Re: which markets are the most volatile?

["Justin T. Fanning" <Justin@xxxxxxxxxxxxxxxx>]

I just looked at Natural Gas, it has a 100 day volatility of over 33.6%,
that _is_ high considering the daily volume of 50k+ contracts.

Brent Crude has a 100 day of ~ 25% with a daily of ~ 100k+ contracts,
for comparison the E-mini S&P500 (ESU3) has a 100 day of ~14%


Justin

---

Gray, Gabriel wrote:

The most volatile market by far is the spot power market, if that is too
much try natural gas.

-----Original Message-----
From: Emmanuel [mailto:emmanuel@xxxxxxxxxxxxxx] 
Sent: Wednesday, September 17, 2003 5:40 AM
To: omega-list@xxxxxxxxxx
Subject: which markets are the most volatile?



I would like to test a system by paper-trading it over a volatile market
(largest possible price swings in shortest possible time frame). The
system I plan to test is working on minute bars.

Which market(s) would you consider to be the most volatile? 

Thanks!