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-off and subsequent rally at key support on Tuesday, November 30, 2021. Market structure and order flow provide insight into
ARTICLE SYNOPSIS...In this article, we examine the order flow and market structure data in the WTI futures market that provides insight into initial breakout higher and subsequent price discovery lower for Wednesday, January 8, 2020 as the Iran attack narrative became know