MRCI's Implied Volatility Report - Sample from August 24, 2011
 

Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home Sample Pages Daily Volatility #'s Report

MRCI's Implied Volatility Report - Sample from August 24, 2011

E-mail Print

How can MRCI research be used to trade options?

Timing and direction of price movement are at least as important to options traders as to futures traders. Both win if price moves favorably. But one primary component of an option's premium is time, passage of which makes an option a decaying asset. If prices move sideways over time, the value of a futures contract does not change but that of an option declines. Further, if prices move unfavorably, a futures position can usually be rolled over into another delivery month at minimal additional cost whereas an option eventually expires worthless.

Thus, MRCI's seasonal analysis lends itself to options trading because the strength of seasonal research is discovering historical reliability in timing and direction. Traders know well in advance how strong is a market's tendency to move which way, when, and for how long.

Although there is often a direct relationship between a long call or put and the direction of a seasonal tendency in futures, sometimes an options trader must make certain accommodations with seasonal strategies. For instance, options may expire in a market before a seasonal strategy exits. In certain cases, then, an options trader wanting to take advantage of a seasonal tendency must devise a practical options strategy --- be it short or long an option for a deferred delivery month. MRCI provides the research for a trader to better make his own trading decisions.

But another primary component of option premium is volatility, a measure of risk (for prices to move). Much like an insurance policy, risk is directly reflected in the premium. MRCI has found that volatility also has seasonal tendencies. For example, prices for soybeans and corn are far more likely to move sharply during July --- when crops are most needy, weather most erratic, but production most determined.

An options trader can be right on price direction but, if he buys high volatility or sells low volatility can still lose money. MRCI volatility charts, available to MRCI Online subscribers, overlay current historical and implied volatility levels onto a graph depicting "normal" levels throughout the year. Daily updates available via e-mail provide numerical details which apprise an options trader of whether and how much volatility is greater or lesser than average. Again, MRCI provides the research for a trader to better make his own trading decisions.


*Implied Volatility Description (IV):

Current daily level of Implied Volatility (IV) for options on this futures contract, as derived from (implied by) options premiums (Black-Scholes).

*Historical Volatility Description (HV):
Current daily level of 20-day Historical Volatility (HV) for this futures contract, as calculated from futures price movement.

*Central Tendency Description (CTHV):
Current daily level of the Central Tendency of Historical Volatility(CTHV), the 15-year average of 20-day historical volatility (of futures prices). Thus, CTHV is the historical reference against which to compare IV and HV. CTHV is also used to calculate +1 and -1 STD (Standard Deviation), between which HV has theoretically been found 67% of the time.

*Implied Volatility Over/Under Percentage Description (IV+-%):
The percentage the current Implied Volatility (IV) is above or below the Central Tendency (CTHV).

Days to Expiration Description (D2Ex):
Conveniently enumerates how many days until options on that futures contract expire.

For a complete description of the IV, HV, and CTHV columns click here, or click on each column header for individual descriptions.

MRCI Online also provides daily, weekly & monthly volatility charts for ALL the major commodity markets!

Please visit: http://www.mrci.com/web/sample-pages/volatility-charts.html to view a SAMPLE of these 3 charts.

This table is a sample from August 24, 2011.

