Bullish
Neutral
Bearish
Weeks
Large S.
Com.
Small S.
Managed M.
Prod.
Swap D.
Other R.
Cot Index
2.8%
97.2%
11.7%
90.5%
97.1%
63.4%
2.5%
WillCo
8.5%
91.4%
49.6%
6.7%
91.9%
87.0%
8.4%
Pct long of OI
6.5%
77.9%
0.1%
0.0%
70.8%
6.3%
6.5%
Pct short of OI
4.1%
80.4%
0.1%
0.5%
78.4%
1.1%
3.5%

Commitments of Traders (CoT) Charts for GULF # 6 FUEL 3.0% SULFUR SWAP - NYME Futures Only

Explanation of the charts, indicators and data from the Commitments of Traders Reports

General information about the application, indicators and data

We are not responsible for the accuracy of the data, charts and evaluations. To improve website performance and minimize third-party queries, data is temporarily stored in the cache. Therefore, providing the latest closing price data may result in a delay of up to 60 seconds.

Net Positions and Price Chart

The ongoing futures prices are from other sources (eg: Quandl.com ) and are the closing prices of the day. "The data from the Commitments of Traders Reports (CoT ) are downloaded from the server of the US COMMODITY FUTURE TRADING COMMISSION (CFTC) every Friday shortly after publication and read into our own database.

What is the CoT Index?

The CoT Index represents the current net position of a market participant in relation to the highs and lows within a freely selectable period. The default setting was 156 weeks (about 3 years). However, this should be adapted to the own trade and the selected future.

What is the Williams Commercial Index (WillCo)?

The Williams Commercial Index puts the net position of a market participant initially in relation to the total open interest at the time of the respective net position. This data is then in accordance with the CoT index set in relation to the highs and lows within a freely selectable period. The default setting is 26 weeks. This corresponds to the period proposed in the books of Larry Williams.

More detailed information on the Commitment of Traders (CoT) data, e.g. the market participants (commercials, large speculators, small speculators, etc.) and the indicators can be found on our information page:

Knowledge


Price continuous [front month]
Commercials
Large Speculators
Small Speculators
Open Interest