Get started

Volatility

NQ Power Range Report with FIB Ext - 5/23/2025 SessionCME_MINI:NQM2025 - PR High: 21236.00 - PR Low: 21139.00 - NZ Spread: 217.0 Key scheduled economic events: 10:00 | New Home Sales Early close Monday - Previous session closed as daily inside print - Overall sentiment unchanged Session Open Stats (As of 12:45 AM 5/23) - Session Open ATR: 447.96 - Volume: 29K - Open Int: 277K - Trend Grade: Neutral - From BA ATH: -6.6% (Rounded) Key Levels (Rounded - Think of these as ranges) - Long: 22096 - Mid: 20383 - Short: 19246 Keep in mind this is not speculation or a prediction. Only a report of the Power Range with Fib extensions for target hunting. Do your DD! You determine your risk tolerance. You are fully capable of making your own decisions. BA: Back Adjusted BuZ/BeZ: Bull Zone / Bear Zone NZ: Neutral Zone
CME_MINI:NQM2025
by mv3trader5
Using Historical Volatility and HarmonicsI track bi-weekly, monthly, and quarterly volatility to have a feel for how trending markets elasticity is and I weight this volatility percentage to the ever sliding IV environment and calculate an implied range for the week. This helps me gauge the weekly candle potential. Here you see my HV10/21/63 implied ranges for the week listed from my spreadsheet and visualized on the daily perspective of CBOE:BITX -- What I would like to point out entering the week as this run will begin to cool off, is the confluence around $60.00 with HV63 regression and 'Point D' completion of my harmonic shown. I hope everyone has a great week. If you like to talk volatility and enjoy fibonacci drop me a comment.
CBOE:BITXLong
by splitmyIVandmelt
Crude Oil – Geopolitical Risks and Stockpiles Impacting PricesThe recent reduction in global trade tensions has helped Crude Oil (WTI) prices recover from lows of 55.64 seen on May 5th, to trade comfortably above 60 for the last 2 weeks. Traders have readjusted their thinking and positioning to account for a slightly more stable background for the global economy, and its potential influence on upcoming demand for Oil. However, despite this, tests of the recent highs at 65.33, seen on April 23rd, have been few and far between, although yesterday saw a spike in Crude Oil prices up to a 1 month high of 64.60 on a CNN report that suggested that Israel has drawn up plans to attack Iran's nuclear facilities. While prices have since moved lower again, the market reaction to this news does highlight the sensitivity of traders to any potential escalation in geopolitical risks in the region. It is also important to remember that traders are still awaiting updates on progress from US/Iran talks to curb Iran's nuclear activities. President Trump only a week ago said a deal was getting close, while Iran's top negotiator has seen shed some doubt over whether that's the case. Either way, updates on both of these crucial events may well influence Crude Oil prices moving forward. Adding to yesterday's volatile moves was a weekly report providing an update on the size of US Oil inventories which always grabs the attention of traders. Yesterday's release quickly dashed any hopes of a fresh move to test higher levels as it outlined an increase in stockpiles to 10 month highs and a fall in gasoline demand, which saw prices fall back lower (61.71 low) into the recent trading range. This extra volatility within the recent trading range sets up a potentially tense finish to the week for Crude Oil prices, so its often useful to check out the technical landscape for further insight. Technical Update: Evidence Points to a Sideways Range Since the sharp acceleration lower into the 55.20 April 9th 2025 low, Crude Oil has seen a consolidation emerge, with the mid-April recovery finding resistance at 65.15, which is equal to the 38.2% Fibonacci retracement of January 15th to April 9th 2025 weakness (see chart below). This activity looks to have established both upper and lower extremes of a sideways range in price, especially as the latest price movement has been held within these levels, which are 65.15 to the upside and 55.20 to the downside. Within technical analysis, this highlights something of a ‘battle’ between buyers and sellers, where price weakness is supported by buyers at or just above the 55.20 low, while price strength runs into resistance, as sellers continue to be found near the 38.2% retracement level at 65.15. Adding Bollinger Bands To Support Trading