Tuesday, December 1, 2015

COT (Commitments of Traders)

Reminder, the information is as of 24 Nov 2015 (US TIme)

Indices  
Instruments that show buying interest from Dealer/Intermediary (sell-side participants)
UT

  • S&P (decreased for 1st week)
  • Russell (decreased for 1st week)
Neutral 
  • None
DT 
  • None
 
Commodities
Instruments that show buying interest (3) by Producer/Merchant/Processor/User
Down Trend
 
  • Soybean Meal (1)
  • Natural Gas
  • Gold
  • Silver
  • Copper
  • Palladium
  • Platinum (1)
Neutral
  • Coffee Arabica (1)
  • Wheat (1)
  • Lumber
Up Trend 
  • None

Instruments that show selling interest at extreme
(2) only by Producer/Merchant/Processor/User
Up Trend
 
  • Raw Sugar
Neutral 
  • None
Down Trend 
  • Crude

Note
(1) COT Index >= 90, Buying interest at extreme
(2) COT Index <= 10, Selling interest at extreme

(3)
COT Index >= 70, rising COT Index, monitor for trend reversal 

Down Trend and Up Trend is based on 50 Simple Moving Average  

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