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GAPS  |  January 13, 2022
Gap Higher Open Offers Asymmetric Potential In WTI Crude
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 73.04s on Tuesday, December 7, 2021. 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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