Crude Oil Complex Report

summary

nymex

as of: 2/6/2012 12:00:00 AM
volume open interest
globex total: 11,557,849
futures: 10,827,482
options: 730,367
clearport total: 2,085
floor volume: 1,683,289
total futures: 11,454,119 46,177,770
total options: 2,547,160 42,842,275
grand total: 14,003,364 89,069,129

eia padd summary


as of date: 7/16/2010
us total: 353,456
padd 1: 11,730
padd 2: 95,541
cushing, ok: 37,104
padd 3: 176,391
padd 4: 15,940
padd 5: 53,854

eia crude expectations

eia crude results

week ending: 6/11/2010
provider crude gasoline distillate refinery (%)
Dow Jones -1.30 0.00 0.80 0.10%
Bloomberg -1.00 0.00 1.00 0.00%
Reuters -1.20 0.20 1.00 0.10%
week ending: 1/27/2012
stocks change
crude: 338.9 4
gasoline: 230.1 3
distillate: 145.4 0
refinery: 81.10% -1.10

crude market data

crude futures

contractsettlementchangeas of dateproduct
Mar-201296.9100-0.93002/6/2012 12:00:00 AMCL
Apr-201297.4100-0.82002/6/2012 12:00:00 AMCL
May-201298.0600-0.65002/6/2012 12:00:00 AMCL
Jun-201298.6800-0.49002/6/2012 12:00:00 AMCL
Jul-201299.1800-0.36002/6/2012 12:00:00 AMCL
Aug-201299.5500-0.24002/6/2012 12:00:00 AMCL
Sep-201299.8300-0.17002/6/2012 12:00:00 AMCL
Oct-2012100.0800-0.12002/6/2012 12:00:00 AMCL
Nov-2012100.3000-0.08002/6/2012 12:00:00 AMCL
Dec-2012100.4900-0.04002/6/2012 12:00:00 AMCL
Jan-2013100.56000.02002/6/2012 12:00:00 AMCL
Feb-2013100.54000.06002/6/2012 12:00:00 AMCL
Feb-2013100.54000.06002/6/2012 12:00:00 AMCL
Feb-2013100.54000.06002/6/2012 12:00:00 AMCL
Mar-2013100.43000.09002/6/2012 12:00:00 AMCL
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crude strip settlements

crude spread settlements

productcontractssettlementas of date
CLF10-H10732.53333010/8/2009 12:00:00 AM
CLF10-Z10748.09333010/8/2009 12:00:00 AM
CLF11-H11778.40000010/8/2009 12:00:00 AM
CLF11-Z11787.55000010/8/2009 12:00:00 AM
CLJ10-M10746.80000010/8/2009 12:00:00 AM
CLJ11-M11784.96666010/8/2009 12:00:00 AM
CLN10-U10758.76666010/8/2009 12:00:00 AM
CLN11-U11790.70000010/8/2009 12:00:00 AM
CLV09-Z09719.15000010/8/2009 12:00:00 AM
CLV10-Z10769.83333010/8/2009 12:00:00 AM

crude options volatility

contractstrikevolatilitystraddleas of date
M119691.0032.1000129.89985/17/2011 12:00:00 AM
N119743.0035.5013801.03185/17/2011 12:00:00 AM
Q119784.0034.40431080.74395/17/2011 12:00:00 AM
U119819.0034.09601333.13335/17/2011 12:00:00 AM
V119845.0033.90001517.21955/17/2011 12:00:00 AM
Z119879.0033.29941819.67045/17/2011 12:00:00 AM
Z129765.0028.90002609.28705/17/2011 12:00:00 AM
Z139560.0026.70002961.43085/17/2011 12:00:00 AM
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crude spreads

crude blotter

top crude options volumes as of:2/6/2012

CL|7/26/2010 12:00:00 AM
contract strike type price qty notes
U10 6500.00 P 2810 Outirght


CL|7/26/2010 12:00:00 AM
contract strike type price qty notes
U10 7000.00 P 2696 Outright


CL|7/26/2010 12:00:00 AM
contract strike type price qty notes
U10 9000.00 C 1272 Outright


CL|7/26/2010 12:00:00 AM
contract strike type price qty notes
Z10 1000.00 C 2851 Outright


CL|7/26/2010 12:00:00 AM
contract strike type price qty notes
Z10 1100.00 C 4001 Outright
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products market data

heating oil futures

contractsettlementchangeas of dateproduct
Mar-20123.17070.05632/6/2012 12:00:00 AMHO
Apr-20123.14400.04942/6/2012 12:00:00 AMHO
May-20123.11810.04332/6/2012 12:00:00 AMHO
Jun-20123.10110.03822/6/2012 12:00:00 AMHO
Jul-20123.09570.03572/6/2012 12:00:00 AMHO
Aug-20123.09520.03442/6/2012 12:00:00 AMHO
Sep-20123.09930.03432/6/2012 12:00:00 AMHO
Oct-20123.10630.03472/6/2012 12:00:00 AMHO
Nov-20123.11320.03502/6/2012 12:00:00 AMHO
Dec-20123.11880.03512/6/2012 12:00:00 AMHO
Jan-20133.12480.03562/6/2012 12:00:00 AMHO
Jan-20133.12480.03562/6/2012 12:00:00 AMHO
Jan-20133.12480.03562/6/2012 12:00:00 AMHO
Feb-20133.12150.03562/6/2012 12:00:00 AMHO
Mar-20133.10950.03712/6/2012 12:00:00 AMHO
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rbob futures

