Tuesday, November 29, 2016

COT Update

COT for US Indices
Instruments that show buying interest (3) from Dealer/Intermediary (sell-side participants)
UT

  • S & P
Neutral
  • None
DT
  • None



COT for Commodities
Instruments that show buying interest (3) by Producer/Merchant/Processor/User
Down Trend
  • Cocoa
  • Rough Rice
Neutral
  • None
Up Trend
  • Natural Gas

Instruments that show selling interest at extreme 
(2) only by Producer/Merchant/Processor/User
Up Trend
  • Coffee
  • Crude
  • Cotton
  • Copper
Neutral
  • None
Down Trend
  • None

Note
(1) COT Index >= 90, Buying interest at extreme
(2) COT Index <= 10, Selling interest at extreme
(3) COT Index >= 70, rising COT Index, monitor for trend reversal
Down Trend and Up Trend is based on 50 Simple Moving Average 

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