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I trade Nymex every day -
I would say at least 100-150 dollars. You may rarely get this much slippage - however when you get slippage it's gigantic so the average number should be higher.
The key is a good broker I presume, and no MOO or MOC (Murder on Close) orders.
By the way - NatGas you should have at least 200 dollars. I got 1100 dollars slippage in the NG pit one of the days some enron news came out. :(
Happy trading.
Frode
www.futuressystems.net
----- Original Message -----
> Let's not forget commision and slippage. $20 Round Trip*13 contracts*88
> trades = $22,880. Anybody know what's the typical slippage in West Texas
> Intermediate Crude for market order?
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