Futures Pages: Support and Documentation

The Commodities Trading Signals Summary is a complete guide of today's Opinions. The Summary Page links to a detailed page for each Indicator's Buy/Sell/Hold rating.

The first category on the Summary page—the Overall Opinion—lists the commodity contracts that are at a 100% buy or a 100% sell configuration. The second category—Today's New Indicators—contains the listing of commodity contracts whose indicators have changed to a new buy, sell or hold signal for the time period selected at the top of the Summary page.

Each of these lists have a subset of contracts, which can be accessed by clicking on the contract listing for each box.

Time Frame

Current   |   Daily

There are two time frames to choose from:

• Current - The list of commodity contracts to display on the Summary page is updated every 10 minutes throughout the trading day. You will see new price data appear on the Detailed page, as indicated by a yellow "flash". However, commodities are not automatically added or removed from the Summary page until the site performs its 10-minute update.
  
  
• Daily - The list of commodity contracts to display on these pages is updated once a day at approx. 8pm EST. Opinions for each indicator are calculated using the closing data from the previous trading session.
  
  

Indicator Pages

When you click the link to view stocks for a specific indicator (the new Buys, Holds, or Sells), you are presented with an Indicator page showing all the ticker symbols in that group.

Note: The Indicator page shows each contract's Overall Opinion – the combination of all 13 technical indicators – as well as its combined Short, Medium and Long-Term Opinion for the time period selected on the Summary page. In the example below, you are viewing the futures contracts that have Current New Hold Signals for TrendSpotter. The Opinions shown are NOT just the opinions for TrendSpotter, but rather the overall percentages for all 13 indicators.

Clicking on the $ icon in the Links column will show the performance summary of this trading strategy over the past 5-years:

Views

The Detailed Indicator pages contains three standard views, and FlipCharts are available for the contracts listed on the page. My Barchart members also have the option to display the data using any Custom View you've created, and the data can be downloaded to Excel. Each view contains links to the Detailed Quote, Chart, Opinions, Cheat Sheet, and Performance pages.

• Main View: Name, Contract, Last price, Change, Today's Opinion, Short Term Opinion, Medium Term Opinion, and Long Term Opinion.
  
  
• Technical View: Contract, Last price, Today's Opinion, 20-Day Relative Strength, 20-Day Historic Volatility, 20-Day Average Volume, 52-Week High and 52-Week Low.
  
  
• Performance View: Contract, Last price, Weighted Alpha, YTD Moving Average, YTD Percent Change, 1-Month, 3-Month and 1-Year Percent Change.

The Main View is initially sorted by Symbol. You can re-sort the page by clicking on any of the column headings:

To be included in the Commodities Trading Signals Summary page, a commodity contract must have at least 6-months of history in order to calculate an Opinion and a last month's Opinion.

The Most Active Futures page lists the commodity contracts with the greatest volume for the day. The page can be classified by Futures Grouping (Full List, Currencies, Energies, Financials, Grains, Indices, Meats, Metals or Softs).

The pages are initially sorted in descending Volume sequence. You can re-sort the page by clicking on any of the column headings:

The Most Active Futures pages are updated with every page refresh. When moving between Views (Main, Technical, Performance), the list of contracts remains the same. However, each View may sort the contracts differently, resulting in a different ordering of the contracts than presented on the Chart View.

The page contains three standard views, and FlipCharts are available for the contracts listed on the page. My Barchart members also have the option to display the data using any Custom View you've created, and the data can be downloaded to Excel. Each view contains links to the Detailed Quote, Chart, Opinions, and Options for individual contracts.

• Main View: Name, Contract, Last price, Change, Percent Change, Volume, and Time of last trade (EST).
  
  
• Technical View: Contract, Last price, Today's Opinion, 20-Day Relative Strength, 20-Day Historic Volatility, 20-Day Average Volume, 52-Week High and 52-Week Low.
  
