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Monitor Commodities Markets using AssetMacro Quantitative Algorithms

AssetMacro Algorithms analyze real-time Commodities Markets Price Action, Quantitative Systems and Volatility


Commodities Snapshot



NameToday 1 Week1 Month3 Months6 Months1 Year Help
CRB Industrials
495.1
0.27%
493.6672.78%
MA BR RN
VL 10% RNK 63
491.360.55%
MA BR RN
VL 5%RNK 63
461.627.09%
MA BR RN
VL 0%RNK 88
458.817.44%
MA BR RN
VL 0% RNK 94
401.9222.89%
MA BR RN
VL 10% RNK 97
Copper
2.55
2.69%
2.512.12%
MA BR RN
VL 20% RNK 52
2.69-4.64%
MA BR RN
VL 0%RNK 52
2.121.62%
MA BR RN
VL 0%RNK 66
2.1716.34%
MA BR RN
VL 0% RNK 83
2.2714.26%
MA BR RN
VL 20% RNK 91
Brent Crude Oil
56.45
1.78%
56.090.41%
MA BR RN
VL 20% RNK 89
54.944.68%
MA BR RN
VL 0%RNK 89
52.559.86%
MA BR RN
VL 0%RNK 96
44.0522.62%
MA BR RN
VL 0% RNK 98
34.4161.44%
MA BR RN
VL 20% RNK 99
Natural Gas
3.27
-1.8%
3.76-16.87%
MA BR RN
VL 10% RNK 5
3.65-10.11%
MA BR RN
VL 0%RNK 5
3.175.25%
MA BR RN
VL 0%RNK 54
2.5628.13%
MA BR RN
VL 0% RNK 75
1.6284.59%
MA BR RN
VL 10% RNK 88
Gold
1163.74
0.29%
1137.22.14%
MA BR RN
VL 0% RNK 89
1167.66-0.97%
MA BR RN
VL 5%RNK 89
1265.85-8.15%
MA BR RN
VL 0.83%RNK 28
1342.62-12.89%
MA BR RN
VL 0.83% RNK 14
1268.91-8.52%
MA BR RN
VL 0% RNK 6



Energy



NameToday 1 Week1 Month3 Months6 Months1 Year Help
Crude Oil WTC
53.26
1.78%
53.9-1.48%
MA BR RN
VL 40% RNK 78
51.794.59%
MA BR RN
VL 5%RNK 78
49.813.73%
MA BR RN
VL 15.83%RNK 93
45.6815.91%
MA BR RN
VL 15.83% RNK 96
38.145.53%
MA BR RN
VL 40% RNK 98
Brent
56.45
1.78%
56.090.41%
MA BR RN
VL 20% RNK 89
54.944.68%
MA BR RN
VL 0%RNK 89
52.559.86%
MA BR RN
VL 0%RNK 96
44.0522.62%
MA BR RN
VL 0% RNK 98
34.4161.44%
MA BR RN
VL 20% RNK 99
Natural Gas
3.27
-1.8%
3.76-16.87%
MA BR RN
VL 10% RNK 5
3.65-10.11%
MA BR RN
VL 0%RNK 5
3.175.25%
MA BR RN
VL 0%RNK 54
2.5628.13%
MA BR RN
VL 0% RNK 75
1.6284.59%
MA BR RN
VL 10% RNK 88
Gasoline
1.65
1.54%
1.65-1.68%
MA BR RN
VL 20% RNK 78
1.567.22%
MA BR RN
VL 0%RNK 78
1.489.94%
MA BR RN
VL 15.83%RNK 93
1.4115.9%
MA BR RN
VL 15.83% RNK 96
1.1733.81%
MA BR RN
VL 20% RNK 97
Heating Oil
1.69
0.98%
1.7-0.36%
MA BR RN
VL 20% RNK 73
1.663.37%
MA BR RN
VL 0%RNK 73
1.588.46%
MA BR RN
VL 0%RNK 91
1.3222.69%
MA BR RN
VL 0% RNK 95
1.1637.65%
MA BR RN
VL 20% RNK 97

