Nov 6th – The Churn continues

Churning in the Market. Nat Gas plunges to test Fibonacci levels, ADM catches a bid, and NVLS tips over.


The is no direction, but the bearish case continues to establish itself. My portfolio remains under some pressure, but by the end of day the market had a strong day. The SPX was up 18, and the Dow 119.
By the end of the day the acct looked better, and I am just .1% from my high NAV. Whew. I was happy to trade my way out of the potential mess.
I have been watching ADM and a few others this morning.
But first, a little laugh. I hold these type of memories with my kids as the most precious things I have. This Vid is a simple reminder.

My trades:
LOW – I have fully exited this position. 4 units of 27.5p calendar for .25, and 2 units of 30c. The Dec 30c premium was incredibly low, and I just wanted out. I exited the spread for .18. I lost .02 + commission. Very manageable when the trade went against me that much. I Made .03 on the 27.5p spread. So I pretty much scratched this trade. I did make a nice profit earlier in the week when I was buying for .17 and selling for .26. Overall a decent trade.
ADM – I was listening to the conf call this morning. The stock shot upward to 37.50, my stress test was accurate and currently the spread Dec/Jan 35p bought for .19-.25, is trading for .30. With a little pullback in price this spread should work very well.
NVLS – 1 unit of Dec 27.5/30c vertical for .65, and exited the same number of Nov/Dec 27.5p calendars @ .60. With the stock at the bottom of it’s range, I changed things up a little and “Texas Hedged” this position. NVLS has recently added to its stock repurchase program. Perhaps it will help. @ 26 my spread reaches it’s breakeven, a price at which this spread turns Theta Negative. A move upward in the underlying will do wonders for the position. A move below, will still allow me to get out with a 90+% profit in this trade.
Updates:
UNG- rebounded to the backside of the 38% retracement($41.88) and then headed lower. I will adjust my collar @ the 61.8% retracement (40.35) by selling the 43p and buying the 40p as protection. UPDATE – I sold the Nov 43p and bought the Nov 40p for a credit of $2, the underlying was printing @ 40.18. Let’s run Natty Gas! So far the Collar strategy is up about $80 per 100sh, over just owning the underlying.
USB – the underlying rallied a bit today. I am happy to see this. The more it sits in the channel the better I will do as we move toward Dec expiry. I would pick more of this up @ .15 if I didn’t have so much already. In fact, I may look at some possibilities tomorrow.
PGH – I am riding this uptrend unhedged. It has broken above 19.17 previous high. The trend looks to be my friend here. I may even use a “retarded” strategy of the covered call, selling the 20 calls against my position as there are previous highs @ 19.60 back in July.
The Outlook: for me I am bearish, at least for a few hundred more DOW points:
DIA%2011.6.gif
The reason: Technically it makes sense we at least test the 50% retracement to 13,715 (tertiary trendline & 50% fibo), My money is the test down to the 200MA & 61.8% levels (13,177), and if there is the secondary trendline so far away? I would have like to have been more alert to the fact that no long after the Dow hit the top of the channel it then broke its trendline and formed a Wave 5 top. These tops often make a full retracement to the bottom of the wave 4 (12,500).
The SPY daily is slightly positive:
SPY%2011.6.gif
The SPY seems less bearish to me, albeit still short term bearish. The Wave counts are setting up for a strong end of year. I would like to see a move to the bottom of the channel which would bring down to around 147.35 (50% retracement). My guess, is that it will hit the 200 day MA, run through stops, and the volume will lighten down to the 50% fibo, then recover. That is what I will be look for anyway. I will be looking to go long as it breaks this daily downtrend.
Conclusion: From reading these two graphs, my thought is this. Global Growth (DOW) is a very crowded trade and it is in need a great shake out. Also, I have been looking to get long MTW and the XLB (S&P materials), and when I decide to go long it is a good time to fade my late-to-the-party-charlie tendencies. Also, the downfall of the dollar is good for the S&P earnings as an export trade. So, long S&P, short Dow, and long live selling Volatility into the panic.

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