  
• Performance View: Contract, Last price, Weighted Alpha, YTD Moving Average, YTD Percent Change, 1-Month, 3-Month and 1-Year Percent Change.

 

Futures Momentum is a listing of the strongest futures contracts, ranked by Weighted Alpha over the past 1-year. Futures Momentum is initially displayed using the Chart View, which graphs Bullish Momentum as green bars (highest Weighted Alpha), followed by Bearish Momentum as red bars (lowest Weighted Alpha) and shows ALL 63 major commodities.

Hint: Use the Main View to see the top and bottom ten specific contracts that appear on the Chart View, along with their Weighted Alpha.

The Futures Momentum page is re-ranked every 10 minutes. During active trading, you will see the latest price data (Last, Change, High, Low) when on the Main, Technical, and Performance Views. Please note that each View may sort the contracts differently resulting in a different ordering of the contracts as presented on the Chart View, and that prices are not automatically updated at 10-second intervals as are other pages on the site.

Views

The Futures Momentum page contain four standard views, and FlipCharts are available for the symbols listed on the page. My Barchart members also have the option to display the data using any Custom View you've created, and the data can be downloaded to Excel. Each view (other than the Chart View) contains links to the Detailed Quote, Chart, Opinions, Cheat Sheet, and Options pages.

• Chart View: Displays a graph showing Bullish Momentum as green bars (highest Weighted Alpha), followed by Bearish Momentum as red bars (lowest Weighted Alpha) of ALL 63 major commodities. Click on any Commodity Name to view the quote for that commodity.
  
  
  
  
• Main View: Name, Contract, Weighted Alpha, Last price, Change, High, Low, and the last Trade Time (EST). This view only shows the top and bottom ten Bullish and Bearish Momentum contracts, whereas the Chart View shows all.
  
  
• Technical View: Contract, Last price, Today's Opinion, 20-Day Relative Strength, 20-Day Historic Volatility, 20-Day Average Volume, and the 52-Week High and Low. This view only shows the top and bottom ten Bullish and Bearish Momentum contracts, whereas the Chart View shows all.
  
  
• Performance View: Contract, Last price, Weighted Alpha, YTD Moving Average, YTD Percent Change, 1-Month, 3-Month and 1-Year Percent Change. This view only shows the top and bottom ten Bullish and Bearish Momentum contracts, whereas the Chart View shows all.

Weighted Alpha

Barchart's "Weighted Alpha" indicator allows traders to quickly spot commodities that have shown a strong rally over the past 1-year and which may continue to rally.

Alpha is a measure of how much a contract has risen or fallen over a 1-year period. Barchart.com takes this Alpha (i.e., the measure of how much a contract has changed in the 1-year period) and weights this, assigning more weight to recent activity, and less (0.5 factor) to activity at the beginning of the period. Thus the weighted alpha is a measure of 1-year growth with an emphasis on the most recent price activity.

A futures contract whose price has risen over the 1-year period will have a positive Weighted Alpha. A futures contract whose price has not changed in the period will have a small Weighted Alpha and a futures contract whose price has dropped over the period will have a negative Weighted Alpha.

The Weighted Alpha is limited in the amount it may change from one day to the next, thus eliminating large price jumps from the calculation.

Hot Futures is a listing of the most volatile futures contracts, ranked by Standard Deviation and compared to their past 20-periods of data (depending on the Time Frame chosen at the top of the page). Hot Futures is initially displayed using the Chart View, which graphs Bullish Movers as green bars (highest Standard Deviation), followed by Bearish Movers as red bars (lowest Standard Deviation) and shows ALL 63 major commodities.

Hint: Use the Main View to see the top 10 specific commodity contracts that appear on the Chart View, along with their Weighted Alpha.

The Hot Futures page is re-ranked every 10 minutes. During active trading, you will see the latest price data (Last, Change, High, Low) when on the Main, Technical, and Performance Views. Please note that each View may sort the contracts differently resulting in a different ordering of the contracts as presented on the Chart View, and that prices are not automatically updated at 10-second intervals as are other pages on the site.

