Seng Index
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12. NYMEX Natural Gas
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15. Aussie Share Price Index (SPI at SFE)
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17. NYMEX Light Sweet Crude Oil
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129. TIFFE 3-Month Euroyen (link)
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Quote from traderbee:

as stated in a previous post, i am only interested in the daily range.
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If it's only the daily range you're interested in then don't bother with the STIRs or Fixed Income.

Here's a link to Daily Highs and Lows for the most active Stock Market Futures contracts(you may need to refresh the page once you've clicked on the link):

http://www.bloomberg.com/markets/stocks/futures.html

There are also Commodity Futures:

http://www.bloomberg.com/markets/commodities/cfutures.html

To further research daily highs and lows on some of the Commodity Futures,try:

http://www.nymex.com/index.aspx
 
Quote from traderbee:

as stated in a previous post, i am only interested in the daily range.
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Well go and find it yourself you lazy person and to be honest there are factors just as or more imporatnt than simply the daily range. Inital margin varies greatly between futures contracts eg Spi futures 12K emini S&P 500 bucks as just one3 example.
 
OTC electricity beats them hands down. On Ice they are labeled as "swaps" , on Nymex, "futures" . Symbol JD on nymex, although all the liquidity is on Ice. $50 swings * 800 mw = 40k. This is not out of the ordinary.
 
Screw "ICE" Redneck exchange that should be trading NASCAR smashup cars instead of crude oil.

Think of Phil Gramm and "ICE" when you fill up your gunboat. OH, yes, you can also thank Phil for laughing at the home defaults. But i know i am out of line because you republicans think profits are just fine regardless of the cost to society as as a whole.

Sub-Prime, biggest scam in history and the mt keeps looking for a bottom. Stay tuned.

Did i mention housing DEFLATION? How many are still calling it a temporary price decline?

PS: for the moron that asks what has the best range........... get a grip dipshit, keep ask questions like that and you expect anyone to take you seriously. ..
 
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