Latest CFTC Release dated April 10, 2012:
|
Week (Data for Tuesdays) |
52 week Percentile / Comment (if applicable) |
|
45 |
|
|
27 |
|
|
59 |
|
|
35 |
|
|
4 – positioning most extreme since July 2007 |
|
|
73 |
|
|
29 |
|
|
20 |
|
|
35 |
|
|
35 – speculators flip to net short is bearish |
|
|
Crude |
73 |
The COT Index is the difference between net speculative positioning and net commercial positioning measured. A light blue colored bar indicates that the difference in positioning is the greatest it has been in 52 weeks (bullish) with speculators selling and commercials buying. A light red colored bar indicates that the difference in positioning is the greatest it has been in 52 weeks (bearish) with speculators buying and commercials selling. Crosses above and below 0 are in bold. Non commercials tend to be on the wrong side at the turn and commercials the correct side. Use of the index is covered closely in detail in my book.
Charts
Non Commercials (speculators) – Red
Commercials – Blue
Small Speculators – Black
COTDiff – Black
Volume on bottom
Chart prepared by Jamie Saettele, CMT
Chart prepared by Jamie Saettele, CMT
Chart prepared by Jamie Saettele, CMT
Chart prepared by Jamie Saettele, CMT
Chart prepared by Jamie Saettele, CMT
Chart prepared by Jamie Saettele, CMT
Chart prepared by Jamie Saettele, CMT
Chart prepared by Jamie Saettele, CMT
Chart prepared by Jamie Saettele, CMT
Chart prepared by Jamie Saettele, CMT
Crude
Chart prepared by Jamie Saettele, CMT
--- Written by Jamie Saettele, CMT, Senior Technical Strategist for DailyFX.com
To contact Jamie, e-mail jsaettele@dailyfx.com. Follow him on Twitter @JamieSaettele
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Jamie is the author of Sentiment in the Forex Market.