Views

The Hot Futures page contain four standard views, and FlipCharts are available for the symbols listed on the page. My Barchart members also have the option to display the data using any Custom View you've created, and the data can be downloaded to Excel. Each view (other than the Chart View) contains links to the Detailed Quote, Chart, Opinions, Cheat Sheet, and Options pages.

• Chart View: Displays a graph showing Bullish Movers as green bars (highest Standard Deviation), followed by Bearish Movers as red bars (lowest Standard Deviation) Click on any Commodity Name to view the Quote for that commodity.
  
  
  
  
• Main View: Name, Contract, Weighted Alpha, Last price, Change, High, Low, and the last Trade Time (EST). This view only shows the top and bottom ten Bullish and Bearish Movers, whereas the Chart View shows all.
  
  
• Technical View: Contract, Last price, Today's Opinion, 20-Day Relative Strength, 20-Day Historic Volatility, 20-Day Average Volume, and the 52-Week High and Low. This view only shows the top and bottom ten Bullish and Bearish Movers, whereas the Chart View shows all.
  
  
• Performance View: Contract, Last price, Weighted Alpha, YTD Moving Average, YTD Percent Change, 1-Month, 3-Month and 1-Year Percent Change. This view only shows the top and bottom ten Bullish and Bearish Movers, whereas the Chart View shows all.

Time Frames

Current  |  Daily  |  Weekly  |  Monthly

There are four time-frames to choose from:

• Current - The list of commodity contracts to display on the Current pages is updated every 10 minutes throughout the trading day. Standard Deviation is calculated using today's most recent price data, plus the previous 19 days of prices.
  
  
• Daily / Weekly / Monthly - The list of commodity contracts to display on these pages is updated once a day. The list of contracts that appear on the Daily / Weekly / Monthly pages will not change until approx. 8pm EST for the Daily page and approx. 9pm EST for the Weekly and Monthly pages. Daily Hot Futures is calculated using the last 20 end-of-day prices, Weekly Hot Futures is calculated using the last 20 weekly prices and Monthly Hot Futures is calculated using the last 20 monthly prices.

Standard Deviation

Price movement on the Hot Futures page is defined in terms of the number standard deviations a contract has moved in the latest trading session.  Defining price movement in terms of standard deviations is preferable to using percentage change because using standard deviations puts all the commodities on a level playing field.  There are categories of commodities that are typically more volatile and have larger percentage price changes than other commodities. If we used percentage change to define price movement, then high-volatility commodities would always dominate the Hot Futures list and we would miss lower-volatility commodities that might have an unusually large movement on a particular day.

In order to calculate the number of standard deviations that a contract moves in the latest session, we use the following formula:

Today's price movement in terms of number of 20-day standard deviations = ln (latest close/previous close) / ((20-day historical volatility/100)/square root of 252))

In this formula we are simply comparing the latest price change to the standard deviation of the price returns over the last 20 sessions.  We are using the "price return" for the daily change because this is how historical volatility is calculated.  A "price return" is simply the natural log of the latest close divided by the previous close.  Historical volatility is the measure that we use for the comparison in the denominator of our equation because historical volatility is simply defined as the standard deviation of the price returns, factored up to an annualized number.  Since historical volatility is typically expressed as an annualized number, we need to reduce it to a daily figure for our daily Hot Futures calculation by dividing it by the square root of 252 (i.e., the approximate number of trading days in a year).