Decisions Now look at the chart below, where we include Bollinger bands alongside price action. This also appears to support an argument that a sideways trading range is forming. The mid-average is currently flat with both the upper and lower Bollinger bands parallel to it, outlining that balanced price volatility is evident for now. This suggests the sideways range may well continue with the upper band, currently at 64.77 and the lower band, currently at 57.36. We could argue that with the proximity of both the 65.15 Fibonacci retracement resistance to the upside, and the 55.20 April 9th low to the downside, upper extremes of the current range are 64.77/65.15, and lower levels of the current range are between 55.20/57.36. What Could This Mean for Crude Oil? For now at least, from a technical perspective the risks appear for the price of Crude Oil to remain within the confines of the current 55.20/57.36 up to 64.77/65.15 trading range, as there is no evidence emerging of an imminent breakout yet. A closing breakout from the current range is required to suggest potential for a more extended phase of price movement,. Of course, while any closing break is not a guarantee of a sustained move in the direction of the eventual break, any closes above 65.12/15 might see traders anticipate a further recovery in price towards 68.13, which is equal to the 50% Fibonacci retracement, even 71.17, the higher 61.8% level. To the downside, closes below the 55.20/57.30 lower daily Bollinger band and April 9th price low, might now be needed to skew possibilities towards a more extended phase of weakness. Such activity might then suggest potential for further downside, towards 51.38, which was a price low established in January 2021. The material provided here has not been prepared in accordance with legal requirements designed to promote the independence of investment research and as such is considered to be a marketing communication. Whilst it is not subject to any prohibition on dealing ahead of the dissemination of investment research, we will not seek to take any advantage before providing it to our clients. Pepperstone doesn’t represent that the material provided here is accurate, current or complete, and therefore shouldn’t be relied upon as such. The information, whether from a third party or not, isn’t to be considered as a recommendation; or an offer to buy or sell; or the solicitation of an offer to buy or sell any security, financial product or instrument; or to participate in any particular trading strategy. It does not take into account readers’ financial situation or investment objectives. We advise any readers of this content to seek their own advice. Without the approval of Pepperstone, reproduction or redistribution of this information isn’t permitted.
PEPPERSTONE:SPOTCRUDE
by Pepperstone
NQ Power Range Report with FIB Ext - 5/22/2025 SessionCME_MINI:NQM2025 - PR High: 21177.00 - PR Low: 21113.75 - NZ Spread: 141.25 Key scheduled economic events: 08:30 | Initial Jobless Claims 09:45| S&P Global Manufacturing PMI - S&P Global Services PMI 10:00 | Existing Home Sales Value decline follow-through following morning bull run - Auction holding at Monday's lows Session Open Stats (As of 12:45 AM 5/22) - Session Open ATR: 460.09 - Volume: 31K - Open Int: 276K - Trend Grade: Neutral - From BA ATH: -6.6% (Rounded) Key Levels (Rounded - Think of these as ranges) - Long: 22096 - Mid: 20383 - Short: 19246 Keep in mind this is not speculation or a prediction. Only a report of the Power Range with Fib extensions for target hunting. Do your DD! You determine your risk tolerance. You are fully capable of making your own decisions. BA: Back Adjusted BuZ/BeZ: Bull Zone / Bear Zone NZ: Neutral Zone
CME_MINI:NQM2025
by mv3trader5
**Trade Update Post: BITx**Trying something new here for the community to follow along with me. This is an update to my ongoing CBOE:BITX trade showing my ‘Fibonacci Triangle’ standing strong in the wake of some minor consolidation. I have highlighted by arrow during this run the last trend bounce we made before continuing upwards. I am okay with the same type of price action even with potential retracement down to the lower HV10 weekly range of $48. Due to leverage decay on top of time decay I have set an exit path of May 22nd if I do not see the same type of bounce off my retracement trend line. This mark is Thursday next week. PT is still $58-$60 Cheers!
