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Hi Trevor,
The Guide you are looking for, I found in book form the basic commodities
in the book:
T.A. McCafferty & R. R. Wasendorf, All About Futures Appendix 5
ISBN. No: 1557382964
The list contains:
Commodity; Exchange; Trading Hours; Delivery months; Contract size; Price
Quote; Pt. Value Fluctuation; Minimum price; Daily limits;
Since the contracts are changing (not very often) and new contracts are
added to the list this book you may need to check all of them.
This is a good start for the basic commodities US.
For your second question from another e-mail these are the formulas for MS
6.5 for volatility indicator:
MADays:= Input("Volatility Period", 1, 99, 10);
ROCPer:= Input("Rate of Change", 1, 99, 10);
Mov((HIGH-LOW), MADays, S)
{or the built in Volatility Indicator:}
Vol(MADays, ROCPer)
{The Volatility indicator compares the spread between a security's high and
low prices. This is done by first calculating a moving average of the
difference between the daily high and low prices and then calculating the
percent rate-of-change of that moving average.
Before calculating the Volatility indicator, you are asked to enter the
number of time periods in the moving average and the number of time periods
in the R.O.C. The author of this indicator (Marc Chaikin) recommends
10-periods for both the moving average and the R.O.C.}
Good Trading,
***** Erika ***** :-)
-----Original Message-----
From: De Vries, Trevor [SMTP:Trevor.DeVries@xxxxxxxxxx]
Sent: Sunday, March 08, 1998 11:44 PM
To: RealTraders Discussion Group
Subject: Commodity Futures Reference Guide
R'Ters
Can anyone recommend a good comprehensive reference guide on the above,
incl. contract dates, sizes, tick sizes, etc.
I know this is available on the web, but i need this in reference format.
Regards
Trevor De Vries
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