Thanks guys. I'll go with the assumption that CL can handle up to about 10 lots for daytrading. That's plenty for now, but not for long term. I trade ES as well, but hate the indecisive price action, usually just ends up scalping for a couple of pts, not my style. Perhaps I'll look into the Russell, it seems to have a much higher daily ATR than ES, but with much less liquidity. I suppose there's no such thing as the perfect trading vehicle for everyone.

Personally, I'm partial to CL. I love the way it moves... very liquid with nice trends.