COT Signal Matrix — week of November 19, 2024

Commitments of Traders positioning for 42 futures markets as reported by the CFTC for Tuesday November 19, 2024: Commercial and Speculator positioning indexes on raw and OI-normalized bases, index momentum, WILLCO, sentiment and open-interest readings, with each model's setup verdict.

Raw CLS 95/5 full setups: Natural Gas (bullish). NPF CS 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).

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Explore this week interactively: Signal Heatmap · Crowding Strip · Crowdedness Board · Model Divergence

				Positioning · Raw CLS 95/5			Positioning · NPF CS 80/20		Index Momentum			Friction & Flow		Open Interest
Asset Class	Asset	Tape Bias	Signals	Comm Index	Lrg Index	Sml Index	Comm Index	Sml Index	Comm Move	Lrg Move	Sml Move	WILLCO	Inst 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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