Risk glossary

 

Moving average

The average of commodity prices constructed for a period as short as a few days or as long as several years, which shows trends for the latest interval. For example, a 30-day moving average includes yesterday’s figures; tomorrow, the same average will include today’s figures and will no longer show those for the earliest date included in yesterday’s average. Every day it records figures for the latest day and drops those for the earliest day.

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