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.
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.
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
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.