crude oil futures rollover date

June 18th, 2013, 04:56 AM

This thread is a duplicate thead, as you will find all necessary information here:

Hi guys could anyone tell me when is the best part of the month to change the contract date for CL. example CL05-CL06. Because obviously the data is quite different between rollovers. thanks

Changing rollover dates for CL

revtrader: "Last Date" is the last working day prior to volume crossover. I used the settlement prices to calculate the offsets, but if you calculate them from the close, they will be similar.

88379

June 18th, 2013, 07:44 AM

Today is "official" rollover. However, volume pre-open still favors July, but that could change in the first few minutes. I am watching volume in July and August on a 1 minute chart today, and will follow the leader.

June 18th, 2013, 02:08 PM

Closing this thread, please use the thread in post 11.

Mike

crude oil futures rollover date

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crude oil futures rollover date