The Crude Drop and Treasury Bounce May Be Over
- Posted by Greg Harmon
- on September 20th, 2012
West Texas Intermediate Crude, WTIC ($CL_F, $USO) was roaring higher until a ‘fat finger trade’ dropped it $7 a barrel in 3 days. And Treasury Bonds ($TLT) had been flying into early September before a strong correction that is now bouncing. Coincidence? I should think not! Look at the ratio of the WTIC to $TLT below. This ratio has been traveling in a rising channel since the middle of June. We know from hindsight that the last four days has been driven primarily by a fall in WTIC. But it happened right at the top of that channel, and so far arrested at the bottom. The chart shows a Relative Strength Index (RSI) that remains in bullish territory despite the strong move lower to a
new lower low. Take notice that until the ratio falls below 0.74 it retains a Positive RSI Reversal with a target above the previous high. The Moving Average Convergence Divergence indicator (MACD) is negative though supporting a continued move lower. Seems like the channel bottom and 0.74 are make or break territory. Keep this on your radar if you are playing either WTIC or Treasuries.
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The information in this blog post represents my own opinions and does not contain a recommendation for any particular security or investment. I or my affiliates may hold positions or other interests in securities mentioned in the Blog, please see my Disclaimer page for my full disclaimer.
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Gregory W. Harmon CMT, CFA, has traded in the Securities markets since 1986. He has held senior positions including Head of Global Trading, Head of Product Development, Head of Strategy and Director of Equity. (More) -
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