Jun

29

I have been looking at the average maximum moves on markets and relative value comparisons lately, and there may be a meal in it.

I.E. today crude got spanked on the open, as equity markets got hammered…though as crude approached down 3.00 bucks, there was a large relative move in terms of ATR, and S&P stalls at 1042-ish, the crude snaps back 20-30 cents. There's not a lot certainly, but maybe there's something in it.


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