I've been trading daytrading Forex quite successfully for a while now, but I want to make a move into gold futures while this bull trend is still taking shape. I've searched this forum and found a lot of conflicting views on how to trade gold, so I thought I'd put my questions here in hopes of having everyine weigh in and so we can get the answers all in one place: Keep in mind, I want to buy gold contracts for the long term (at least a few months) and I'll be buying more as I make profits on existing contracts and as I add money to my account. I will NOT be daytrading. Immediate fills would be nice, but as long as I can get in at a resonable price within a reasonable period of time I'll be happy. More importantly, as time goes by I will be buying (and eventually selling) increasing numbers of contracts and I want to be sure that these large orders will have a chance of getting filled. My questions: 1. Comex or CBOT? I much prefer CBOT because it's electronic and offers minis, but the volume looks atrocious! 2. Should I buy contracts that are far out or should I trade the one with the highes volume and OE? Actually that's all I can think of for now. I would greatly appreciate any help. Thanks a lot!