Market IV HV +1SD CTHV -1SD IV+-% D2Ex Daily Weekly Monthly
Oct11 Live Cattle(CME) 16.35 15.07 18.37 13.96 9.54 +17% 44 Chart Chart Chart
Dec11 Live Cattle(CME) 15.82 13.75 15.42 11.55 7.67 +36% 100 Chart Chart Chart
Feb12 Live Cattle(CME) 15.45 11.73 13.27 9.66 6.06 +59% 163 Chart Chart Chart
Aug11 Feeder Cattle(CME) 6.33 11.14 14.15 10.11 6.07 -37% 1 Chart Chart Chart
Sep11 Feeder Cattle(CME) 14.09 14.86 16.31 11.80 7.30 +19% 36 Chart Chart Chart
Oct11 Feeder Cattle(CME) 16.74 16.41 16.45 11.84 7.22 +41% 64 Chart Chart Chart
Nov11 Feeder Cattle(CME) 16.35 14.97 15.60 11.25 6.90 +45% 85 Chart Chart Chart
Jan12 Feeder Cattle(CME) 15.82 14.11 13.94 9.94 5.94 +59% 155 Chart Chart Chart
Mar12 Feeder Cattle(CME) 15.07 13.35 13.18 9.31 5.43 +61% 218 Chart Chart Chart
Oct11 Lean Hogs(CME) 22.40 20.60 35.40 27.57 19.74 -18% 51 Chart Chart Chart
Dec11 Lean Hogs(CME) 24.04 19.95 30.87 23.63 16.39 +1% 112 Chart Chart Chart
Feb12 Lean Hogs(CME) 22.26 18.55 25.98 18.94 11.91 +17% 174 Chart Chart Chart
Sep11 Soybeans(CBOT) 22.81 17.37 39.53 28.44 17.35 -19% 2 Chart Chart Chart
Nov11 Soybeans(CBOT) 21.55 17.71 39.46 28.53 17.60 -24% 58 Chart Chart Chart
Jan12 Soybeans(CBOT) 20.64 17.34 38.53 27.74 16.95 -25% 121 Chart Chart Chart
Mar12 Soybeans(CBOT) 20.94 16.58 36.83 26.36 15.88 -20% 184 Chart Chart Chart
Sep11 Soybean Oil(CBOT) 21.15 18.18 36.57 26.55 16.52 -20% 2 Chart Chart Chart
Oct11 Soybean Oil(CBOT) 19.15 18.30 37.15 26.59 16.04 -27% 30 Chart Chart Chart
Dec11 Soybean Oil(CBOT) 18.86 18.81 37.33 27.00 16.66 -30% 93 Chart Chart Chart
Jan12 Soybean Oil(CBOT) 19.08 18.64 36.63 26.55 16.46 -28% 121 Chart Chart Chart
Mar12 Soybean Oil(CBOT) 18.43 18.22 35.89 25.80 15.70 -28% 184 Chart Chart Chart
Sep11 Soybean Meal(CBOT) 21.69 18.82 40.41 28.54 16.67 -23% 2 Chart Chart Chart
Oct11 Soybean Meal(CBOT) 20.43 19.30 40.82 29.11 17.39 -29% 30 Chart Chart Chart
Dec11 Soybean Meal(CBOT) 19.41 19.90 41.00 29.55 18.09 -34% 93 Chart Chart Chart
Jan12 Soybean Meal(CBOT) 19.02 19.46 40.45 29.23 18.01 -34% 121 Chart Chart Chart
Mar12 Soybean Meal(CBOT) 19.21 18.54 38.84 27.69 16.53 -30% 184 Chart Chart Chart
Sep11 Corn(CBOT) 36.98 29.28 39.50 29.06 18.61 +27% 2 Chart Chart Chart
Dec11 Corn(CBOT) 32.55 28.86 38.82 28.21 17.60 +15% 93 Chart Chart Chart
Mar12 Corn(CBOT) 31.32 27.70 36.96 26.31 15.66 +19% 184 Chart Chart Chart
Sep11 Wheat(CBOT) 45.31 40.33 44.52 30.06 15.60 +50% 2 Chart Chart Chart
Dec11 Wheat(CBOT) 34.17 36.31 42.61 28.66 14.70 +19% 93 Chart Chart Chart
Mar12 Wheat(CBOT) 32.62 33.30 39.91 26.91 13.91 +21% 184 Chart Chart Chart
Sep11 Wheat(KCBT) 42.83 36.91 38.64 26.17 13.70 +63% 37 Chart Chart Chart
Dec11 Wheat(KCBT) 32.05 35.64 38.21 25.38 12.55 +26% 128 Chart Chart Chart
Mar12 Wheat(KCBT) 29.91 35.22 35.88 24.18 12.48 +23% 219 Chart Chart Chart