Let's look at an example. August ICE Brent Crude (symbol: CBQ10) on the close of Tuesday, July 13, 2010 had the following input figures:  7/13/2010 close was $76.65, 7/12/2010 close was $74.37, and the 20-day historical volatility on 7/13/2010 was 27.39%.  Let calculate how many standard deviations RJU10 moved on 7/13/2010:

Ln (76.65/74.37) / ((27.39/100)/square root of 252) = 1.75

This indicates that August ICE Brent Crude on July 13, 2010 moved by 1.75 standard deviations, which is an unusually large move.  According to the normal distribution curve, we would expect a move of more than two standard deviations less than 5% of the time, indicating how unusually large ICE Brent Crude’s price change was on July 13.

The Hot Futures report is also available for weekly and monthly price changes, in which case the price change over the past week or month is divided by the 20-week or 20-month standard deviation, respectively.

Interpretation
The movement of a commodities contract in terms of its standard deviation is also useful to traders because it can be translated into probability terms.  According to the normal distribution bell curve, a commodities contract will show a move of less than one standard deviation (plus or minus) about two-thirds of the time, a move of less than two standard deviations 95% of the time, and a move of less than three standard deviations 99% of the time.  Thus, if a trader sees a commodities contract that has moved 3 standard deviations, the odds of that event are only 1% (or 1 in 100), meaning that contract is showing a major move from a statistical standpoint that is outside the realm of normal statistical expectations.

Futures Market Heat Maps provide a quick visual view of the markets and how they are performing on the day, as well as how they are performing versus other sectors. Heat Maps allow you to scan the markets quickly, compare sectors, and click on a market to drill down further.

• Rising markets are depicted in green with falling markets in red.
• Click on any market to see a detailed heat map.
• Hover on a contract to see the price details.
• Click on a contract to get a quoteboard.

Futures Heat Maps are updated every 10 minutes throughout the trading day. Futures prices are delayed 10 minutes, per exchange rules, and trade times are listed in CST.

Use this page to view End-of-Day futures prices by Exchange, or show End-of-Day prices for grouping within Exchange.

The first page allows you to select from the futures exchanges carried on the website.

Once you select an Exchange or a grouping within an Exchange, the detailed page shows End-of-Day prices with the Contract Name and Month, Last price, Change, Open, High, Low, Volume and Open Interest. It also provides a total for Daily Volume and Open Interest. Each contract has links to the Chart, Options, and Opinions pages.

Note: End-of-Day prices are updated at approx. 7p.m. CST for the day's session.

The Futures Specifications By Market page provides a complete look at contract specs, as provided by the exchanges. You may use the links at the top of the page to find contract specifications by market category (Currencies, Energies, Financials, Grains, Indices, Meats, Metals and Softs).

Specifications for futures contracts include:

• Sym - the root symbol for the commodity.
• Contract - a description of the commodity. (P) indicates pit-traded.
• Exch - the exchange on which the commodity is traded.
• Trading Hours - the days and hours in which the commodity is traded.
• Size - (sometimes referred to as Trading Unit) refers to the unit of measure in which the contract is traded. Common abbreviations you'll see include:
  

  Abbreviation	Description
  bu	bushel
  lbs	pounds
  cwt	hundred weight
  bbl	barrel
  gal	gallons
  mm btu	million British thermal units
  bd	board foot
  oz	ounce
  M	million
  ct	cents
  pt	point

  
  
• Months - A specific month in which delivery may take place under the terms of a futures contract. Commodity exchanges typically refer to months using one letter:

  Month	Code
  January	F
  February	G
  March	H
  April	J
  May	K
  June	M
  July	N
  August	Q
  September	U
  October	V
  November	X
  December	Z

  
  
• Tick Value - the smallest allowable increment of price movement for a contract.
• Point Value - a measure of one basis point change in the futures price.

Barchart.com provides Daily (End-of-Day) and Intraday futures quotes, charts and technical analysis on all active North American futures markets. Leading futures contracts are listed in the Futures tab, and a complete commodity quote can be found using the symbol box.

The Futures Market page lists the lead contracts of the major North American Futures Markets, listed by the eight distinct commodity groups. Sub-pages, listing additional contracts on each of the futures groups, are available by clicking on the group link.

