CL Redux

Discussion in 'Journals' started by schizo, Oct 9, 2009.

  1. Here is the chart im working with
     
    #1581     Jan 29, 2010
  2. Unfortunately the numbers don't add up between yours and mine. To trade with such disparate data as ours is simply insane. With ES, if you didn't know what the hell was going on, you could at least consult the cash index. Where can you turn for advice on CL?

    BTW whereas Tradestation uses the continuous "adjusted" chart, I think TOS uses the "nonadjusted" chart. But if you look at the following nonadjusted chart from Prophet, you might not be so sure of that.
     
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    #1582     Jan 31, 2010
  3. Here's the prophetChart. Note where the low occurred on 07/09. Although not a big difference, it's still off by about 60 ticks.
     
    #1583     Jan 31, 2010
  4. The thing that is missing from your chart is the big selloff on thanksgiving that happend overnight. I wonfer what the big money uses for charting?
     
    #1584     Jan 31, 2010
  5. You can see it on the Prophet but but not on TOS, which by the way is very "jumpy". Does anyone have access to eSignal? If so, can you post a continuous chart?
     
    #1585     Jan 31, 2010
  6. ammo

    ammo

    oil supp at 72 and 71.11
     
    #1586     Jan 31, 2010
  7. Enderson

    Enderson

    I spoke with ToS a while back regarded the scattered CL Daily charts (ToS CL charts < 60min generally plot correctly). They are aware that the CL is incorrect and it is on the list of repairs with the February update. The Prophet charts are even worse, I disregard those completely.

    I don`t trade with ToS but do use the platform for various purposes. Regarding Crude Oil I recommend using the QM charts when looking at Daily data. The continuous chart plots accurately and is confirmed by other data feeds. Of course the tick increments are different but the levels remain the same. Take a look at the attached chart.

    Regarding volume and OI I prefer to export the official CME EOD final report to excel as ToS will only plot the front months volume and OI. Looking at daily volume and OI activity across all contracts paints a much clearer picture, especially since Crude rolls monthly and the near 4 months will always have a lot of activity. For example, a week or two ahead of rollover you may see a sharp drop in volume and OI on the Daily ToS chart but when compared to net activity, volume and OI may be basically unchanged. The next post is an example from the current month. Also, each daily bar is colored according to the change in MP value not price. Hope this helps.
     
    #1587     Feb 1, 2010
  8. Enderson

    Enderson

    Here is the excel pic
     
    #1588     Feb 1, 2010
  9. So what are you coming up with if you draw a trendline from July low to Sept low as the support for this week?
     
    #1589     Feb 1, 2010
  10. Enderson

    Enderson

    The July to Sept trendline has already been pierced in late Dec and recently.

    Taking the July low to the significant swing low in Dec puts trendline support around 72. Attached pic shows both trendlines.

    Personally, I`m much more interested in composite volume profiles for longer term S/R. I will still note the major TLs for reference (less so for any accelerated TLs)
     
    #1590     Feb 1, 2010