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Yep! I've found the WTI / Brent arb makes a nice move though.

The API's used to come out at the same time as the DOE's, but they recently moved the API figures to Tuesday evening. I can't decide whether to pay attention to the API's or not, seeing as they are very rarely the same as the DOE's, based on the fact that submitting volumes you have in...

Hi. I'd agrue that your broker should be able to answer pretty much all of those questions! As for far out contracts the issue is with liquidity and open interest. More people trade the front month contracts - hence there is a better market to get in and out. as for a further month...

I know my CQG charting package has Price Alerts where you can send them to an email address, but I've never used them. I assume they'd work even when you've logged out - be a bit pointless otherwise! :)

Hey Bone. Thanks for your contribution to this thread mate. When you say historical data, and you don't mean continuation data, what do you mean? - obviously appreciate that the 'may june' spread as we have now wasn't trading much 6 months ago - so I'd think to use continuation data - but you...

Hi Eric, That's all I've found remotely useful so far. Reversion to the mean and buying oversold - but only if there's a historical level of support at that oversold area. In my situation I wonder that because spreads are predominantly dictated by fundamentals of supply and demand and the...

Hi all, I posted the below in the TA forum but have had f-all response!! Anyhow - obviously I can use technical analysis on flat price and patterns and areas of support and resistance are easy to identify, but was wondering whether people use it on calendar spreads? For example May June...

Hi all, There's probably a more specific location for this thread, but figured I'd get the best and most relevant coverage here in the TA section! Anyhow - obviously I can use technical analysis on flat price and patterns and areas of support and resistance are easy to identify, but was...

All the locals I know are mythed by this one. Doesn't seem to be working this time - Can't quite figure it out. It's got nothing to do with all this China / US navy crap.

Just to clarify guys, are any of you from the States? Just in terms of the way you quote these spreads. I am from the UK. We always quote our spreads in terms of near term contract vs far term contract.... i.e. I am selling April May, at -2.00 (i.e. negative numbers denote contango, and...

God, I need to get out more!! ha ha

Not meaning to be pedantic, but it's contango so it's actually how "low" will it go!! :D

Don't forget the leverage! On both sides of the sword!! :-)

Isn't this just the 'crack'?! or am i missing something? The seasonality about it is obvious surely? Whilst the man who wrote that article is more intelligent than I - for I could never do that level of quantitative analysis - he has surely wasted his time? It stands to reason that the...

Tomorrow - delayed because of holiday

Don't forget the same storage implications at Cushing that have become evident has a factor to play in the March April crude spread being so weak. The roll certainly hits it, but not to this extent.

Hi just noticed your chart is March crude, which expires in a week. I can't say I've read the full post in depth, but if you're having trouble maybe try looking at the J9 contract as that's the most actively traded now. March Brent has already gone off the board yesterday too. Hope that...

Hi Rubibond007... Won't selling 3 vs 2 will leave you unhedged, effectly short an extra crude? When doing RBOB vs WTI crack they are actually on a 1 vs 1 basis. The contracts are for the same size. (i.e. 42,000 gallons vs 1,000 barrels). Unless you were talking about the 3:2:1 crack...

Thanks, I'll do just that.

Spreads between the two are narrowing. It's just shot up to -2.00, I think the March April WTI is pulling it in. Feb March yesterday finished strongly, so I guess this is a continuation of that.