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Gitanshu
Thanks so much for this information, it's exactly what I needed.
John Manasco
----- Original Message -----
From: Gitanshu Buch <OnWingsOfEagles@xxxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Tuesday, March 21, 2000 6:07 PM
Subject: RE: Futures contracts
> 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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