Nat Gas (QG) mystery

Discussion in 'Commodity Futures' started by PetaDollar, Apr 30, 2004.

  1. This is a daily chart of the QG contract in ESignal.
    "QG #F" (forward ctrct) is the symbol.

    Why does the volume die off at the end of every month? Is the volume in QG actually dying off or do people roll to a different contract out of sync with ESignal's #F?
  2. people roll to the next month.

    The QG is very illiquid.
  3. I don't know about QG specifically.

    eSignal rolls over to the next contract on the last trading day: most traders do it earlier, usually onthe first notice day.
  4. Thanks for your replies.
    Oops, forgot to attacht the chart, here it is.