Net Energy determines settlement prices for the forward curves of all of its products each business day dating back to 2008. These settlement prices are derived from deep market data coverage, broad industry knowledge of our pricing desk, and represent the prices at which our markets end each trading session. They are an excellent source of data with which to determine market volatility, correlations, and other factors that assist in analyzing trading risks.
Historical Data Packages are an excellent source of information to determine market volatility, correlations, and other factors that assist in analyzing trading risks. We have information on our markets back to 2008. For more details and pricing click on the link below.
All of this data can be downloaded easily from our data export page. As such, clients have the ability to access, download, and integrate an expansive collection of historical statistics into their own risk management system or our ORCA (Oil Risk Credit & Accounting) system for further analysis.
This is the settlement prices for all of our markets that represent that closing price for each product, updated daily.
A download of all trades made by the customer on our system, updated in real time.
Net Energy Monthly Index Report
The NEMI is the monthly weighted index for all of our physical markets, updated in real-time. The final NEMI prices for WCS, SW, and SSP are used to settle the WCW, LSW, and SSW contracts at the CME.
Trade Exposure Report
This new enhanced feature is part of our ORCA system. Customizable upon request.