Heating Oil Futures Trading Strategy: Riding Trends With The Donchian Channel
In this article, we will try to develop a trading system on the CME-listed Heating Oil (NY Harbor ULSD), with the idea of diversifying into energy futures. Similar to gasoline futures (RBOB Gasoline), this is a smaller instrument in terms of volume than the better-known Crude Oil. Still, it has the standard trend-following behavior typical of many energy futures.