Sep11 Wheat(MGE) 39.71 31.15 38.47 26.43 14.39 +50% 37 Chart Chart Chart
Dec11 Wheat(MGE) 35.31 29.71 36.72 24.68 12.65 +43% 128 Chart Chart Chart
Mar12 Wheat(MGE) 31.47 30.27 34.61 23.23 11.85 +35% 219 Chart Chart Chart
Sep11 Oats(CBOT) 36.13 28.83 38.18 31.32 24.47 +15% 2 Chart Chart Chart
Dec11 Oats(CBOT) 25.12 26.70 34.50 28.04 21.58 -10% 93 Chart Chart Chart
Oct11 Cotton(ICE) 41.47 34.47 31.73 24.36 16.99 +70% 23 Chart Chart Chart
Dec11 Cotton(ICE) 39.78 36.54 31.53 24.36 17.20 +63% 79 Chart Chart Chart
Mar12 Cotton(ICE) 37.11 36.15 29.06 22.38 15.69 +65% 170 Chart Chart Chart
Oct11 Sugar #11(ICE) 43.75 39.59 40.53 31.31 22.08 +39% 16 Chart Chart Chart
Mar12 Sugar #11(ICE) 39.62 36.66 34.77 26.18 17.60 +51% 170 Chart Chart Chart
Sep11 S & P 500(CME) 31.26 50.18 25.30 17.58 9.87 +77% 22 Chart Chart Chart
Dec11 S & P 500(CME) 28.07 50.49 25.43 17.65 9.87 +59% 113 Chart Chart Chart
Sep11 30-Year T-Bonds(CBOT) 25.03 19.63 13.27 9.20 5.13 +172% 2 Chart Chart Chart
Dec11 30-Year T-Bonds(CBOT) 15.64 20.17 13.48 9.32 5.16 +67% 93 Chart Chart Chart
Sep11 10-Year T-Notes(CBOT) 13.30 9.21 8.55 6.04 3.53 +120% 2 Chart Chart Chart
Dec11 10-Year T-Notes(CBOT) 7.56 9.63 8.93 6.22 3.51 +21% 93 Chart Chart Chart
Sep11 5-Year T-Notes(CBOT) 6.47 4.81 5.82 4.19 2.56 +54% 2 Chart Chart Chart
Sep11 Eurodollars(CME) 107.62 114.27 35.91 17.38 -1.16 +519% 26 Chart Chart Chart
Dec11 Eurodollars(CME) 121.19 129.40 58.64 30.52 2.39 +297% 117 Chart Chart Chart
Mar12 Eurodollars(CME) 105.61 115.09 74.96 39.72 4.49 +165% 208 Chart Chart Chart
Oct11 Gold(CMX) 29.75 33.02 20.22 13.99 7.75 +112% 33 Chart Chart Chart
Dec11 Gold(CMX) 28.59 32.98 20.21 13.96 7.71 +104% 92 Chart Chart Chart
Feb12 Gold(CMX) 27.35 32.99 20.20 13.95 7.70 +96% 155 Chart Chart Chart
Sep11 Copper(CMX) 35.84 26.91 34.41 25.28 16.16 +41% 1 Chart Chart Chart
Dec11 Copper(CMX) 27.14 26.72 33.20 24.07 14.94 +12% 92 Chart Chart Chart
Mar12 Copper(CMX) 26.03 26.43 32.34 23.25 14.16 +11% 183 Chart Chart Chart
Sep11 Silver(CMX) 74.08 53.70 39.88 26.28 12.68 +181% 1 Chart Chart Chart
Dec11 Silver(CMX) 47.79 53.67 39.81 26.14 12.48 +82% 92 Chart Chart Chart
Mar12 Silver(CMX) 45.79 53.68 39.65 25.98 12.31 +76% 183 Chart Chart Chart
Sep11 Swiss Franc(CME) 17.48 30.43 11.90 9.81 7.72 +78% 16 Chart Chart Chart
Dec11 Swiss Franc(CME) 15.92 30.52 11.90 9.80 7.71 +62% 107 Chart Chart Chart
Sep11 EuroFX(CME) 13.38 10.25 11.44 9.48 7.52 +41% 16 Chart Chart Chart
Dec11 EuroFX(CME) 13.77 10.13 11.44 9.46 7.48 +45% 107 Chart Chart Chart
Sep11 Japanese Yen(CME) 11.52 12.58 13.04 10.11 7.18 +13% 16 Chart Chart Chart
Dec11 Japanese Yen(CME) 11.57 12.69 13.04 10.08 7.13 +14% 107 Chart Chart Chart
Sep11 Canadian Dollar(CME) 11.14 10.07 10.63 7.58 4.54 +46% 16 Chart Chart Chart
