DATA / NATGAS / LONG/SHORT RATIO

NATGAS Long/Short Ratio

Free NATGAS long/short account ratio history from our continuous archive. Positioning extremes and 24h shift. No signup.

Percentile vs own historyP14 · Normal
Current0.6426
24h change+11.52%
7d change-77.20%
Archive low0.4361
Archive high3.57
Archive depth143 days · grows daily

Long/Short Ratio

The long/short ratio shows how retail accounts are positioned. Extreme readings mark crowded trades. Historically, the crowd is worst-positioned exactly at extremes.

What happened after past extremes

This coin · top-10% entriesLast 12 entries → next 24h: median -0.17%, 42% closed higher
This coin · bottom-10% entriesLast 5 entries → next 24h: median +2.24%, 60% closed higher
All 50 coins pooled · top-10%Last 374 entries → next 24h: median -0.06%, 49% closed higher
All 50 coins pooled · bottom-10%Last 342 entries → next 24h: median -0.10%, 49% closed higher

Computed from our own archive · event-study method: non-overlapping entries into the tail bucket, forward 24h price return

Public APIs cap OI/LSR history at 30 days. We log continuously: this archive deepens every day and cannot be reconstructed retroactively.

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FAQ

What is the long/short ratio?

It is the ratio of accounts holding net-long vs net-short positions on Binance Futures. Above 1 = more longs; below 1 = more shorts.

How do traders use the long/short ratio?

Mostly contrarian: extreme crowding on one side historically marks poor risk/reward for the crowd, especially combined with funding extremes.

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