Industrial Metals



NameToday 1 Week1 Month3 Months6 Months1 Year Help
Copper
2.55
2.69%
2.512.12%
MA BR RN
VL 20% RNK 52
2.69-4.64%
MA BR RN
VL 0%RNK 52
2.121.62%
MA BR RN
VL 0%RNK 66
2.1716.34%
MA BR RN
VL 0% RNK 83
2.2714.26%
MA BR RN
VL 20% RNK 91
Nickel
9970.68
-2.24%
10564.3-1.58%
MA BR RN
VL 0% RNK 0
11119.4-14.6%
MA BR RN
VL 0%RNK 0
10250.1-3.2%
MA BR RN
VL 0.83%RNK 0
10285.2-3.71%
MA BR RN
VL 0.83% RNK 9
8610.1318.7%
MA BR RN
VL 0% RNK 54
Tin
21174
-0.54%
21226.20.58%
MA BR RN
VL 10% RNK 36
21350.8-1.4%
MA BR RN
VL 5%RNK 36
20149.45.35%
MA BR RN
VL 0.83%RNK 50
17989.716.37%
MA BR RN
VL 0.83% RNK 75
14299.852.06%
MA BR RN
VL 10% RNK 88
Zinc
2528.81
-0.92%
2585.74-1.26%
MA BR RN
VL 0% RNK 0
2661.77-6.52%
MA BR RN
VL 5%RNK 0
2325.018.87%
MA BR RN
VL 0.83%RNK 42
2186.714.13%
MA BR RN
VL 0.83% RNK 71
1547.1471.08%
MA BR RN
VL 0% RNK 86
Lead
2025.44
0.95%
2084.97-2.05%
MA BR RN
VL 10% RNK 15
2273.33-11.34%
MA BR RN
VL 0%RNK 15
2077.82-3.23%
MA BR RN
VL 0.83%RNK 18
1861.066.57%
MA BR RN
VL 0.83% RNK 53
1728.0623.05%
MA BR RN
VL 10% RNK 77
Aluminium
1700.05
-0.06%
1739.15-1.5%
MA BR RN
VL 10% RNK 0
1714.41-1.55%
MA BR RN
VL 0%RNK 0
1673.051.38%
MA BR RN
VL 0.83%RNK 25
1668.631.1%
MA BR RN
VL 0.83% RNK 63
1472.6115.21%
MA BR RN
VL 10% RNK 82

Precious Metals



NameToday 1 Week1 Month3 Months6 Months1 Year Help
Gold
1163.74
0.29%
1137.22.14%
MA BR RN
VL 0% RNK 89
1167.66-0.97%
MA BR RN
VL 5%RNK 89
1265.85-8.15%
MA BR RN
VL 0.83%RNK 28
1342.62-12.89%
MA BR RN
VL 0.83% RNK 14
1268.91-8.52%
MA BR RN
VL 0% RNK 6
Silver
16.55
1.3%
15.991.86%
MA BR RN
VL 0% RNK 68
16.74-3.77%
MA BR RN
VL 0%RNK 68
17.72-5.34%
MA BR RN
VL 0%RNK 32
20.2-17.36%
MA BR RN
VL 0% RNK 15
15.617.98%
MA BR RN
VL 0% RNK 28
Platinum
947.76
1.88%
902.444.39%
MA BR RN
VL 0% RNK 100
936.230.44%
MA BR RN
VL 0%RNK 100
933.691.37%
MA BR RN
VL 0%RNK 72
1153.49-16.02%
MA BR RN
VL 0% RNK 42
998.75-3.5%
MA BR RN
VL 0% RNK 21
Palladium
738.87
4.09%
673.8510.8%
MA BR RN
VL 0% RNK 94
746.070.61%
MA BR RN
VL 0%RNK 94
638.3817.08%
MA BR RN
VL 0%RNK 83
725.626.56%
MA BR RN
VL 0% RNK 91
558.2630.37%
MA BR RN
VL 0% RNK 95

Grain



NameToday 1 Week1 Month3 Months6 Months1 Year Help
Corn
359.72
1.11%
354.983.29%
MA BR RN
VL 0% RNK 100
349.482.49%
MA BR RN
VL 5%RNK 100
339.764.73%
MA BR RN
VL 0%RNK 100
357.471.84%
MA BR RN
VL 0% RNK 100
353.092.24%
MA BR RN
VL 0% RNK 57
Wheat
418
2.85%
4104.05%
MA BR RN
VL 20% RNK 89
408.542.69%
MA BR RN
VL 5%RNK 89
394.973.4%
MA BR RN
VL 0%RNK 88
433.75-1.76%
MA BR RN
VL 0% RNK 83
461.38-12.62%
MA BR RN
VL 20% RNK 39
Soybeans
1014.02
1.76%
1023.51-0.23%
MA BR RN
VL 20% RNK 36
1043.97-3.2%
MA BR RN
VL 0%RNK 36
957.26.2%
MA BR RN
VL 0%RNK 61
1122.33-6.36%
MA BR RN
VL 0% RNK 68
856.0917.32%
MA BR RN
VL 20% RNK 63
Soybeans Meal
315.32
2.27%
317.78-0.27%
MA BR RN
VL 10% RNK 68
317.72-1.53%
MA BR RN
VL 10%RNK 68
298.636.42%
MA BR RN
VL 0.83%RNK 67
381.32-14.65%
MA BR RN
VL 0.83% RNK 52
263.2118.45%
MA BR RN
VL 10% RNK 53
Soybeans Oil
35.18
0.91%
35.080.94%
MA BR RN
VL 0% RNK 36
37.66-6.92%
MA BR RN
VL 0%RNK 36
33.313.85%
MA BR RN
VL 0%RNK 52
30.6114.07%
MA BR RN
VL 0% RNK 76
31.0318.06%
MA BR RN
VL 0% RNK 88
Rice
949.46
1.38%
930.062.65%
MA BR RN
VL 10% RNK 63
998.41-4.67%
MA BR RN
VL 10%RNK 63
1009.04-7.19%
MA BR RN
VL 15%RNK 28
1037.09-9.76%
MA BR RN
VL 15% RNK 25
1156.1-17.95%
MA BR RN
VL 10% RNK 12

