GAPS | May 19, 2022
Gap Higher Open Structure Led To Continuation Of The Rally
In this article, we examine the market structure of a Gap Higher Open in the WTI futures market that resulted in a continuation of the rally to 115.40s on Wednesday, March 23, 2022. Market structure provides insight into the market's dual-auction price discovery process. Analysis of this data provides a structural and statistical framework of these market structures, informing one's risk management process.
by Taylor Ireland
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