Dec11 Canadian Dollar(CME) 11.47 9.90 10.61 7.59 4.57 +51% 107 Chart Chart Chart
Sep11 British Pound(CME) 10.64 8.50 10.09 7.83 5.56 +35% 16 Chart Chart Chart
Dec11 British Pound(CME) 11.03 8.49 10.10 7.83 5.57 +40% 107 Chart Chart Chart
Sep11 Australian Dollar(CME) 16.31 18.69 15.70 11.82 7.93 +38% 16 Chart Chart Chart
Dec11 Australian Dollar(CME) 15.92 18.55 15.73 11.81 7.89 +34% 107 Chart Chart Chart
Sep11 US Dollar Index(ICE) 10.59 9.14 9.49 7.61 5.74 +39% 16 Chart Chart Chart
Dec11 US Dollar Index(ICE) 10.80 9.08 9.51 7.64 5.76 +41% 107 Chart Chart Chart
Oct11 Crude Oil(NYM) 43.51 50.83 35.34 28.82 22.30 +50% 22 Chart Chart Chart
Nov11 Crude Oil(NYM) 42.65 50.45 33.40 26.97 20.54 +58% 54 Chart Chart Chart
Dec11 Crude Oil(NYM) 42.81 50.06 32.11 25.63 19.16 +67% 85 Chart Chart Chart
Jan12 Crude Oil(NYM) 42.42 49.50 31.15 24.60 18.05 +72% 113 Chart Chart Chart
Feb12 Crude Oil(NYM) 40.65 48.92 30.37 23.71 17.06 +71% 146 Chart Chart Chart
Sep11 Heating Oil(NYM) 42.77 33.58 36.72 30.97 25.22 +38% 2 Chart Chart Chart
Oct11 Heating Oil(NYM) 31.23 33.47 35.61 29.80 23.98 +4% 34 Chart Chart Chart
Nov11 Heating Oil(NYM) 32.37 33.22 33.90 28.28 22.66 +14% 63 Chart Chart Chart
Dec11 Heating Oil(NYM) 32.47 32.97 32.17 26.80 21.42 +21% 93 Chart Chart Chart
Jan12 Heating Oil(NYM) 32.81 32.72 31.06 25.74 20.42 +27% 125 Chart Chart Chart
Sep11 Gasoline(NYMEX) 45.50 41.98 44.84 36.51 28.17 +24% 2 Chart Chart Chart
Oct11 Gasoline(NYMEX) 34.38 42.27 39.25 31.50 23.75 +9% 34 Chart Chart Chart
Nov11 Gasoline(NYMEX) 34.02 41.47 35.83 28.51 21.20 +19% 63 Chart Chart Chart
Dec11 Gasoline(NYMEX) 34.78 40.93 34.11 26.88 19.65 +29% 93 Chart Chart Chart
Jan12 Gasoline(NYMEX) 34.97 40.74 32.96 25.87 18.79 +35% 125 Chart Chart Chart
Sep11 Natural Gas(NYM) 41.40 27.91 69.96 53.15 36.34 -22% 2 Chart Chart Chart
Oct11 Natural Gas(NYM) 35.60 28.16 66.67 50.55 34.44 -29% 34 Chart Chart Chart
Nov11 Natural Gas(NYM) 33.66 25.95 53.40 40.93 28.46 -17% 63 Chart Chart Chart
Dec11 Natural Gas(NYM) 32.10 23.20 44.45 34.26 24.07 -6% 93 Chart Chart Chart
Jan12 Natural Gas(NYM) 31.14 21.85 41.44 31.75 22.05 -1% 125 Chart Chart Chart
Dec11 Coffee "C"(ICE) 35.73 25.43 43.57 34.47 25.38 +3% 72 Chart Chart Chart
Mar12 Coffee "C"(ICE) 33.84 24.56 40.25 31.68 23.10 +6% 163 Chart Chart Chart
Dec11 Cocoa(ICE) 27.23 23.01 36.38 26.67 16.96 +2% 72 Chart Chart Chart
Mar12 Cocoa(ICE) 26.95 21.72 35.58 25.78 15.97 +4% 163 Chart Chart Chart
Sep11 Lumber(CME) 48.32 38.26 35.29 29.74 24.19 +62% 2 Chart Chart Chart
Nov11 Lumber(CME) 39.81 41.04 31.25 25.05 18.85 +58% 65 Chart Chart Chart
Nov11 Orange Juice(ICE) 32.74 42.03 42.43 29.78 17.12 +9% 44 Chart Chart Chart
Jan12 Orange Juice(ICE) 27.47 36.07 39.64 27.68 15.71 +0% 100 Chart Chart Chart
Mar12 Orange Juice(ICE) 29.46 34.38 38.01 26.51 15.02 +11% 163 Chart Chart Chart