All Futures pages are updated every 10 seconds throughout the trading day. You will see new price data appear on the page every 10 seconds for the first minute you visit the page, as indicated by a yellow "flash". (Prices are updated every 1 minute thereafter.) Futures prices are delayed 10 minutes, per exchange rules, and are listed in CST. End-of-day prices by commodity are updated by 7pm CST each evening, and include the previous session's Volume and Open Interest information. Intraday prices by commodity will always show prices from the latest session of the market. The 's' after the last price indicates the price has settled for the day.

Full List  |  Currencies  |  Energies  |  Financials  |  Grains  |  Indices  |  Meats  |  Metals  |  Softs

You may access any of the major commodity groupings by clicking the links shown at the top of the Futures pages. Once you select an individual commodity, you can view all the contracts using intraday (Current Prices) or by End-of-Day prices.

This commodities page also allows you to view the Options Quotes (Current or End-of-Day prices in Merged or Split view), Futures Spreads, Options Spreads, and Synthetic Spreads. You may also view Contract Specs from this commodities page.

The Futures Market pages contains three standard views, and FlipCharts are available for the symbols listed on the page. My Barchart members also have the option to display the data using any Custom View you've created, and the data can be downloaded to Excel. Each view contains links to the Detailed Quote, Chart, Opinions, and Options for the individual commodity contract.

• Main View: Shows only the lead month for each major commodity in the group. The View includes the Commodity Name (click on the Commodity Name to access a page showing all open contracts for that commodity), Contract, Last price, Change, Open, High, Low, and Time of last trade (CST).
  
  
• Technical View: Contract, Last price, Today's Opinion, 20-Day Relative Strength, 20-Day Historic Volatility, 20-Day Average Volume, 52-Week High and 52-Week Low.
  
  
• Performance View: Contract, Last price, Weighted Alpha, YTD Moving Average, YTD Percent Change, 1-Month, 3-Month and 1-Year Percent Change.

Once on a Commodity page, Barchart.com provides Current (intraday) and End-of-Day (daily) futures prices, Options Quotes (Current or End-of-Day prices in Merged or Split view), and Spread Quotes (Futures Spreads, Options Spreads, and Synthetic Spreads).

Current Prices  |  End-of-Day Prices  |  Options Quotes  |  Spread Quotes  |  Profile

The Current Prices page lists the most current prices available, and are updated every 10 seconds throughout the trading day. You will see new price data appear on the page every 10 seconds for the first minute you visit the page, as indicated by a yellow "flash". (Prices are updated every 1 minute thereafter.) Futures prices are delayed 10 minutes, per exchange rules, and are listed in CST. Overnight (Globex) prices are shown on the "Current Prices" page through to 7pm CST, after which time it will list only trading activity for the next day. Once the markets have closed, the Last Price will show an 's' after the price, indicating the price has settled for the day. The Current Prices page will always show prices from the latest session of the market.

End-of-Day prices are updated at 8pm CST each evening, and includes the previous session volume and open interest information. The Date at the top of the End-of-Day Prices page indicates which date the data is for.

The Cash Contract can be found either on the Current Prices or the End-of-Day Prices page. It is listed as the first contract at the top of the page.

The Commodities pages contains three standard views, and FlipCharts are available for the symbols listed on the page. My Barchart members also have the option to display the data using any Custom View you've created, and the data can be downloaded to Excel. Each view contains links to the Detailed Quote, Chart, Opinions, and Options for the individual commodity contract.

• Main View: Contract (click on the Commodity Name to access the Quote page), Last price, Change, Open, High, Low, Volume, Open Interest (in End-of-Day mode only) and Time of last trade (CST).
  
  
• Technical View: Contract, Last price, Today's Opinion, 20-Day Relative Strength, 20-Day Historic Volatility, 20-Day Average Volume, 52-Week High and 52-Week Low.
  
