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 price discovery and establishment of key resistance for Wednesday, July 31, 2019's auction amidst a substantial b
ARTICLE SYNOPSIS...Trends are obvious in retrospect, but identifying them in real time is a different story. Here, we look at four existing trend detection indicators to see how well they do their job. Which one comes out ahead