Market IV HV +1SD CTHV -1SD IV+-% D2Ex Daily Weekly Monthly
Oct11 Live Cattle(CME) 16.35 15.07 18.37 13.96 9.54 +17% 44 Chart Chart Chart
Dec11 Live Cattle(CME) 15.82 13.75 15.42 11.55 7.67 +36% 100 Chart Chart Chart
Feb12 Live Cattle(CME) 15.45 11.73 13.27 9.66 6.06 +59% 163 Chart Chart Chart
Aug11 Feeder Cattle(CME) 6.33 11.14 14.15 10.11 6.07 -37% 1 Chart Chart Chart
Sep11 Feeder Cattle(CME) 14.09 14.86 16.31 11.80 7.30 +19% 36 Chart Chart Chart
Oct11 Feeder Cattle(CME) 16.74 16.41 16.45 11.84 7.22 +41% 64 Chart Chart Chart
Nov11 Feeder Cattle(CME) 16.35 14.97 15.60 11.25 6.90 +45% 85 Chart Chart Chart
Jan12 Feeder Cattle(CME) 15.82 14.11 13.94 9.94 5.94 +59% 155 Chart Chart Chart
Mar12 Feeder Cattle(CME) 15.07 13.35 13.18 9.31 5.43 +61% 218 Chart Chart Chart
Oct11 Lean Hogs(CME) 22.40 20.60 35.40 27.57 19.74 -18% 51 Chart Chart Chart
Dec11 Lean Hogs(CME) 24.04 19.95 30.87 23.63 16.39 +1% 112 Chart Chart Chart
Feb12 Lean Hogs(CME) 22.26 18.55 25.98 18.94 11.91 +17% 174 Chart Chart Chart
Sep11 Soybeans(CBOT) 22.81 17.37 39.53 28.44 17.35 -19% 2 Chart Chart Chart
Nov11 Soybeans(CBOT) 21.55 17.71 39.46 28.53 17.60 -24% 58 Chart Chart Chart
Jan12 Soybeans(CBOT) 20.64 17.34 38.53 27.74 16.95 -25% 121 Chart Chart Chart
Mar12 Soybeans(CBOT) 20.94 16.58 36.83 26.36 15.88 -20% 184 Chart Chart Chart
Sep11 Soybean Oil(CBOT) 21.15 18.18 36.57 26.55 16.52 -20% 2 Chart Chart Chart
Oct11 Soybean Oil(CBOT) 19.15 18.30 37.15 26.59 16.04 -27% 30 Chart Chart Chart
Dec11 Soybean Oil(CBOT) 18.86 18.81 37.33 27.00 16.66 -30% 93 Chart Chart Chart
Jan12 Soybean Oil(CBOT) 19.08 18.64 36.63 26.55 16.46 -28% 121 Chart Chart Chart
Mar12 Soybean Oil(CBOT) 18.43 18.22 35.89 25.80 15.70 -28% 184 Chart Chart Chart
Sep11 Soybean Meal(CBOT) 21.69 18.82 40.41 28.54 16.67 -23% 2 Chart Chart Chart
Oct11 Soybean Meal(CBOT) 20.43 19.30 40.82 29.11 17.39 -29% 30 Chart Chart Chart
Dec11 Soybean Meal(CBOT) 19.41 19.90 41.00 29.55 18.09 -34% 93 Chart Chart Chart
Jan12 Soybean Meal(CBOT) 19.02 19.46 40.45 29.23 18.01 -34% 121 Chart Chart Chart
Mar12 Soybean Meal(CBOT) 19.21 18.54 38.84 27.69 16.53 -30% 184 Chart Chart Chart
Sep11 Corn(CBOT) 36.98 29.28 39.50 29.06 18.61 +27% 2 Chart Chart Chart
