Price direction vs open interest direction regime classification
| Commodity | Category | Regime | Price Chg | OI Chg | OI %ile | OI RoC | OI Trend | Confirmation |
|---|---|---|---|---|---|---|---|---|
| Crude Oil | Energy | Strong Trend | +30.0% | +9.72% |
100.0% |
+18,627/wk | No Signal | |
| Gasoline Rbob | Energy | Strong Trend | +52.34% | +10.51% |
98.9% |
+4,444/wk | No Signal | |
| US Treasury 5Y Note | Interest Rates | Capitulation | -0.16% | +10.64% |
96.9% |
+70,920/wk | No Signal | |
| US Treasury 10Y Note | Interest Rates | Capitulation | +0.64% | +9.98% |
96.0% |
+54,171/wk | No Signal | |
| Soybeans | Grains | Strong Trend | +9.35% | +8.94% |
93.4% |
+7,871/wk | No Signal | |
| Sugar No 11 | Softs | Distribution | -9.21% | +11.91% |
86.8% |
+11,220/wk | No Signal | |
| Brazilian Real (BRL) | Currencies | Capitulation | -3.28% | +47.48% |
83.9% |
+4,299/wk | No Signal | |
| Swiss Franc (CHF) | Currencies | Capitulation | +2.16% | -6.38% |
83.2% |
-660/wk | No Signal | |
| Euro (EUR) | Currencies | Capitulation | -0.9% | -7.67% |
81.2% |
-7,570/wk | No Signal | |
| US Treasury Bond | Interest Rates | Capitulation | +1.69% | +9.27% |
80.4% |
+17,280/wk | No Signal | |
| Natural Gas | Energy | Capitulation | -26.84% | +2.85% |
74.7% |
+4,491/wk | No Signal | |
| Rough Rice | Grains | Short Covering | +5.62% | -13.07% |
72.4% |
-194/wk | No Signal | |
| Cotton No 2 | Softs | Capitulation | +0.94% | +7.66% |
72.1% |
+2,283/wk | No Signal | |
| Australian Dollar (AUD) | Currencies | Short Covering | +6.35% | -15.35% |
70.1% |
-4,510/wk | No Signal | |
| Japanese Yen (JPY) | Currencies | Capitulation | -0.78% | -2.62% |
67.7% |
-996/wk | No Signal | |
| NASDAQ 100 Consolidated | Equity Indices | Capitulation | -0.41% | -29.39% |
67.1% |
-11,870/wk | No Signal | |
| Wheat | Grains | Capitulation | +9.62% | -2.03% |
64.6% |
-944/wk | No Signal | |
| S&P 500 Consolidated | Equity Indices | Capitulation | +0.62% | -18.62% |
63.7% |
-46,626/wk | No Signal | |
| Copper | Metals | Capitulation | +8.85% | +1.69% |
61.6% |
+435/wk | No Signal | |
| Fed Funds | Interest Rates | Capitulation | -0.21% | -9.73% |
58.4% |
-25,173/wk | No Signal | |
| Live Cattle | Livestock | Strong Trend | +6.78% | +6.01% |
52.7% |
+1,937/wk | No Signal | |
| Corn | Grains | Capitulation | +2.68% | +8.77% |
51.5% |
+13,348/wk | No Signal | |
| New Zealand Dollar (NZD) | Currencies | Capitulation | +2.05% | -31.23% |
46.1% |
-3,247/wk | No Signal | |
| British Pound (GBP) | Currencies | Capitulation | +0.01% | -12.81% |
45.9% |
-3,614/wk | No Signal | |
| DJIA Consolidated | Equity Indices | Capitulation | +0.58% | -18.91% |
45.1% |
-1,707/wk | No Signal | |
| Mexican Peso (MXN) | Currencies | Capitulation | +2.16% | -38.3% |
39.5% |
-14,003/wk | No Signal | |
| Bitcoin | Cryptocurrencies | Capitulation | -21.78% | -6.46% |
36.4% |
-158/wk | No Signal | |
| VIX | Equity Indices | Capitulation | -0.66% | -11.74% |
36.2% |
-4,782/wk | No Signal | |
| Platinum | Metals | Short Covering | +21.02% | -25.48% |
31.1% |
-2,474/wk | No Signal | |
| Palladium | Metals | Short Covering | +11.06% | -25.56% |
28.5% |
-564/wk | No Signal | |
| Cocoa | Softs | Distribution | -51.27% | +45.35% |
27.4% |
+5,412/wk | No Signal | |
| Canadian Dollar (CAD) | Currencies | Capitulation | +0.94% | -8.95% |
23.8% |
-2,187/wk | No Signal | |
| Coffee C | Softs | Capitulation | -16.59% | +2.25% |
18.6% |
+361/wk | No Signal | |
| Dollar Index (DXY) | Currencies | Capitulation | +0.38% | -2.87% |
15.3% |
-78/wk | No Signal | |
| Silver | Metals | Short Covering | +34.84% | -17.96% |
15.2% |
-2,747/wk | No Signal | |
| Russell 2000 Mini | Equity Indices | Capitulation | +3.12% | -21.33% |
13.7% |
-10,742/wk | No Signal | |
| Gold | Metals | Short Covering | +19.56% | -10.81% |
9.0% |
-5,091/wk | No Signal | |
| Orange Juice | Softs | Short Covering | +14.62% | -31.79% |
0.0% |
-361/wk | No Signal |
Open interest is the total number of outstanding futures contracts that have not been settled. When OI rises, new money is entering the market. When OI falls, money is leaving.
Ranks current open interest within its 3-year range (0-100%). High percentile means OI is near historical highs — there's a lot of interest in this market.
Compares the OI regime with the COT contrarian signal. When they agree (e.g., Strong Trend + Bullish Signal), the setup is confirmed. When they conflict, exercise caution.