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 sell-side defense of key resistance and subsequent price discovery lower for Friday, December 20, 2019's auction. Market st
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 failed rally from key support and subsequent selloff on Friday, January 15, 2021. Market structure and order flow provide insigh
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 rally from key support on Thursday, October 15, 2020. Market structure and order flow provide insight into the actual transactio