  
• Performance View: Contract, Last price, Weighted Alpha, YTD Moving Average, YTD Percent Change, 1-Month, 3-Month and 1-Year Percent Change.
  

The Options Quotes page provides a way to view the Latest Options (current intra-day prices) or Daily Options (end-of-day prices). You can also view options in a Merged or Split view.

Options Quotes are updated every 10 seconds throughout the trading day. You will see new price data appear on the page every 10 seconds for the first minute you visit the page, as indicated by a yellow "flash". (Prices are updated every 1 minute thereafter.) Options prices are delayed 10 minutes, per exchange rules, and trade times are listed in CST.

Information listed at the top of the page includes:

• Options Expiration Date -- The last day on which an option may be exercised, or the date when an option contract ends.
  
  
• Days to Expiration -- The number of days between today and the day the contract expires, this includes weekends and holidays.
  
  
• Futures Contract -- Displays the last traded price of the selected options underlying futures contract. You may also click on the letter "F" icon to display the futures quote.
  
  
• Price Value of Option Point -- The intrinsic dollar value of one option point. To calculate the premium of an option in US Dollars, multiply the current price of the option by the option contract's point value. (Note: The point value will differ depending on the underlying commodity.)
  

The View setting determines how Puts and Calls are listed on the quote.

A Split view lists Puts and Calls one on top of the other, sorted by Strike Price. Puts are identified with a "P" after the Strike Price, while Calls are identified with a "C" after the Strike Price. A Merged View lists Calls on the left and Puts on the right.

The All Futures Markets page shows you every commodity symbol carried on the Barchart.com site.

The page is sorted by Exchange. Within each exchange are the root symbols, name, and the general commodity grouping to which the symbol belongs.

• Clicking on the Symbol will display a page containing all active contracts for that commodity.
  
  
• Clicking on the Group will display all symbols contained in that commodity grouping.

Futures Quotes are updated every 10 seconds throughout the trading day. You will see new price data appear on the page every 10 seconds for the first minute you visit the page, as indicated by a yellow "flash". (Prices are updated every 1 minute thereafter.) Options prices are delayed 10 minutes, per exchange rules, and trade times are listed in CST.

The Futures Highs / Lows pages show the 5-Day, 1-Month, 3-Month, 6-Month, 12-Month, Year-to-Date, 3-Year, 5-Year, or 10-Year Percent Change from the same period's High or Low price for major commodity contracts.

On the Main View, when you hover over one of the High or Low price or percent fields, you will see the date on which the new price or percent was made.



If the contract reaches a new High or Low price for the given period during the current trading session, the price and its corresponding percent is Bolded on the page as shown here:



The page initially shows a Full List (front months) for all major commodities, sorted by Commodity Group (Currencies, Energies, Financials, Grains, Indices, Meats, Metals, Softs). Using the category links at the top of the page, you can view the front month and first month out for any specific group. The page allows you to re-sort the data displayed by clicking on any of the column headings:

Differences to Note on the Time-Series Pages

When viewing High/Low data for contracts, it may appear that the prices and dates do not "match" when switching between the different time-series pages. Please keep in mind that the contract that was the front-month at the time the new high or low was reached will not likely be the same as the current lead month contract featured in each of the data tables. This difference will often produce different results.

• Highs/Lows and their corresponding dates presented in the 5-Day through 1-Year, and Year-to-Date High/Low pages is based on data collected using the contract shown.
  
  
• Highs/Lows and their corresponding dates presented in the 3-Year and 5-Year High/Low pages is based on data collected using the Weekly nearest futures (weekly front-month) contract. All dates shown (when you hover over one of the High or Low price or percent fields) are dates at the start of the week on which the new high or low occurred.
  
  
• Highs/Lows and their corresponding dates presented in the 10-Year High/Low pages is based on data collected using the Monthly nearest futures (monthly front-month) contract. All dates shown (when you hover over one of the High or Low price or percent fields) are dates at the start of the month on which the new high or low occurred.

