Futures for shares of OAO LUKOIL (LKU9): in the morning futures in contango LKU9 located at 100 points, while podrastaya by 13-00 Moscow time on 4.5% (Fig. 1).
Fig. 1 History baseline (within days)
1
The number of open positions from the start of trades increased by 5 000 and continues to remain at modest levels - 66 of 000 contracts (Fig. 2).
Fig. 2 Changes in the open position (within days)
2
In the long term, the market remains in the descending trend.
Volatility September putov outside money - higher than the September call outside money (Fig. 3). We are witnessing a volatility smirk, which indicates that the downward movement should be resumed.
Figure 3. Exchange IV (within days)
3
If you talk about the number of open positions, the maximum number of - at putah LK14000U9 (put max, Fig. 4), and Collen LK18000I9 (call max, Fig. 4).
Figure 4. Levels optional support /resistance
4
The most likely scenario: consolidation in the region of 14 000.
Least likely scenario: a return to the levels of resistance in the area of 18 000.
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