The present research studies the problem of high liquid definite volume assets price hedging at the commodity or stock exchanges. The pointed out hedging is realized by shaping the dynamic portfolio constituted by futures contracts on the given basic asset. More over this portfolio takes short position with respect to the mentioned asset. The goal of the corresponding portfolio management is the increasing of the weighted average price of the futures sales by executing the speculative trading operations described in a number of previous publications. Such management is elaborated by making use of the stochastic control theory and is based on the validity of the diffusion price model. On the other hand, the online management implies to provide the volume of futures having been sold inside an arbitrary time interval to be in some given range defined by the hedging parameters. The efficiency of the proposed approach is demonstrated on the example of the crude oil volume price hedging in the process of its postponed delivery to the refinery owner.