Registered: Nov 2009
05-02-12 02:42 PM
I am thinking of just trading a single contract at the moment (I am not well versed in spreads). I keep the data each day in a spreadsheet for the contract I am following.
The purpose of the spreadsheet is to try and estimate the high and low for the upcoming day. So I would have the 3 day average range, the change in midpoints, etc.
When I switch from one contract month to the next there is a jump/drop in the data. It seems May's volume is dropping off and I am trying to decide to switch from May to July or May to Sept.
On page 157 of "How to Make Profits in Commodities"
"1937 May Final High 140. ...
.. Top was reached in the month of May, the month when most seasonal trend tops are made. You would sell September or December corn at this time when the prices of these options were high.
[he uses the word "options" were we now use the word "contracts"]
It seems he skips July.
There may be a very good reason for this.
I am new to trading corn, so I was thinking of staying with what Gann did. However, when I look at Sept it seems so very different to July.
What are your thoughts?
Quote from stoic:
I have all the data for CBOT corn going back to 1975.
Also have all the spreads for:
H vs. N
K vs. U
K vs. Z
N vs. Z
U vs. N
U vs. Z
For the same years, and..
Z vs. Z from 1995 forward.