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Changing rollover dates for CL
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Changing rollover dates for CL

  #41 (permalink)
Trading for Profit
West Coast of Florida
 
Futures Experience: Intermediate
Platform: TradeStation, Danials Trading
Favorite Futures: TF, CL, & HO HOs
 
ESFXtrader's Avatar
 
Posts: 505 since Jul 2010
Thanks: 56 given, 2,283 received

Changing rollover dates for CL

For me, CL works the same as any futures' contact that I trade. As fore mentioned, volume takes priority. With Danials Trading: DTPro, there is a button to roll forward and roll backward to the next tradeable contract month. In a second, you can either roll to check volume or add a contract and follow both as desired. I have been very satisfied with all the service at Danials Trading so far and I have no reason to think anything will change. I especially like the charts.
Hope this might help someone.
Good trading.
WK

PS I can't capture the pull down menu, as it disappears each time I hit the capture button. Otherwise I would post it.

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  #42 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
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ESFXtrader View Post
For me, CL works the same as any futures' contact that I trade. As fore mentioned, volume takes priority. With Danials Trading: DTPro, there is a button to roll forward and roll backward to the next tradeable contract month. In a second, you can either roll to check volume or add a contract and follow both as desired. I have been very satisfied with all the service at Danials Trading so far and I have no reason to think anything will change. I especially like the charts.
Hope this might help someone.
Good trading.
WK

PS I can't capture the pull down menu, as it disappears each time I hit the capture button. Otherwise I would post it.

Looks like DTPro is OEC Trader (Open E Cry).

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  #43 (permalink)
Elite Member
Germany Hamburg
 
Futures Experience: Intermediate
Platform: Sierra Chart, X Trader
Favorite Futures: 6E, ES,...,
 
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CL 03-13


Hello,

if someone have problems with charts on NT with cl 03-13.

that help you:

1. open instrument manager
2. doubleclick on cl
3. in "instrument Editor" go to Misc and scroll down to
4. Contract months
5. over there (click "...") change the date from contract 03-13 from 21.Jan. to 18. Jan.

ready :-)

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  #44 (permalink)
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Fat Tails View Post
@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.


Attachment 88379

Hi @Fat Tails,

Do you have an updated version of your 'Rollover Schedule CL' as I wish to cross reference that I have the correct rollover dates for CL for the past 12 months. Thanks.

sleepy

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  #45 (permalink)
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sleepy View Post
Hi @Fat Tails,

Do you have an updated version of your 'Rollover Schedule CL' as I wish to cross reference that I have the correct rollover dates for CL for the past 12 months. Thanks.

sleepy


No guarantee that I have done it correctly.


Changing rollover dates for CL-rollover-dates-offsets-cl.pdf

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  #46 (permalink)
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Thanks @Fat Tails,

Much appreciated. You dont happen to also have rollover dates for the ES by any chance?

sleepy

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  #47 (permalink)
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sleepy View Post
Thanks @Fat Tails,

Much appreciated. You dont happen to also have rollover dates for the ES by any chance?

sleepy

The rollover dates for index futures are pretty simple to determine. Unlike for CL there are "official" rollover dates, which are used by everybody.

Index futures generally expire on the 3rd Friday in March, June, September and December.
The rollover date is always 8 calendar days prior to expiry.
This means that index futures are mostly rolled on the 2nd Thursday of those months. *)

AFAIK there are no exceptions, as there are no public holidays that would fall on a Thursday in the beginning of the four months mentioned above.

*) This statement was just meant to produce a little bit of confusion. In case that the 1st day of the month is a Friday, the day 8 calendar days prior to expiry would be the 1st Thursday of the month and not the 2nd Thursday.

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  #48 (permalink)
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Thanks for the explanation @Fat Tails.

sleepy

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  #49 (permalink)
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Fat Tails View Post
No guarantee that I have done it correctly.


Attachment 118757


Hi Fat Tails,

Thank you so much for your list, it's really a good job that you've done for CL

By any chance, could you share your updated list? Pretty please :P

Thank you

David

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David T
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  #50 (permalink)
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It depends if you like to trade with the high volume, wait until the volume moves from the near to next exp date. If you trade volatility then you may wait until a little closer. This also depends on the time horizon of your trading.

For intra-day trading trade with the contract that has the most volume would be my recommendation for you.

Note you can also get this information of the exchange website for the particular contract. I've found those have a wealth of knowledge if you're just starting out and well worth a read to get clued up.

Good luck.

Sands

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