Commitments of Traders positioning for 42 futures markets as reported by the CFTC for Tuesday November 19, 2024: Commercial, Non-Commercial and Non-Reportable positioning indexes on raw and OI-normalized bases, index momentum, WILLCO, sentiment and open-interest readings, with each model's setup verdict.
Raw 3-leg 95/5 full setups: Natural Gas (bullish). NPF 2-leg 80/20 full setups: Canadian Dollar (bullish), Euro (bullish), Mexican Peso (bullish), Swiss Franc (bullish), Heating Oil (bullish), Natural Gas (bullish), Russell (bearish), Soybean Oil (bearish), Coffee (bearish), Orange Juice (bearish).
| Positioning · Raw 3-leg 95/5 | Positioning · NPF 2-leg 80/20 | Index Momentum | Friction & Flow | Open Interest | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset Class | Asset | Tape Bias | Signals | Comm Index | NonComm Index | NonRept Index | Comm Index | NonRept Index | Comm Move | NonComm Move | NonRept Move | WILLCO | NonComm Sentiment | OI Z | Max Pain Pull |
| Crypto | Bitcoin | Bullish | 96 | 6 | 59 | 85 | 22 | +11 | -17 | +32 | 85 | 0 | +2.47 | – | |
| Crypto | Ethereum | Neutral | 63 | 30 | 63 | 63 | 40 | +7 | -18 | +39 | 63 | 24 | +4.06 | – | |
| Currencies | Australian Dollar | Bearish | 14 | 99 | 37 | 12 | 33 | +14 | -1 | -56 | 12 | 98 | -0.50 | – | |
| Currencies | British Pound | Neutral | 58 | 40 | 41 | 50 | 40 | +35 | -31 | -50 | 50 | 0 | -0.72 | – | |
| Currencies | Canadian Dollar | Bullish | 91 | 10 | 16 | 91 | 18 | +59 | -55 | -50 | 91 | 0 | +1.42 | – | |
| Currencies | Euro | Bullish | 96 | 3 | 15 | 96 | 19 | +26 | -22 | -34 | 96 | 5 | -1.12 | – | |
| Currencies | Japanese Yen | Neutral | 47 | 55 | 36 | 61 | 27 | +32 | -33 | -13 | 61 | 14 | -0.59 | – | |
| Currencies | Mexican Peso | Bullish | 97 | 5 | 6 | 93 | 9 | +13 | -11 | -3 | 93 | 11 | -1.83 | – | |
| Currencies | New Zealand | Bullish | 95 | 5 | 15 | 82 | 29 | +46 | -38 | -66 | 82 | 0 | +1.96 | – | |
| Currencies | Swiss Franc | Bullish | 79 | 39 | 5 | 100 | 0 | +58 | -45 | -62 | 100 | 0 | +0.12 | – | |
| Currencies | US Dollar | Bullish | 95 | 0 | 47 | 90 | 52 | -5 | +0 | +23 | 90 | 0 | +0.28 | – | |
| Energies | Crude Oil | Neutral | BEAR TREND | 78 | 33 | 0 | 77 | 0 | +7 | +2 | -31 | 77 | 59 | +0.23 | – |
| Energies | Gasoline | Bearish | 35 | 69 | 54 | 27 | 60 | -29 | +28 | +27 | 27 | 100 | -0.52 | – | |
| Energies | Heating Oil | Bullish | 99 | 1 | 11 | 99 | 10 | +22 | -27 | -4 | 99 | 1 | +0.83 | – | |
| Energies | Natural Gas | Bullish | 96 | 4 | 0 | 93 | 0 | +14 | -25 | +0 | 93 | 5 | +1.58 | – | |
| Equities | DOW | Neutral | 37 | 43 | 100 | 24 | 100 | +0 | -29 | +65 | 24 | 44 | -0.88 | – | |