Example: On Dec 31st, 2010, the front month for Gold is February 2011 and this contract is featured on the 5-Day display. The display shows that a 5-Day high of 1422.00 for the front month (February 2011) was reached on 12/31/10:

Here's the 3-Month view on the same date, Dec 31st, 2010: The February 2011 Gold contract had its 3-Month high of 1432.50 on December 7th:

Now, let's compare these to a view that shows Weekly data. The 3-Year High page shows a high of 1431.10 made on 12/06/10. Because we are looking at weekly data, the DATE indicated is the start of the week (and not the actual date of 12/7/10). So, during the week of December 6th, the front-month contract was December 2010 Gold, which recorded a high of 1431.10 on Tuesday December 7th.

And finally, the 10-Year view (showing Monthly data) shows a high of 1431.10 made on 12/01/10 (the DATE at the start of the month in which the contract reached the new high):

The Futures Highs / Lows page is updated every 10 minutes throughout the trading day. You will see new price data appear on the page every 10 seconds for the first minute you visit the page, as indicated by a yellow "flash". (Prices are updated every 1 minute thereafter.) However, highs and lows for the given periods (and their corresponding percents) are not updated on the page until the site performs its 10-minute update.

The specific Commodity Group pages give you the option of displaying a Heat Map at the top. Just click the "Show Heat Map" link:



The page contains three standard views, and FlipCharts are available for the contracts listed on the page. My Barchart members also have the option to display the data using any Custom View you've created, and the data can be downloaded to Excel. Each view contains links to the Detailed Quote, Chart, Opinions, and Options.

• Main View: Name, Contract, Last Price, Year-to-Date High, Year-to-Date High Percent, Year-to-Date Low, and Year-to-Date Low Percent.
  
  
• Technical View: Contract, Last Price, Today's Opinion, 20-Day Relative Strength, 20-Day Historic Volatility, 20-Day Average Volume, and the 52-Week High and Low.
  
  
• Performance View: Contract, Last Price, Weighted Alpha, YTD Moving Average, YTD Percent Change, 1-Month, 3-Month and 1-Year Percent Change.
  

Performance Leaders lists commodities contracts with the highest and lowest Percent Change (the difference between Previous Close and the Last Price). This page can help you identify the commodities with the most price movement from the close of the market yesterday.

The page is initially displayed using the Chart View, which graphs top Performance Leaders as green bars (highest Percent Change), followed by bottom Performance Leaders as red bars (lowest Percent Change) and shows ALL 63 major commodities.

Hint: Use the Main View to see the top 10 specific commodity contracts that appear on the Chart View, along with their Percent Change.

The Futures Performance Leaders page is re-ranked every 10 minutes. During active trading, you will see the latest price data (Last, Change, High, Low) when on the Main, Technical, and Performance Views. Please note that each View may sort the contracts differently resulting in a different ordering of the contracts as presented on the Chart View, and that prices are not automatically updated at 10-second intervals as are other pages on the site.

Views

The Performance Leaders pages contain four standard views, and FlipCharts are available for the symbols listed on the page. My Barchart members also have the option to display the data using any Custom View you've created, and the data can be downloaded to Excel. Each view (other than the Chart View) contains links to the Detailed Quote, Chart, Opinions, Cheat Sheet, and Options pages.

• Chart View: Displays a graph showing Performance Leaders as green bars (highest Percent Change), followed by lowest Performance Leaders as red bars (lowest Percent Change) of ALL 63 major commodities. Click on any Commodity Name to view prices for all open contracts for that commodity.
  
  
  
  
• Main View: Name, Contract, Weighted Alpha, Last price, Change, High, Low, and the last Trade Time (EST). This view only shows the top and bottom ten Bullish and Bearish Movers, whereas the Chart View shows all.
  
