Commodity prices continue to be in a bear market. Industrial raw material prices have plunged over recent months. The price of crude oil halved since June. Iron ore prices have plummeted, and… more
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