| Equities | Nasdaq | Bearish | 21 | 82 | 35 | 27 | 30 | -19 | +19 | +5 | 27 | 75 | +1.06 | – | |
| Equities | Russell | Neutral | 11 | 77 | 100 | 13 | 100 | -6 | -6 | +23 | 13 | 57 | +1.09 | – | |
| Equities | S&P 500 | Neutral | 19 | 67 | 100 | 23 | 100 | -20 | +0 | +57 | 23 | 67 | +0.77 | – | |
| Fixed Income | 10-Year Note | Neutral | 81 | 28 | 61 | 86 | 64 | +7 | +6 | -37 | 86 | 64 | +0.60 | – | |
| Fixed Income | 2-Year Note | Bullish | 95 | 4 | 78 | 69 | 75 | +29 | -21 | -16 | 69 | 8 | +1.38 | – | |
| Fixed Income | 30-Year Note | Bearish | 17 | 72 | 55 | 16 | 40 | -3 | +14 | -29 | 16 | 85 | +2.81 | – | |
| Fixed Income | 5-Year Note | Bullish | 4-YR BUY EXTREME | 100 | 0 | 61 | 100 | 64 | +10 | -11 | -24 | 100 | 0 | +1.54 | – |
| Grains | Corn | Bearish | 3 | 97 | 24 | 3 | 42 | -45 | +44 | -9 | 3 | 96 | +1.67 | – | |
| Grains | Soybean | Neutral | 73 | 28 | 53 | 67 | 65 | +6 | -9 | +26 | 67 | 74 | +2.08 | – | |
| Grains | Soybean Meal | Bullish | 100 | 0 | 86 | 100 | 52 | +93 | -91 | -14 | 100 | 0 | +2.10 | – | |
| Grains | Soybean Oil | Bearish | 16 | 83 | 94 | 16 | 95 | +16 | -17 | +64 | 16 | 80 | +1.07 | – | |
| Grains | Wheat | Bullish | 100 | 0 | 26 | 100 | 49 | +79 | -80 | -10 | 100 | 0 | +1.24 | – | |
| Live Stock | Feeder Cattle | Bearish | 0 | 100 | 0 | 0 | 4 | +0 | +0 | +0 | 0 | 100 | +1.40 | – | |
| Live Stock | Lean Hogs | Bearish | 6 | 96 | 0 | 5 | 0 | +6 | -4 | +0 | 5 | 96 | +1.29 | – | |
| Live Stock | Live Cattle | Bearish | MACRO BEAR SETUP | 0 | 100 | 17 | 0 | 20 | +0 | +0 | +17 | 0 | 100 | +1.01 | – |
| Metals | Copper | Neutral | 52 | 48 | 54 | 41 | 64 | +27 | -25 | -18 | 41 | 9 | -0.18 | – | |
| Metals | Gold | Neutral | 95 | 5 | 67 | 75 | 62 | +64 | -63 | +15 | 75 | 0 | -0.30 | – | |
| Metals | Palladium | Neutral | 57 | 43 | 62 | 70 | 54 | -6 | +6 | +5 | 70 | 64 | +0.71 | – | |
| Metals | Platinum | Neutral | 37 | 62 | 55 | 43 | 43 | +26 | -21 | -7 | 43 | 62 | +1.42 | – | |
| Metals | Silver | Bullish | 87 | 7 | 15 | 85 | 34 | +51 | -50 | -35 | 85 | 7 | -0.81 | – | |
| Softs | Cocoa | Neutral | 51 | 39 | 77 | 37 | 71 | +51 | -61 | -8 | 37 | 53 | -0.81 | – | |
| Softs | Coffee | Bearish | STRUCTURAL BULL | 2 | 100 | 69 | 0 | 80 | -63 | +66 | +31 | 0 | 89 | -1.88 | – |
| Softs | Cotton | Bullish | 89 | 10 | 23 | 87 | 27 | +13 | -13 | -7 | 87 | 39 | +0.11 | – | |
| Softs | Lumber | Bearish | 23 | 76 | 38 | 18 | 44 | -39 | +32 | +14 | 18 | 100 | -0.55 | – | |
| Softs | Orange Juice | Bearish | MACD SELL | 0 | 74 | 90 | 4 | 95 | -77 | +20 | +52 | 4 | 84 | +0.75 | – |
| Softs | Sugar | Neutral | 67 | 27 | 61 | 65 | 66 | +11 | -11 | -10 | 65 | 48 | +0.35 | – | |
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