CBOE:BITXLong
by splitmyIVandmelt
7
The 'Fibonacci Triangle' and Historical Volatility Along with the harmonic I just posted to the community showing confluence with HV63 regression that started to take place last week, I wanted to include my 'Fibonacci Triangle' with my predictive volatility range idea. I see HV10 (bi-weekly) resonating off HV21 (monthly) to enter the week. This would create roughly a $4.92 range if correct for tomorrow. From there we can continue to increase in volatility into the week until full means regression to quarterly trending averages are met. This can be reflected in the daily candle through the trending bi-weekly daily volatility print on the day, then calculated into range. Of course as always, my ranges are weighted to the current IV environment. If my target range of monthly volatility is reached tomorrow, which holds confluence in the 78.60% retracement value from selling off with BTC for 70 days..i'd say there is probability to move another $2.21 in regression, putting us just below $60.00. CBOE:BITX
CBOE:BITXLong
by splitmyIVandmelt
NQ Power Range Report with FIB Ext - 5/21/2025 SessionCME_MINI:NQM2025 - PR High: 21417.25 - PR Low: 21342.00 - NZ Spread: 168.25 No key scheduled economic events Maintaining Monday-Friday range, currently back at the lows - Advertising "indecision" - Will need to break 21100 to follow through on rollover back to mean Session Open Stats (As of 12:45 AM 5/21) - Session Open ATR: 460.78 - Volume: 30K - Open Int: 276K - Trend Grade: Neutral - From BA ATH: -5.4% (Rounded) Key Levels (Rounded - Think of these as ranges) - Long: 22096 - Mid: 20383 - Short: 19246 Keep in mind this is not speculation or a prediction. Only a report of the Power Range with Fib extensions for target hunting. Do your DD! You determine your risk tolerance. You are fully capable of making your own decisions. BA: Back Adjusted BuZ/BeZ: Bull Zone / Bear Zone NZ: Neutral Zone
CME_MINI:NQM2025
by mv3trader5
NQ Power Range Report with FIB Ext - 5/20/2025 SessionCME_MINI:NQM2025 - PR High: 21515.00 - PR Low: 21493.00 - NZ Spread: 49.0 No key scheduled economic events Return to previous week's highs following full supply sweep session Session Open Stats (As of 12:45 AM 5/20) - Session Open ATR: 479.66 - Volume: 34K - Open Int: 281K - Trend Grade: Neutral - From BA ATH: -5.4% (Rounded) Key Levels (Rounded - Think of these as ranges) - Long: 22096 - Mid: 20383 - Short: 19246 Keep in mind this is not speculation or a prediction. Only a report of the Power Range with Fib extensions for target hunting. Do your DD! You determine your risk tolerance. You are fully capable of making your own decisions. BA: Back Adjusted BuZ/BeZ: Bull Zone / Bear Zone NZ: Neutral Zone
CME_MINI:NQM2025Short
by mv3trader5
NQ Power Range Report with FIB Ext - 5/19/2025 SessionCME_MINI:NQM2025 - PR High: 21374.75 - PR Low: 21283.75 - NZ Spread: 203.25 No key scheduled economic events Beginning anticipated rotation, holding at Thursday's lows - Daily gap remains below 20400 ahead of Keltner average cloud Session Open Stats (As of 12:25 AM 5/19) - Session Open ATR: 490.62 - Volume: 54K - Open Int: 283K - Trend Grade: Neutral - From BA ATH: -6.3% (Rounded) Key Levels (Rounded - Think of these as ranges) - Long: 22096 - Mid: 20383 - Short: 19246 Keep in mind this is not speculation or a prediction. Only a report of the Power Range with Fib extensions for target hunting. Do your DD! You determine your risk tolerance. You are fully capable of making your own decisions. BA: Back Adjusted BuZ/BeZ: Bull Zone / Bear Zone NZ: Neutral Zone
CME_MINI:NQM2025Short
by mv3trader5
