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Here is what I mean about pit traded futures.
This is the actual contract data from yesterday. What you had for volume
yesterday was tick data. The Chicago numbers come out later today.
08/17 8:10a CDT DJ Nymex Crude Oil Futures
Volume-Aug 17 DJ Nymex Crude Oil Futures Volume-Aug
17
For the previous business day, in
contracts.
.
VolumeCLU4
108,909CLV4
82,948CLX4
12,136CLZ4
12,537CLF5
3,171CLG5
869CLH5
533CLJ5
319CLK5
24CLM5
1,315CLN5
278CLQ5
268CLU5
109CLV5
55CLX5
5CLZ5
3,621CLF6
0CLG6
0CLH6
0CLJ6
0CLK6
0CLM6
775CLN6
0CLQ6
0CLU6
0CLV6
0CLX6
0CLZ6
1,388CLM7
2CLZ7
76CLZ8
63CLZ9
10CLZ0
121Total 229,532
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