Futures Volatility Heatmap

Identify high-movement futures contracts at a glance

Why Use a Volatility Heatmap?

Traders seek volatility for opportunity. This heatmap instantly shows which futures markets are moving more than usual compared to their 14-day Average Daily Range (ADR). Color-coded cells help you spot potential trading opportunities across Indices, Metals, Energy, and Agricultural commodities in seconds.

Futures Volatility Heatmap

Real-time view of futures contract volatility across Indices, Metals, Energy, and Agricultural commodities. Color-coded by movement relative to 14-day Average Daily Range (ADR).

Volatility Legend:

Quiet (< 0.5x ADR)
Normal (0.5-1.0x ADR)
Elevated (1.0-1.5x ADR)
High (> 1.5x ADR)

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Understanding Volatility in Futures Trading

What is Average Daily Range (ADR)? The ADR measures the typical distance between a contract's daily high and low over a specified period (we use 14 days). It helps traders understand normal price movement patterns for each contract.

How to Use This Heatmap: Look for contracts with orange or red highlighting - these are moving significantly more than their typical range, indicating potential trading opportunities or increased risk. Green cells show quieter markets with below-average movement.

Asset Classes Covered:

  • Indices: S&P 500 (ES), NASDAQ (NQ), Dow Jones (YM), Russell 2000 (RTY)
  • Metals: Gold (GC), Silver (SI), Copper (HG), Platinum (PL)
  • Energy: Crude Oil (CL), Natural Gas (NG), Gasoline (RB), Heating Oil (HO)
  • Agricultural: Corn (ZC), Wheat (ZW), Soybeans (ZS), Coffee (KC)