Roll Gap

What it means

Roll gaps are not normal trading-session gaps. They are created by switching to a different contract month with a different price level.

What to watch

Failing to separate roll gaps from true session gaps can distort level studies and backtests.

Where traders usually run into this

Roll Gap is most useful once it is tied to a concrete page, chart decision, or workflow question.

• Contract Roll keeps this term attached to a real glossary instead of leaving it as standalone jargon.
• Continuous Contract keeps this term attached to a real glossary instead of leaving it as standalone jargon.
• Gap keeps this term attached to a real glossary instead of leaving it as standalone jargon.

Best next page if this term is blocking you

If you understand the definition but still do not know what to do with it, start with Contract Roll. That page is the fastest way to see how roll gap shows up in a real glossary workflow.