COT Signal Matrix — week of December 03, 2024

Commitments of Traders positioning for 42 futures markets as reported by the CFTC for Tuesday December 03, 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: Nasdaq (bearish), Orange Juice (bearish). NPF CS 80/20 full setups: Bitcoin (bullish), Canadian Dollar (bullish), Mexican Peso (bullish), Heating Oil (bullish), Natural Gas (bullish), Nasdaq (bearish), Orange Juice (bearish).

Positioning · Raw CLS 95/5Positioning · NPF CS 80/20Index MomentumFriction & FlowOpen Interest
Asset ClassAssetTape BiasSignalsComm IndexLrg IndexSml IndexComm IndexSml IndexComm MoveLrg MoveSml MoveWILLCOInst SentimentOI ZMax Pain Pull
CryptoBitcoinBullish8916368415-2+1+28422+1.74
CryptoEthereumNeutral6426736339+4-12+286314+4.43
CurrenciesAustralian DollarBearish1791511649+12-5-351684-0.19
CurrenciesBritish PoundNeutral78253736+41-36-62730+0.08
CurrenciesCanadian DollarNeutral7328218016+9-10+98021+0.80
CurrenciesEuroBullish4-YR BUY EXTREME10001910022+0+0-131000-0.74
CurrenciesJapanese YenNeutral2875364028+3-4-14051-0.46
CurrenciesMexican PesoBullish991109716+10-11+10972-1.56
CurrenciesNew ZealandBullish962218535+41-38-43854+2.40
CurrenciesSwiss FrancBullish8127209721+38-25-52970+0.37
CurrenciesUS DollarBullish950619059+10-13+32900+0.30
EnergiesCrude OilNeutral73389729-8+17-147271+0.47
EnergiesGasolineBearish3772292434-12+19-2024100-1.21
EnergiesHeating OilBullish4-YR BUY EXTREME10001310012+11-6-91001+0.07
EnergiesNatural GasBullish89134904-11+13-19017+1.12
EquitiesDOWNeutralMACD BUY4253483744+3-9+03737+0.23
EquitiesNasdaqBearish0100211321-68+69-313100+1.76
EquitiesRussellNeutral226310024100+17-30+132429+1.41
EquitiesS&P 500NeutralMACD BUY716947493+39-68+47746+0.81
Fixed Income10-Year NoteNeutral7930619165+14-5-209177-0.44
Fixed Income2-Year NoteNeutral6928674768-16+19-214756+0.83
Fixed Income30-Year NoteNeutral2564532245+2+6-222268+1.76
Fixed Income5-Year NoteBullish9196010068-5+1-2010028+0.46
GrainsCornBearish69150358-22+22+12388+0.67
GrainsSoybeanNeutral7525686877+4-5+76864+2.19
GrainsSoybean MealBullishBULL TREND991689941+70-69-4991+1.54
GrainsSoybean OilNeutral4259384240+42-41-624250+0.55
GrainsWheatBullishBULL TREND100098100100+67-67+431000+0.27
Live StockFeeder CattleBearishMACRO BEAR SETUP0100003-6+0+00100+2.73
Live StockLean HogsBearishMACRO BEAR SETUP4-YR SELL EXTREME010014028+0+0-40100+1.41
Live StockLive CattleBearish0100003+0+0-50100+0.95
MetalsCopperNeutral5843404851+25-20-46482-0.47
MetalsGoldNeutral673254370+54-51-21331-1.25
MetalsPalladiumNeutral5247727062+3-3+57067+0.32
MetalsPlatinumNeutral4156865163+41-44+645156+1.74
MetalsSilverBullish962158354+96-98-3832-1.32
SoftsCocoaNeutral8116394545+61-68+284557-0.44
SoftsCoffeeNeutral4851383143-5+3+103151-0.99
SoftsCottonBearish7822207625+4-4-67684-0.18
SoftsLumberBearish2575332038-43+38+220100-0.56
SoftsOrange JuiceBearishBEAR TOP0100100090-74+100+480100+1.77
SoftsSugarNeutral6533486352+6-1-236363+0.46

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