Dec11 Corn(CBOT) 32.55 28.86 38.82 28.21 17.60 +15% 93 Chart Chart Chart
Mar12 Corn(CBOT) 31.32 27.70 36.96 26.31 15.66 +19% 184 Chart Chart Chart
Sep11 Wheat(CBOT) 45.31 40.33 44.52 30.06 15.60 +50% 2 Chart Chart Chart
Dec11 Wheat(CBOT) 34.17 36.31 42.61 28.66 14.70 +19% 93 Chart Chart Chart
Mar12 Wheat(CBOT) 32.62 33.30 39.91 26.91 13.91 +21% 184 Chart Chart Chart
Sep11 Wheat(KCBT) 42.83 36.91 38.64 26.17 13.70 +63% 37 Chart Chart Chart
Dec11 Wheat(KCBT) 32.05 35.64 38.21 25.38 12.55 +26% 128 Chart Chart Chart
Mar12 Wheat(KCBT) 29.91 35.22 35.88 24.18 12.48 +23% 219 Chart Chart Chart
Sep11 Wheat(MGE) 39.71 31.15 38.47 26.43 14.39 +50% 37 Chart Chart Chart
Dec11 Wheat(MGE) 35.31 29.71 36.72 24.68 12.65 +43% 128 Chart Chart Chart
Mar12 Wheat(MGE) 31.47 30.27 34.61 23.23 11.85 +35% 219 Chart Chart Chart
Sep11 Oats(CBOT) 36.13 28.83 38.18 31.32 24.47 +15% 2 Chart Chart Chart
Dec11 Oats(CBOT) 25.12 26.70 34.50 28.04 21.58 -10% 93 Chart Chart Chart
Oct11 Cotton(ICE) 41.47 34.47 31.73 24.36 16.99 +70% 23 Chart Chart Chart
Dec11 Cotton(ICE) 39.78 36.54 31.53 24.36 17.20 +63% 79 Chart Chart Chart
Mar12 Cotton(ICE) 37.11 36.15 29.06 22.38 15.69 +65% 170 Chart Chart Chart
Oct11 Sugar #11(ICE) 43.75 39.59 40.53 31.31 22.08 +39% 16 Chart Chart Chart
Mar12 Sugar #11(ICE) 39.62 36.66 34.77 26.18 17.60 +51% 170 Chart Chart Chart
Sep11 S & P 500(CME) 31.26 50.18 25.30 17.58 9.87 +77% 22 Chart Chart Chart
Dec11 S & P 500(CME) 28.07 50.49 25.43 17.65 9.87 +59% 113 Chart Chart Chart
Sep11 30-Year T-Bonds(CBOT) 25.03 19.63 13.27 9.20 5.13 +172% 2 Chart Chart Chart
Dec11 30-Year T-Bonds(CBOT) 15.64 20.17 13.48 9.32 5.16 +67% 93 Chart Chart Chart
Sep11 10-Year T-Notes(CBOT) 13.30 9.21 8.55 6.04 3.53 +120% 2 Chart Chart Chart
Dec11 10-Year T-Notes(CBOT) 7.56 9.63 8.93 6.22 3.51 +21% 93 Chart Chart Chart
Sep11 5-Year T-Notes(CBOT) 6.47 4.81 5.82 4.19 2.56 +54% 2 Chart Chart Chart
Sep11 Eurodollars(CME) 107.62 114.27 35.91 17.38 -1.16 +519% 26 Chart Chart Chart
Dec11 Eurodollars(CME) 121.19 129.40 58.64 30.52 2.39 +297% 117 Chart Chart Chart
Mar12 Eurodollars(CME) 105.61 115.09 74.96 39.72 4.49 +165% 208 Chart Chart Chart
Oct11 Gold(CMX) 29.75 33.02 20.22 13.99 7.75 +112% 33 Chart Chart Chart
Dec11 Gold(CMX) 28.59 32.98 20.21 13.96 7.71 +104% 92 Chart Chart Chart
