Inspect or download plotted observations
Table shows up to the latest 1,500 plotted records. The CSV contains all plotted observations.
THE MARKET LANDSCAPE
Compare each market with its own positioning history. Select a row to inspect the evidence.
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Low/high percentiles mean unusually short/long relative to the selected history—not a probability of reversal. Curve spread uses the nearest available delivery and a delivery at least 3 months later.
DELIVERY PRICES, ON A COMMON SCALE
How expensive is later delivery—and how has that changed?
Choose up to four markets · ● local price data available · ○ no price import
Table shows up to the latest 1,500 plotted records. The CSV contains all plotted observations.
Contango means later delivery costs more than the near contract. Backwardation means later delivery costs less. A seasonal hump can contain both. These are delivery prices today, not a forecast of where the front month will trade later.
Percentage comparisons require positive prices. No missing contracts are filled, interpolated into observations, or extrapolated. Historical spreads can change because the eligible delivery pair changes.
Front rolling uses price changes while each contract is held; the roll gap itself is not cash profit. TradingView B-ADJ shifts earlier history by an amount: percentage returns from its shifted starting price are not valid account returns.
TURN A THESIS INTO DOLLARS
A fixed dated contract, an explicit exit assumption, and an honest return denominator.
YOUR SCENARIO
Enter your thesis on the left. Results will show dollar P&L, cost, exposure and the effect on entered account capital.
KNOW WHAT IS OBSERVED
CFTC positioning is bundled. Dated price imports stay on this browser and are never uploaded.
START HERE
Choose markets and a window. Export a batch of dated contracts at once, then import the resulting files below.
Candidate symbols are not confirmed listings. Plans and observed coverage are separate; missing quotes never become invented prices. For seasonal comparison beyond the selected lookback, collect additional prior years using the manual month range below.
Import multiple daily TradingView CSVs, a generated wide panel, or a long-format table. Never use a continuous 1! chart as a dated contract.
Long format:
date,contract,close,volume,openInterest. Wide:
time,NYMEX:HOX2026,NYMEX:HOZ2026,…. Daily dates
only. The generated panel includes an explicit trading-session
date; ordinary overnight CSV timestamps may refer to the
preceding calendar day. Conflicting duplicate observations are
rejected.
Generate Pine scripts with up to 20 dated contracts per batch. Add each script to a daily TradingView chart, then export chart data with indicator values.
Script output is close data; TradingView export/history limits still apply. Choose a liquid same-exchange chart. Missing symbols remain missing. Contract names are generated from listed-month conventions and require symbol availability checks.
Download a backup to move imports and preferences to another device.
No login or cloud sync. Browser storage can be cleared or unavailable. Export a backup after important imports. Imported prices are personal workspace data; public redistribution rights are separate.
Positioning is descriptive context. Extremes can persist through strong trends. Physical commercial businesses hedge inventory and future production; their futures positions are not a reliable standalone directional forecast. Opposing trader categories are partly offsetting by construction.
The historical ranking screen has not established a tradable reversal edge. A valid strategy test must use publication dates, actual dated contracts, costs and a declared roll rule. We do not manufacture missing histories.
CFTC reports ↗ · TradingView MCP documentation ↗
The TradingView MCP is not connected to this app. No broker credentials or trading access are used. Futures quotes and historical redistribution may require a licensed data provider. Importing your own exports is the supported price-data path for this release.
Future curves refer to observed delivery prices, not future candles. Neither a forward curve nor a scenario is backtest evidence.