CL Redux

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

  1. ammo

    ammo

    stopped out
     
    #34451     Mar 5, 2014
  2. tstones

    tstones

    moving like an old man
     
    #34452     Mar 5, 2014
  3. I had 2 brilliant days on Monday and Tuesday, but took a kicking today, unfortunately.
     
    #34453     Mar 5, 2014
  4. Visaria

    Visaria

    short 100.75, stop 104 (small position)
     
    #34454     Mar 6, 2014
  5. Visaria

    Visaria

    was stopped at 102.10
     
    #34455     Mar 7, 2014
  6. Visaria

    Visaria

    #34456     Mar 7, 2014
  7. I hear this exact-same thing from many CL traders the past few months. Which is why this thread, which used to have dozens of posts per session back in the CL glory days, has not been posted to since May 7th... fifteen long days ago now.

    Well, the simple truth is, crude oil futures is not the volatile monster it used to be. Matter of fact, most of the time now it is congestive, choppy and range-bound during all popular trading hours.

    Compare the charts of CL to TF yesterday... which was nothing unsual or out of the ordinary. CL made one helluva choppy, jagged ascent from 6am est thru 10:30am est which covered 60 cents or $600 per contract total distance. Then from past 10:30am thru 11:30am it spiked thru a $1,100 per contract range. Then from 1:30pm thru 4:30pm it chopped lower thru a $900 per contract range.

    Now look at the Russell 2000 chart: 9:30am thru 11am was a $900 per contract range. 11:00am thru 12:30pm was a $1,300 per contract range. 1pm thru 4:30pm was an $1,800 per contract range.

    So based on these rather routine respective charts, which symbol is truly the higher beta instrument? Not only does TF completely blow CL out of the water in price action more days than not, it is 1/2 to 1/3 the daily margin requirement to trade, too. Which means you can trade two TF contracts for the same margin limit as one CL contract, risk per trade being a personal choice.

    That's why this thread, like the NYMEX pit, has tumbleweeds blowing thru it. Other than HFT chop, churn and occasional rip-spike algo surge, CL is a very sleepy symbol in modern times. R.I.P. CL glory days... we momentum traders surely miss the good times gone forever. Now you are just a mediocre, pedestrian symbol at best.
     
    #34457     Mar 22, 2014
  8. NoDoji

    NoDoji

    CL's not as volatile, but in exchange for the smaller profits per trade the risk per trade is smaller as well. When I started trading CL I used a stop loss of .20 (sometimes a bit larger), but now my average stop loss is .10. I had a trade last week with a .03 stop loss.
     
    #34458     Mar 22, 2014
  9. I've never used an initial stop greater than .10 for CL ever, and when volatility was higher, got stopped out much less. When price is moving directionally, a .02 stop takes no heat because price blows straightline thru key S/R zones without pause and never looks back.

    But when price sets up inside a 30-cent chop channel for two hours straight like it often does lately, a -20 cent stop can and will be nailed multiple times until price breaks out and moves off.

    Rule of thumb for trading: the more volatile a market, the smaller a stop that's required :)
     
    #34459     Mar 22, 2014
  10. Visaria

    Visaria

    I used a stop loss of 50 cent on a full position trade almost 2 weeks ago and made 300 ticks :)

    Not a day trade cause i don't do them day trades no more :cool:
     
    #34460     Mar 23, 2014