Mid Day WTI Swaps, Costless Collars, the Curve, Pivots, Vol, CL/CS ,Cal Avg Swaps and Collars, Ti/Brent

All these levels are a snapshot in time mid day approx 12:30pm EST.. These are not trade recommendations.

Love to get some feedback on this.


 

WTI 

CL Apr  67.00

Apr CL/ Apr CS  -.24/-21  

 

Cal avg Swaps  CS                     Fences costless  AO

CS Apr23-Dec23   66.80       60p/73.50c

CS Cal 2024           65.15       55p/75.50c

                                                                                                                                                                                                                                        g 

Price Curve Spreads  CL

Apr/May   -.20

May/June -.19  

June/July  -.06

 

Local Pivot Points   CLJ             

70.81 resistance 2

68.57

67.14  Pivot

64.90

63.57 support 2

Yesterday trading range $3.67.

 

Volatility

May $67.00 straddle        7.40 theoretical value.            *Implies 47.78% volatility.              Days to exp: 31.08 days

 

 

May Cal Avg WTI/Brent spread   (BKK)

--5.50/-5.43

 

  These are not trade recommendations. Read at your own risk. Trading futures and options can result 

in job loss.

 

 

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