Soft Commodities



NameToday 1 Week1 Month3 Months6 Months1 Year Help
Sugar
20.51
5.13%
18.1510.63%
MA BR RN
VL 10% RNK 100
19.128.29%
MA BR RN
VL 0%RNK 100
23.11-12.43%
MA BR RN
VL 0%RNK 52
19.483.02%
MA BR RN
VL 0% RNK 58
14.9739.34%
MA BR RN
VL 10% RNK 78
Coffee
137.4
0.25%
136.162.38%
MA BR RN
VL 10% RNK 26
141.21-1.99%
MA BR RN
VL 0%RNK 26
146.4-7.17%
MA BR RN
VL 0%RNK 8
146.2-8.58%
MA BR RN
VL 0% RNK 7
126.714.55%
MA BR RN
VL 10% RNK 49
Lumber
314.88
-0.17%
305.411.57%
MA BR RN
VL 20% RNK 52
332.89-4.98%
MA BR RN
VL 5%RNK 52
343.08-8.01%
MA BR RN
VL 0.83%RNK 50
323.17-1.06%
MA BR RN
VL 0.83% RNK 40
254.3725.71%
MA BR RN
VL 20% RNK 68
Cocoa
2165.92
1.87%
2263.86-3.17%
MA BR RN
VL 20% RNK 15
2388.18-8.61%
MA BR RN
VL 15%RNK 15
2786.98-22.24%
MA BR RN
VL 0%RNK 5
3143.36-31.17%
MA BR RN
VL 0% RNK 2
3210.86-27.34%
MA BR RN
VL 20% RNK 1
Cotton
73.47
2.4%
69.845.22%
MA BR RN
VL 20% RNK 100
71.062.89%
MA BR RN
VL 15%RNK 100
66.969.08%
MA BR RN
VL 0%RNK 100
73.88-1.19%
MA BR RN
VL 0% RNK 90
62.6919.49%
MA BR RN
VL 20% RNK 95

Commodities Quantitative Indicators Help Page

AssetMacro automatically calculates and presents Commodities Quantitative Indicators. These Indicators are used by professional traders and investors. Calculations are performed for timeframes of 1 week, 1 month, 3 months, 6 months and 1 Year. These are the most commonly used timeframes used by traders and investors.

Price and Returns displays CommoditiesPrice for various timeframes presented. For example, column 1 week presents CommoditiesPrice 5 trading days earlier than today. Return is displayed in % terms and is the return of the current Price vs the Price of Commodities5 trading days earlier. For example, column 1 week presents CommoditiesReturn calculated as ((Current Price - Previous Price)/Previous Price) x 100.

Moving Averages section presents Moving Averages of Commoditiesfor various timeframes. Moving averages smooth the price data to form a trend following indicator used by traders and investors.

AssetMacro presents the current value of the Simple Moving Average for the timeframe under examination (for example 1 week, 1 month etc). The 1 week (or 5-day) simple moving average is the five-day sum of closing prices divided by five. Moreover, this section shows with a green or red arrow whether the moving average is upward or downward sloping. Investors use Moving Averages to determine trading signals to buy or sell an asset by either the cross of the security's price versus the moving average and/or the change of slope of the moving average.

Quantitative Systems section presents Signals generated by Quantitative Systems used: Breakout System and Percentile System. The Breakout System calculates the highest and lowest values of the security for the timeframe under examination, and if the security price crosses timeframe's high generates a buy signal until the security's price crosses down the timeframe's low where the signal is reversed to a sell signal. The Breakout System is displayed with a green and red arrow if the signal for the security and the specific timeframe is buy or sell. The percentile system displays what is the percentile current price of the security versus the security's price range for the timeframe under examination. A common System can be generated using the percentile Trading system like for example generate buy signal when current percentile is above 75% and sell signal when current percentile is below 25%.

Volatility section presents the volatility of the security for the various timeframes calculated. Volatility is a very important tool for traders and investors, helping them determine the following: the position size of a trade, whether a specific asset is becoming more or less risky to hold and based on current volatility, together with correlation it helps in structuring a diversified portfolio. Volatility is calculated as annualized volatility for different timeframes. 5-Day Annualized Volatility is calculated as the standard deviation of 5-day daily returns multiplied by the square root of 252 days.