  
• Technical View: Contract, Last price, Today's Opinion, 20-Day Relative Strength, 20-Day Historic Volatility, 20-Day Average Volume, and the 52-Week High and Low. This view only shows the top and bottom ten Bullish and Bearish Movers, whereas the Chart View shows all.
  
  
• Performance View: Contract, Last price, Weighted Alpha, YTD Moving Average, YTD Percent Change, 1-Month, 3-Month and 1-Year Percent Change. This view only shows the top and bottom ten Bullish and Bearish Movers, whereas the Chart View shows all.

Time Frames

A number of time frames are available in the left navigation menu, including:

• Today - Shows the Highest and Lowest Percent Change for the current day. Today's Performance Leaders is updated every 10 minutes throughout the trading day.
• 5-Day - shows highest and lowest Percent Change Leaders over the last 5 days, as of the close of the last trading session. The page is updated once a day at approx. 8pm EST.
• 1-Month, 3-Month, 6-Month, 12-Month - shows highest and lowest Percent Change Leaders over the last 1, 3, 6, or 12 months, as of the close of the last trading session. The page is updated once a day at approx. 8pm EST.
• Year-To-Date - shows highest and lowest Percent Change Leaders over the last year-to-date, as of the close of the last trading session. The page is updated once a day at approx. 8pm EST.

 

News and Commentary on the Futures Markets is provided by a number of sources:

• InsideFutures Commentary - leading market research, commentary and analysis from industry leading firms and  trading experts.
• Brugler Agricultural Commentary - three times daily overview (open, mid-day and close) of the Agricultural markets written by commodity market experience, Alan Brugler.
• USDA News - Market news from the U.S. Department of Agriculture, including Daily Feed Prices, Grain Reports, Market-at-a-Glance, etc.

The Futures Screener allows you to search through futures commodity contracts using unlimited filters that you apply. When you first load the page, all commodity contracts are shown. Other screener options include:

• Screen a Portfolio: The screener allows you to pull in the Futures symbols you've saved in a portfolio, then apply additional filters to those symbols. (Note: if your portfolio contains a mixture of stocks, futures, forex, funds, or ETFs, the screener will import only the Futures symbols.)
  
  
• Save Results in a new Portfolio: After applying filters, you can save the results to a new portfolio, if desired.
  
  
• FlipCharts: Use the FlipCharts link at the top right of the page to display charts of the symbols found by the screener.
  
  
• Excel: Use the Excel Download link to save a .csv file of the data shown on the screener results page.

As you select a filter to apply to the list, the number of commodity contracts that match your criteria are displayed on the screen. You can continue to apply as many filters as necessary until you achieve the desired results.

Available filters include:

• Grouping (Currencies, Energies, Financials, Grains, Indices, Meats, Metals, Softs)
• Quote (Last, Change, Percent Change, Volume, Open Interest, 1-Month Highs/Lows, 3-Month Highs/Lows, 6-Month Highs/Lows, 12-Month Highs/Lows, YTD Highs/Lows)
• Profile (Name, Exchange)
• Technicals (Moving Average, Percent Change, Raw Stochastic, True Range, Relative Strength, Percent R, Historic Volatility, MACD Oscillator, Standard Deviation)
• Opinion (Overall Averages, Overall Strength, Overall Direction, Indicators)
• Portfolio (select one of your portfolios to import the Futures symbols, then apply any filters you desire)

To drill-down in any of the screener programs, you will apply a Filter.

IMPORTANT! Always click the "Show Results" button to view the symbols found by the screener with the filters you've chosen.

As you add filters to the screener and click the Show Results" button, a list is formed at the bottom of the screen with your results. For most filters, a column will also be added to the list to show the applicable data. You may remove the symbol Name or Last Price by unchecking the boxes at the top of the screener.

To remove a filter from a screener, click the to the left of the screener, or click the "Clear All Filters" link to remove all the filters and start again.

To Save the screener, click the "Save as New" link just above the "Show Results" button. You will be asked to give the screener a name.