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Figure 2.1
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Figure 2.2
Chapter Three
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Figure 3.1
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Figure 3.2
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Figure 3.2_details explained
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Figure 3.3
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Figure 3.4
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Figure 3.5
Chapter Four
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Figure 4.1
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Figure 4.2
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Figure 4.3
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Figure 4.4
Chapter Five
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Figure 5.1
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Figure 5.2
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Figure 5.3
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Figure 5.4
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Figure 5.5
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Figure 5.6
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Figure 5.7
Chapter Six
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Figure 6.1
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Figure 6.2
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Figure 6.3
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Figure 6.4
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Figure 6.5
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Figure 6.6
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Figure 6.7
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Figure 6.7 more details
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Figure 6.8
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Figure 6.9
Chapter Seven
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Figure 7.1
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Figure 7.2
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Figure 7.3
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Figure 7.4
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Figure 7.5 additional example
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Figure 7.6
Chapter Eight
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Figure 8.1
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Figure 8.2
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Figure 8.3
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Figure 8.4
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Figure 8.5 special details
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Figure 8.6
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Figure 8.7
Chapter Nine
* Error in graphs on page 129. Figure 9.3 is not correct. The actual 9.3
is of the Nasdaq. The graph is provided below.
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Figure 9.1
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Figure 9.1 with notes
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Figure 9.2
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Figure 9.3 (CORRECT graph for Nasdaq)
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Figure 9.4 S&P500 Graph
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Figure 9.5
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Figure 9.6
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Figure 9.7
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Figure 9.8
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Figure 9.9
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Figure 9.10
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Figure 9.11
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Figure 9.12 (graph includes additional
original notes from my evening report)
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Figure 9.13 (this graph also contains
original notes from my evening report)
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Figure 9.14
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Figure 9.15
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Figure 9.15 (extra, not in book, shown
here with additional notes)
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Figure 9.16 (notes on graph are from my
evening report, following up on the trade)
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Figure 9.17 (Our daily price graph is used
with our daily trend/swing graph shown in fig 9.17).
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Figure 9.18 (I still need to
load the original color version for this one).
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Figure 9.19
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Figure 9.20
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Figure 9.21
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Figure 9.22
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Figure 9.23 Additional notes provided on this
colored example not included in book!
* I discuss the issue of contract roll-over, and the nuisance of price
differences between expiring contracts and new lead contracts. These
price differences must be handled properly when constructing longer-term
charts. I discuss the method I use for doing this on this graph as well
as in colored example Figure 9.24 below.
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Figure 9.24 Additional notes provided on this
colored example of the daily price chart!
* All of our graphs that contain price derived technical indicators are
back-adjusted to remove 'false gaps' that occur when linking two contracts
with two different prices. This issue occurs at roll and is an issue
unique to commodities due to the relative short lives of the individual
contracts. To construct a longer-term history, many contracts must be
linked together. In dealing with the price derived indicators, the most
important thing to achieve is retaining the original price structure across
the entire time span.
Bonus/Extra illustrations
1 - Wheat Review (From NY Expo review and illustration)
2 - Hog Review (from NY Expo
review and illustration)
