Enron Mail

From:john.arnold@enron.com
To:john.disturnal@enron.com, john.griffith@enron.com, mike.maggi@enron.com
Subject:option candlesticks technical paper
Cc:
Bcc:
Date:Fri, 4 May 2001 02:46:00 -0700 (PDT)

---------------------- Forwarded by John Arnold/HOU/ECT on 05/04/2001 09:40
AM ---------------------------


SOblander@carrfut.com on 05/04/2001 09:31:27 AM
To: soblander@carrfut.com
cc:
Subject: option candlesticks technical paper


Several people have asked how to read the Carr Futures option candlestick
charts.
Attached is a research note discussing tracking and trading option
volatility.

(See attached file: Tracking and Trading Nat Gas Vols.pdf)


Carr Futures
150 S. Wacker Dr., Suite 1500
Chicago, IL 60606 USA
Tel: 312-368-6149
Fax: 312-368-2281
soblander@carrfut.com
http://www.carrfut.com
- Tracking and Trading Nat Gas Vols.pdf