Wednesday, November 23, 2005

All of our pit traded positions closed at 1:00 today, so we are posting early to get a jump on the Thanksgiving holiday. Our equity index futures positions are still active, so we will post those as of 2:30 today, and update them on Friday.

Copper and Sugar led the way to the upside today. Both contracts reversed yesterday's losses, with sugar posting a new closing high. The grains again showed weakness, and our ES position is showing a strong gain as we write this commentary at 2:30 (we are marking ES at 1272.50).

Our TNR model indicated a reversion day for NQ today, which isn't exactly what we saw. We sold 3 contracts right out of the chute this morning at 9:35, and were stopped out at 2:30 for a $558 loss.

Our positions:
Contract ctrcts Open P/L days on
Contract ctrcts Open P/L days on





@US.P 0 $0 0 @NG.P 0 $0 0
@TY.P 0 $0 0
@KC.P 0 $0 0
@FV.P 0 $0 0
@SB.P 3 $4,874 43
@EC.P 0 $0 0
@CT.P 0 $0 0
@JY.P -1 $6,525 41
@GC.P 3 $12,280 54
@CD.P 0 $0 0
@SI.P 1 $440 5
@C.P -4 $6,750 71
@HG.P 2 $26,875 122
@W.P -3 $2,913 18
@LB.P 0 $0 0
@S.P 0 $0 0
@ES 2 $1,900 3
@CL.P 0 $0 0
@YM 0 $0 0
@HO.P 0 $0 0
@NQ 0 $0 0











Total Open Trades
$62,556




Total Closed Trades $7,580




Total

$70,136



That is all for today - have a wonderful Thanksgiving!

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