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Author Topic: Contract roll over analysis  (Read 472 times)
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roy
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« on: September 12, 2010, 10:31:01 AM »

When analyzing Crude Oil and the other energy related futures contracts, it can become very confusing when looking at the daily timeframe. The issue is because there are 12 futures contracts a year. When analyzing commodities that have a monthly expiration schedule, you can have two totally different trade set ups when you analyze the daily spot continuation rollover vs the actual contract.  My question is what would you recommend we look at, the spot continuation or the actual contract when analyzing futures that expire on a monthly basis?

Thank you, Roy
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sunman4008
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« Reply #1 on: September 28, 2010, 02:01:24 PM »

Hello,

I would use the continuous contract because every vendor chooses different methods how to rollover contracts.

-Manesh
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