Feb12 Gold(CMX) 27.35 32.99 20.20 13.95 7.70 +96% 155 Chart Chart Chart
Sep11 Copper(CMX) 35.84 26.91 34.41 25.28 16.16 +41% 1 Chart Chart Chart
Dec11 Copper(CMX) 27.14 26.72 33.20 24.07 14.94 +12% 92 Chart Chart Chart
Mar12 Copper(CMX) 26.03 26.43 32.34 23.25 14.16 +11% 183 Chart Chart Chart
Sep11 Silver(CMX) 74.08 53.70 39.88 26.28 12.68 +181% 1 Chart Chart Chart
Dec11 Silver(CMX) 47.79 53.67 39.81 26.14 12.48 +82% 92 Chart Chart Chart
Mar12 Silver(CMX) 45.79 53.68 39.65 25.98 12.31 +76% 183 Chart Chart Chart
Sep11 Swiss Franc(CME) 17.48 30.43 11.90 9.81 7.72 +78% 16 Chart Chart Chart
Dec11 Swiss Franc(CME) 15.92 30.52 11.90 9.80 7.71 +62% 107 Chart Chart Chart
Sep11 EuroFX(CME) 13.38 10.25 11.44 9.48 7.52 +41% 16 Chart Chart Chart
Dec11 EuroFX(CME) 13.77 10.13 11.44 9.46 7.48 +45% 107 Chart Chart Chart
Sep11 Japanese Yen(CME) 11.52 12.58 13.04 10.11 7.18 +13% 16 Chart Chart Chart
Dec11 Japanese Yen(CME) 11.57 12.69 13.04 10.08 7.13 +14% 107 Chart Chart Chart
Sep11 Canadian Dollar(CME) 11.14 10.07 10.63 7.58 4.54 +46% 16 Chart Chart Chart
Dec11 Canadian Dollar(CME) 11.47 9.90 10.61 7.59 4.57 +51% 107 Chart Chart Chart
Sep11 British Pound(CME) 10.64 8.50 10.09 7.83 5.56 +35% 16 Chart Chart Chart
Dec11 British Pound(CME) 11.03 8.49 10.10 7.83 5.57 +40% 107 Chart Chart Chart
Sep11 Australian Dollar(CME) 16.31 18.69 15.70 11.82 7.93 +38% 16 Chart Chart Chart
Dec11 Australian Dollar(CME) 15.92 18.55 15.73 11.81 7.89 +34% 107 Chart Chart Chart
Sep11 US Dollar Index(ICE) 10.59 9.14 9.49 7.61 5.74 +39% 16 Chart Chart Chart
Dec11 US Dollar Index(ICE) 10.80 9.08 9.51 7.64 5.76 +41% 107 Chart Chart Chart
Oct11 Crude Oil(NYM) 43.51 50.83 35.34 28.82 22.30 +50% 22 Chart Chart Chart
Nov11 Crude Oil(NYM) 42.65 50.45 33.40 26.97 20.54 +58% 54 Chart Chart Chart
Dec11 Crude Oil(NYM) 42.81 50.06 32.11 25.63 19.16 +67% 85 Chart Chart Chart
Jan12 Crude Oil(NYM) 42.42 49.50 31.15 24.60 18.05 +72% 113 Chart Chart Chart
Feb12 Crude Oil(NYM) 40.65 48.92 30.37 23.71 17.06 +71% 146 Chart Chart Chart
Sep11 Heating Oil(NYM) 42.77 33.58 36.72 30.97 25.22 +38% 2 Chart Chart Chart
Oct11 Heating Oil(NYM) 31.23 33.47 35.61 29.80 23.98 +4% 34 Chart Chart Chart