Weekly Volatility SnapshotVolatility, expressed through standard deviation, quantifies market elasticity and presents a level of probability and precision that humbles us all. In my analysis, I track trending volatility to discern historical patterns (HV) and utilize them to anticipate future outcomes (IV). This weighted indicator provides a comprehensive and accurate range for observation. When trending historical volatility expands or contracts around implied volatility, price action can be interpreted as positively or negatively compounded within the predicted implied range. I measure this concept using the ‘strength’ of IV and calculate my implied range based on the current market elasticity. This system is adaptable to any IV condition, as it allows for a fair assessment of market movements and potential outcomes. What’s most important about what I track in this is that as trending markets contract, they coil, and in turn violently release in a regression back to our quarterly trending means. This to me, is what it is all about. For those interested in volatility analysis and the application of weighted HV ranges to IV, I encourage you to BOOST and share this post, leave a comment, or follow me to join us on this journey. We will weekly analyze our ranges under the VIX and engage in discussions. So come along for the ride! TVC:VIX
TVC:VIX
by splitmyIVandmelt
NQ Power Range Report with FIB Ext - 5/16/2025 SessionCME_MINI:NQM2025 - PR High: 21379.50 - PR Low: 21403.25 - NZ Spread: 53.25 No key scheduled economic events Holding Wednesday range, holding short bias participants hostage - Still advertising rotation below 21200 Session Open Stats (As of 12:55 AM 5/16) - Session Open ATR: 503.83 - Volume: 26K - Open Int: 286K - Trend Grade: Neutral - From BA ATH: -5.6% (Rounded) Key Levels (Rounded - Think of these as ranges) - Long: 22096 - Mid: 20383 - Short: 19246 Keep in mind this is not speculation or a prediction. Only a report of the Power Range with Fib extensions for target hunting. Do your DD! You determine your risk tolerance. You are fully capable of making your own decisions. BA: Back Adjusted BuZ/BeZ: Bull Zone / Bear Zone NZ: Neutral Zone
CME_MINI:NQM2025Short
by mv3trader5
[𝟬𝟱/𝟭𝟮] 𝗪𝗲𝗲𝗸𝗹𝘆 𝗦𝗣𝗫 𝗚𝗘𝗫 𝗣𝗹𝗮𝘆𝗯𝗼𝗼𝗸🔍 IF/THEN QUICK GAMMA PLAYBOOK IF > 5825 THEN path to 5900 → stall/profit-taking likely IF > 5900 THEN path to first 5950, then 6000 → gamma squeeze extension zone IF < 5825 THEN path to 5700 → test of transition zone support Chop Zone: — re-entry = short-term balance/testing zone IF < 5700 THEN path to 5500 → gamma flush / dealer unwind risk 🧭 𝗘𝗫𝗧𝗘𝗡𝗗𝗘𝗗 𝗭𝗢𝗡𝗘 𝗠𝗔𝗣/b] ✅ Gamma Flip Level 5700 → This is the confirmed Gamma Flip level = High Volatility Zone = HVL. We are comfortably above it, confirming positive gamma environment. 🧱 Major Call Walls / Resistance to upside from here 5900 → Significant call resistance zone (highlighted across GEX, profile, and /matrix command). 5825–5900 = Current rally zone → expected stall at 5900 (Profit-taking zone)5950 → Next mid-large positive gamma wall to the upside, mid-station between mounts. Dealers short gamma, adding fuel to breakout.6000 → Positive Gamma squeeze continuation target. Gamma squeeze intensifies → likely extends to 6000.🟦 Transition / Chop Zone 5700–5825 → Previous chop range. Retrace could test this before renewed upside.Currently outside and breaking up from this zone, indicating trend initiation. Balance zone from prior structure. Expect fade setups if price dips back in. Needs catalyst or strong sell flow to re-enter meaningfully. 🛡️ Major Put Supports to the downside 5700 → = HVL, also aligned with pTrans and Put support.Dealer unwind risk, downside opens.5500 → Key level if the 5700 zone fails — “total denial zone” of current FOMO. ----------------------------- This week’s SPX setup remains decisively bullish from a gamma perspective. The GEX profile shows strong positive gamma, with institutional and dealer hedging flows firmly positioned to support continued upside—especially into Friday’s OPEX. The environment is ideal for a controlled melt-up: volatility is softening, implied volatility is trending lower, and there’s no sign of panic in the options market. Put pricing skew is also declining, which suggests reduced fear and a shift toward more aggressive call buying—another sign of bullish sentiment. Dealer positioning implies that any upward momentum is likely to be chased and hedged into, reinforcing the trend. However, traders should stay alert: if SPX slips back below 5825, we may see a pause or retracement back into the 5700–5825 transition zone. Only a decisive break below 5700 would flip the gamma regime back to negative and open the door to real downside volatility.
