"Ни фига себе"="Ни фига се" I don't know why it is written нЕ фига instead of нИ фига..
This is very popular informal phrase (for teenagers especially) and means sense of wonder.
We use often too: Ни фига себе = нигада себе = офигеть = ни хера себе = ни х*я себе = ох*еть = в натуре? = да ладно?
I guess in English it is something between = that's how it is! and Holy shit