Nov11 Heating Oil(NYM) 32.37 33.22 33.90 28.28 22.66 +14% 63 Chart Chart Chart
Dec11 Heating Oil(NYM) 32.47 32.97 32.17 26.80 21.42 +21% 93 Chart Chart Chart
Jan12 Heating Oil(NYM) 32.81 32.72 31.06 25.74 20.42 +27% 125 Chart Chart Chart
Sep11 Gasoline(NYMEX) 45.50 41.98 44.84 36.51 28.17 +24% 2 Chart Chart Chart
Oct11 Gasoline(NYMEX) 34.38 42.27 39.25 31.50 23.75 +9% 34 Chart Chart Chart
Nov11 Gasoline(NYMEX) 34.02 41.47 35.83 28.51 21.20 +19% 63 Chart Chart Chart
Dec11 Gasoline(NYMEX) 34.78 40.93 34.11 26.88 19.65 +29% 93 Chart Chart Chart
Jan12 Gasoline(NYMEX) 34.97 40.74 32.96 25.87 18.79 +35% 125 Chart Chart Chart
Sep11 Natural Gas(NYM) 41.40 27.91 69.96 53.15 36.34 -22% 2 Chart Chart Chart
Oct11 Natural Gas(NYM) 35.60 28.16 66.67 50.55 34.44 -29% 34 Chart Chart Chart
Nov11 Natural Gas(NYM) 33.66 25.95 53.40 40.93 28.46 -17% 63 Chart Chart Chart
Dec11 Natural Gas(NYM) 32.10 23.20 44.45 34.26 24.07 -6% 93 Chart Chart Chart
Jan12 Natural Gas(NYM) 31.14 21.85 41.44 31.75 22.05 -1% 125 Chart Chart Chart
Dec11 Coffee "C"(ICE) 35.73 25.43 43.57 34.47 25.38 +3% 72 Chart Chart Chart
Mar12 Coffee "C"(ICE) 33.84 24.56 40.25 31.68 23.10 +6% 163 Chart Chart Chart
Dec11 Cocoa(ICE) 27.23 23.01 36.38 26.67 16.96 +2% 72 Chart Chart Chart
Mar12 Cocoa(ICE) 26.95 21.72 35.58 25.78 15.97 +4% 163 Chart Chart Chart
Sep11 Lumber(CME) 48.32 38.26 35.29 29.74 24.19 +62% 2 Chart Chart Chart
Nov11 Lumber(CME) 39.81 41.04 31.25 25.05 18.85 +58% 65 Chart Chart Chart
Nov11 Orange Juice(ICE) 32.74 42.03 42.43 29.78 17.12 +9% 44 Chart Chart Chart
Jan12 Orange Juice(ICE) 27.47 36.07 39.64 27.68 15.71 +0% 100 Chart Chart Chart
Mar12 Orange Juice(ICE) 29.46 34.38 38.01 26.51 15.02 +11% 163 Chart Chart Chart
Last Updated on Friday, 29 June 2012 11:57  
Banner

Subscribe Today

Subscribe Today

Subscribe to our FREE Newsletters

Email:

Newsflash

For example...

Did you know that July Lean Hogs have closed higher on March 1st than on January 27th in 14 of the last 15 years?
See the facts: http://bit.ly/2iBaFU2

More historical LEAN HOG Facts are available in MRCI'S LEAN HOG/CATTLE-HOG Report! http://bit.ly/2jHG4B9

If you have ANY questions on this historical trading strategy, please just let us know - we are happy to help. (541) 933-5340!