I've got data on CL going back to 1983. I guess this is when CL started trading? Got any ballpark idea on when I can start looking at Wed as significant?
Its not always on Wednesday's though. If there is a holiday on Monday it gets pushed back till Thursday ( the same day at the nat gas report). Just something to keep in mind.
You are correct about the shift with the Monday holiday. The Thursday release date is only 4 times per year (Mem Day, Lab Day, 4th when it falls on Mon-Wed and Christmas) I wouldnt use it in research but that is just me,.