ARTICLE SYNOPSIS...In this article, we examine the rally toward the Average Daily Range High target on Wednesday, April 13, 2022. Market structure and order flow provide insight into the market's dual-auction price discovery process. Analysis of this data provides a s
ARTICLE SYNOPSIS...In this article, we examine the order flow and limit order book data in the WTI futures market that provides insight into the buy-side continuation for Wednesday, March 17, 2020 which ultimately failed at statistical resistance. Market structure and orde