This Microsoft Excel® spreadsheet presents frequency distribution analysis of historical implied volatility (IV) data.

CQG offers its own historical options implied volatility index for… more

In my January 13 article, A Look at the Copper Market, I wrote, "...the support level at $2.72 may become more and more distant in the market's rearview mirror." Since the day I made that… more

One of the theories behind Market Profile®* is the opening trading range. This is the high and the low from the first hour of trading. We want to create a trading system around that and use the… more

This Microsoft Excel® spreadsheet presents market data and forward curves of the Globex natural gas contracts. The data includes the outrights, exchange-traded calendar spreads, and synthetic… more

Over the past four months, crude oil has declined about $50. However, during the past fourteen trading days, March crude oil had been rotating within a 4538-to-5078 balance range. On Friday,… more

These two Microsoft Excel® spreadsheets present market data and forward curves of the Globex Crude Light Oil and ICE Brent Crude Oil contracts. The data includes the outrights, exchange-traded… more

In this article we take a look at two examples where trades are placed on or around significant lines. The first idea is to change the classic daily pivot lines into intraday pivot lines and trade… more

Today's Lows are Tomorrow's Highs

Copper fell 15.78% on COMEX and 14.59% on the London Metal Exchange in 2014. Copper has been making lower highs and lower lows since July 2014. The copper… more

This Microsoft Excel® spreadsheet uses a horizontal DOM display with FX-style formatting of the best bid and best ask for three markets along with bar or sub-minute charts. The fourth display is a… more

Over the past two months, February gold has been rotating within a 11469-to-12390 balance range. However, over the past four trading days, gold was confined to a relatively tight 12054-to-12233… more