Spread Trade Oil Futures-please help

Discussion in 'Energy Futures' started by increasenow, May 18, 2007.

  1. I am seriously looking at spread trading CME Globex Physically settled Crude Oil futures...same contract and different months...has anyone spread traded Oil futures?...advice on what to look for? and best months etc?...any help would be appreciated...also comment on spread trading CME Globex Physicall settled crude oil futures versus normal nymex pit traded crude oil futures...thanks in advance...
  2. rosy2


    i do the front month and next month out. for CL,HO, RB . i have a daily report that tells me if the spread is at an extreme. I then hold the spread for a number of days.
  3. do you prefer trading CL spread trades rather than straight trades?...can you share more about your program or a good website that monitors spread trades...thanks for your time!


    Same contract, no difference aside from where it is executed (pit or electronic).
  5. TraDaToR


    Not trading oil, gas... intermonth spread at the time, but for the electronic market, CL seems to be the only one to have sufficient volume for intraday strategies. NG may be possible.

    HO, HU, RB seems too thin. Am i wrong?
  6. Midas


    Check out the book The Encyclopedia of Commodity and Financial Spreads published by Moore Research Center Inc.
  7. CL Globex CME has great volume and spread trades would be from range of day to 3 days to week etc.