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John
1CL = night session (Access)
2CL = day session (Nymex)
Continuous = Front month contracts patched together on expiration day or
10th of month as you desire.
CL = Day + Night session combined.
If you intent to trade Nymex, go with 2CL and CL.
May = K0
June = M0
>CL, 1CL, and 2CL. What are the differences?
>Do most people use the time weighted
>average for continuous contracts?
I use normal (as received for each contract) without any weighting etc since
the small differences (20-30 ticks) between closing of front month
expiration and opening of new front month as lead month does not make a
difference to my trading.
Typically I do 2 downloads - 5 AM and 10 am. Nymex settlements are posted at
their website every evening around 8 pm, though the real time settlements
come in between 3:50 and 4:15 pm.
FYI - Access session begins at 4 pm, ends 8 am Sunday-Thurs, Nymex session
begins 9:45 am, ends 3:10 pm Mon - Fri - all times Eastern.
>Any other advice on futures contracts
>would be much appreciated.
Volume and OI numbers don't update correctly at the end of a day, expect a
repeat download around 10 am the next day. This is not a Reuters issue.
Gitanshu
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