Last Trading Day: The last day on which trading may occur in a given futures or option.
Legging: This is the term used to describe a risky method of implementing or closing out a Spread strategy one side (“leg”) at a time.  Instead of utilizing a “spread order” to insure that both the written and the purchased options are filled simultaneously, the investor gambles that a slightly better deal can be obtained on the price of the Spread by implementing it as two separate orders.
Leverage: The ability to control large dollar amounts of a commodity with a comparatively small amount of capital.
Limit Move: The largest one-day price move allowed in a future contract, up or down. During limit up and limit down days, it is impossible for traders to trade at a price above a limit up move or at a price below a limit down move.
Limit Order:

A trade order with a specified execution price, e.g., "Buy 100 shares of Microsoft at 147 3/4," or, "Sell 10 June T-bonds at 118 17/32 limit." Your broker cannot pay more than 147 3/4 for your shares or sell for less than 118 17/32 for your contracts.

 

A standard limit order is good for the remainder of the day it is entered unless you give specific instructions to cancel the order. At the end of the day, your broker will cancel the order automatically, and you will have to place it again the next day if necessary.

Liquidate:

For example, to take a second futures or options position opposite to the initial or opening position. TO sell (or purchase) futures contracts of the same delivery month purchased (or sold) during an earlier transaction or make (or take) delivery of the cash commodity represented by the futures market. Also referred to as Offset.

Liquidity: The amount of trading activity, and thereby the ease with which you can get in and out of a market. Measured by volume (and open interest in the case of futures markets).
Local: A member of an exchange who trades for his own account or fills orders for customers.
Long: Purchasing an asset with the intention of selling it at some time in the future.  An asset is purchased long given the expectation of an increase in its price.
Low: The lowest price of the day for a particular contract.
Low-level Pattern: A pattern that develops near the bottom of the recent trading range. For example, a consolidation that occurs at the bottom of a downtrend could be called a "low-level consolidation."

    

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