contractsettlementchangeas of dateproduct
Mar-20122.92790.01352/6/2012 12:00:00 AMRB
Apr-20123.06740.02082/6/2012 12:00:00 AMRB
May-20123.05740.02282/6/2012 12:00:00 AMRB
Jun-20123.02940.02372/6/2012 12:00:00 AMRB
Jul-20122.99420.02472/6/2012 12:00:00 AMRB
Aug-20122.95760.02532/6/2012 12:00:00 AMRB
Sep-20122.91780.02552/6/2012 12:00:00 AMRB
Oct-20122.77460.02772/6/2012 12:00:00 AMRB
Nov-20122.73890.02802/6/2012 12:00:00 AMRB
Dec-20122.71840.02822/6/2012 12:00:00 AMRB
Jan-20132.71010.02882/6/2012 12:00:00 AMRB
Feb-20132.71660.02892/6/2012 12:00:00 AMRB
Mar-20132.72360.02892/6/2012 12:00:00 AMRB
Apr-20132.83090.02912/6/2012 12:00:00 AMRB
Apr-20132.83090.02912/6/2012 12:00:00 AMRB
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heating oil options volatility

rbob options volatility

heating oil options volatility

rbob options volatility

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heating oil spreads

rbob spreads

heating oil strip settlements

heating oil spread settlements

productcontractssettlementas of date
HOV09-Z091.86115010/8/2009 12:00:00 AM

rbob strip settlements

rbob spread settlements

productcontractssettlementas of date
RBV09-Z091.78655010/8/2009 12:00:00 AM

news / analysis



fmx energy news


Crude Oil – Options Report – February 6, 2012

Crude Oil – Options Report – February 6, 2012 - The following is a report of Crude Oil Option’s activity in the Over-The-Counter and Exchange traded venues.
2/6/2012 4:13:56 PM more

Natural Gas – Options Report – February 6, 2012

FMX | Connect – www.fmxconnect.com - (Reported 2/06/2012) - The following is a report of Natural Gas Option’s activity in the Over-The-Counter and Exchange traded venues.
2/6/2012 4:10:24 PM more

Crude Oil Volatility Report

Crude Oil Volatility Report - February 6, 2012.
2/6/2012 9:36:11 AM more

Gas Petrospective – February 6, 2012

Gas Petrospective – February 6, 2012. Natural gas prices dropped 5.5 cents per million Btu on Friday, and they lost 17.9 cents during a volatile week. Last week’s EIA report showed a drawdown of 132 bcf, against a Dow Jones survey average estimate for a draw of 126 bcf.
2/6/2012 9:05:18 AM more

Cameron Hanover – Daily Energy Hedger – February 6, 2012


Daily Energy Hedger is Cameron Hanover’s flagship research document. The document provides a tightly written synopsis on the previous session’s trading activity, and gives thorough analysis for the entire energy complex from a fundamental, technical and proprietary perspective. It is mandatory reading for energy traders and industry professionals alike.

2/6/2012 9:03:08 AM more



third party news



government activity


e.i.a. crude charts


Source: Energy Information Administration

cftc commitment of traders (futures only):

WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE 4/26/2011 12:00:00 AM (CONTRACTS OF 1000 BARRELS)
Total Open Interest:85510 Change in OI:8 Total Traders:40  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments 5712 27429 4501 70963 48343 81176 80273 4334 5237
Changes 0 -1150 0 -200 1050 -200 -100 208 108
% of OI for each category 6.7 32.1 5.3 83 56.5 94.9 93.9 5.1 6.1
Number of Traders 5 8 10 25 22 38 33    
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE 4/26/2011 12:00:00 AM (CONTRACTS OF 42000 U.S. GALLONS)
Total Open Interest:295262 Change in OI:-3126 Total Traders:198  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments 81293 20331 23537 164414 238034 269244 281902 26018 13360
Changes 1178 2518 2613 -7546 -8808 -3755 -3677 629 551
% of OI for each category 27.5 6.9 8 55.7 80.6 91.2 95.5 8.8 4.5
Number of Traders 72 19 43 79 88 174 135    
Total Open Interest: Change in OI: Total Traders:  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments                  
Changes                  
% of OI for each category                  
Number of Traders                  
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE 4/26/2011 12:00:00 AM (CONTRACTS OF 1000 BARRELS)
Total Open Interest:34035 Change in OI:-69 Total Traders:25  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments 4633 803 4515 21825 26105 30973 31423 3062 2612
Changes -323 800 -200 414 -1121 -109 -521 40 452
% of OI for each category 13.6 2.4 13.3 64.1 76.7 91 92.3 9 7.7
Number of Traders 7 2 5 14 15 22 21