SPREADEX:SPX
by TanukiTrade
1
NQ Power Range Report with FIB Ext - 5/15/2025 SessionCME_MINI:NQM2025 - PR High: 21386.50 - PR Low: 21361.50 - NZ Spread: 56.0 Key scheduled economic events: 08:30 | Initial Jobless Claims - Retail Sales (Core|MoM) - PPI - Philadelphia Fed Manufacturing Index 08:40 | Fed Chair Powell Speaks Temp 25% AMP margins increase for Powell expected pre-RTH volatility spike - Extending week highs, holding previous session high - Advertising potential rotation with weekend gap motivation Session Open Stats (As of 12:15 AM 5/15) - Session Open ATR: 515.63 - Volume: 25K - Open Int: 290K - Trend Grade: Bear - From BA ATH: -5.6% (Rounded) Key Levels (Rounded - Think of these as ranges) - Long: 22096 - Mid: 20383 - Short: 19246 Keep in mind this is not speculation or a prediction. Only a report of the Power Range with Fib extensions for target hunting. Do your DD! You determine your risk tolerance. You are fully capable of making your own decisions. BA: Back Adjusted BuZ/BeZ: Bull Zone / Bear Zone NZ: Neutral Zone
CME_MINI:NQM2025Long
by mv3trader5
NQ Power Range Report with FIB Ext - 5/14/2025 SessionCME_MINI:NQM2025 - PR High: 21273.00 - PR Low: 21249.50 - NZ Spread: 52.5 No key scheduled economic events Value continues to creep another 2%, increasing distance from weekend gap - Mechanically, holding previous session highs Session Open Stats (As of 12:35 AM 5/14) - Session Open ATR: 543.13 - Volume: 33K - Open Int: 281K - Trend Grade: Bear - From BA ATH: -5.9% (Rounded) Key Levels (Rounded - Think of these as ranges) - Long: 20954 - Mid: 19246 - Short: 16963 Keep in mind this is not speculation or a prediction. Only a report of the Power Range with Fib extensions for target hunting. Do your DD! You determine your risk tolerance. You are fully capable of making your own decisions. BA: Back Adjusted BuZ/BeZ: Bull Zone / Bear Zone NZ: Neutral Zone
CME_MINI:NQM2025Long
by mv3trader5
Trading the Impulse Rally Retracement — Price and Time Symmetry Trend is observed from an impulse run’s lowest/highest point and projected outwards in symmetrical fibonacci retracement via price/time from the first reversal candle to the end of the rally, creating crosshairs. These ‘crosshairs’ visually represent the trending ‘price distribution projection’ in price/time symmetry. Using this concept, I draw a ‘projection trend line’ from the bottom or top of the impulse run thru the projected 78.6% price/time retracement value, to identify the price distribution structure in a linear form. Now to introduce my STOP LOSS TRIANGLE. This is a concept of decaying price and time as an underlying move towards our theoretical projection, where if the underlying enters our built faded cross-section, the SL is triggered to avoid sideways consolidation and decaying contract premiums. This ‘right’ triangle that is ‘sclene’ by nature is created by taking the furthest projection in price/time symmetry (78.6%) and drawing a vertically placed straight line to the highest/lowest point in the rally previously identified. Here, I create a ‘right triangle’ by turning 90 degrees towards my final point, which is made by the nearest projection in price/time symmetry (38.2%). In its entirety, this forms the stop loss triangle. Come follow me on X @askHVtobidIV for more! CHEERS!
NASDAQ:NVDA
by splitmyIVandmelt
Historical Volatility Bottoming on NVDANASDAQ:NVDA HV10 (bi-weekly) printed a coiled low for me on Friday May 9th, where today we saw the spring on great macro news release. I expect volatility to continue its regression journey to quarterly means throughout the company earnings report into the end of the month. Should be a wild ride before consolidating with the broader markets. IV on the local monthly closed 50.48% -- this leaves a divergence still from HV10 to IV of 13.05% and is leaving a premium move capture to HV63 of 31%! This is why I love capturing a volatility sweeping move, because the premium per move is advantageous towards capital. I expect bi-weekly HV to trend up over the following week increasing our volatility range. CHEERS!
NASDAQ:NVDA
by splitmyIVandmelt
How to use Dynamic Market Structure to track market moves🔍 Idea Overview This chart demonstrates the effectiveness of the Dynamic Market Structure Indicator in live conditions, capturing key Break of Structure (BoS) and Change of Character (ChoCH) points. Each zone dynamically adapts based on price behavior and helps identify crucial turning points. 📌 Highlights from the Chart • ✅ Early BoS detection led to accurate identification of the bullish breakout before the major rally starting May 7. • ✅ Multiple successful ChoCH zones indicated potential reversal areas and pause zones during sideways consolidation. • ✅ The green (BoS) and red (ChoCH) horizontal zones aligned perfectly with price reaction levels, acting as reliable support/resistance. • ✅ During the pullback post-high, the indicator caught clear bearish ChoCH before price dropped nearly $2,000, showing high responsiveness. 📊 Summary of Performance • Rally captured from ~95,000 to ~104,000 with early BoS signals. • Sideways zones around 103,000–104,000 marked with structural shifts that predicted stalling. • Post-drop behavior accurately highlighted re-test of ChoCH zones before reversal attempts. ⚙️ Indicator Logic (Brief) • BoS (Green): Confirms trend continuation when structure breaks in the direction of the trend. • ChoCH (Red): Signals a potential trend reversal with key level break. No repainting. Zones are locked once confirmed. In volatile markets like BTC, accurate detection of structural shifts can define risk and opportunity. This indicator consistently tracked evolving zones and highlighted major inflection points — without lag or overfitting.
by TradeTechanalysis