I know, but it doesn't seem like too many people frequent the Energy Futures forum. Question for you - do you trade the miNY contract at any time day or night (since it trades virtually 24 hours), or do you stick to a certain time frame only? I'd like to know what you consider the "liquid" trading time frame of the day - at what time in the morning would you start trading it, and at what time in the afternoon would you end trading to avoid the extremely thin volume that occurs overnight? I just did my first futures trade, and it was the QMG7 contract - so I appreciate your feedback!
Liquidity is greatest during the side by side pit trading hours. After the pit closes volume drops off significantly, but not completely.