Transcript for:
Commodity Markets Lecture Notes

so can we talk about the commodity markets it's very important that you read just disclaimers everything that's being discussed in this segment of our discussion on Commodities any trade discussion or idea or concept should be viewed in the light of a paper trade not an actual trade I'm not a CTA so I'm not licensed to get trade advice about Commodities but I'm sharing ideas on how I've looked at the commodity Market over the last 20 plus years and where I've seen consistency finding directional bias and support resistance ideas okay all right so we are in the first of the June 2017 content ICT mentorship uh this is ICT commodity trading lesson one commitment of Traders how I use the data okay and the first thing we're gonna be looking at is the raw data now when we look at the commitment Traders report uh what is that well the raw data comes by way of a weekly report released by The cftc and you can find this on www.cftc gov and what you want to look for is you want to be looking at the Futures Contract only in the short format and if you do this under the CME which is the Chicago Mercantile Exchange we can find the currencies that trade as Comm dials and one of the Comm dials are Japanese Yen and this is the most recent short format commitment of Traders report for the Japanese Yen as you can see here this is just for the Japanese Yen Futures Contract now the cftc website gives you the opportunity to pull up the options positions as well I'm not concerning myself with that I never concern myself with that at all I look at only the Futures positions and you want to be looking in the center column here where it says commercial and when you see that commercial area it's going to give you a little column that says long to the left and then short to the right directly underneath that long column you'll see that there is 143 450 contracts that's the commercial long positions and then to the right of that underneath the short column it's 76 426 contracts short the way we get the net position is we subtract the two to get the difference and if it's a positive number it's net long if it's a negative number it's net short in this case we have 67 024 contracts long that by the difference between the long positions and the short position so there's a a net long position of sixty seven thousand twenty four contracts long now basically this tells us nothing about their current hedging program so what we have to do is have to look deeper and go behind the numbers and see what it is they've been doing thank you okay net Trader's position line chart and with this chart we can track the three main classes of Traders and again you would find this on www.barchart.com you see me use it many times in the past and what you're going to be doing is you're going to be plotting a daily chart and you'll be including in the indicator portion on the bottom of the chart you're going to be adding the net Trader's position line chart and the duration you want to be displaying is at least one year's worth of price action and the commercial Traders are typically on bar chart.com shown as the red line at the bottom of the chart the large Traders are shown as in a green line and the small speculators are always shown in as a blue line but when we look at this price action against the net Trader position line chart I want you to visually see the hedging programs by the commercial Traders now when I first got into trading obviously my mentor was Larry Williams much like everyone else uh that's ever come across his material uh he's like The Godfather if you will of the cot data so everything he mentioned in his 1970 book how I made a million dollars trading Commodities last year using the commercial information that was like light years ahead of everything else naturally everyone you know flocked to just looking at whether the commercials are knit long or if they're not short much like everyone else I found out by trial and error that it isn't that easy you gotta go in there and do some more research I thought clearly by looking at the commercials uh if they were buying so therefore I had to be a buyer too but because their nature of what they are as a as a participant in the marketplace they are usually large corporate producers or users of Commodities and you know Commodities like a Comm dial is the same thing uh currencies are a commodity they're they're bought and sold they're provided for in terms of allowing Global Commerce uh you know providing loans making transactions all over the world and because there's a difference of all these countries around the world there's going to be a change from one currency to the other to do business or make transactions in another country so just like we would look at for instance like Coco for Hershey where they make a large uh production of chocolate you know every day their number one you know ingredient is sugar and cocoa so if we follow those Commodities you naturally cocoa is going to have a lot of fundamental supply and demand factors that go along with it and Hershey's going to have a trained accredited staff to track all those things to be able to you know keep a closer eye on whether the price is really cheap or it's expensive if they think it's going to be expensive in the near future they're going to be much more aggressive about buying it because they want to lock in lower prices because they know at a later time prices will go higher the same thing occurs with currencies so if we look at the net Trader's position line chart it gives us a graphic depiction of the overall net basis the numbers are they above the zero line or below this Airline by itself it doesn't mean anything but when we look at the information a little bit closer in a different light you'll have a lot better understanding about what they're doing as a hedger so that brings us to the commercial hedging so naturally if we pull up a bar chart.com chart of the Japanese Yen and you put the net trade Association line chart one the chart itself with about one year's worth of data this is what you get so by itself again it means absolutely nothing you can see between today's present date of June 5th 2017 and December of 2016 the commercials the red line at the bottom of the chart shows that red line above the zero line that zero line delineates whether we're net longer net short so if that red lines above the zero line from December 2016 to present time June 2017 that means that the commercials have been net long for over six months so what does that mean you buy I'll only just buy it doesn't mean you just buy there's other things you have to look at but by itself it means that they are in a buy program okay so there's a buy program and then there's hedging programs the buy program is a macro perspective or macro program where they focus the bulk of their buying and while they'll hedge and sell some they'll be hedging in prices by selling the shorter term buy program can be seen by looking at the 12 to 6 month durations in other words we look back a year to see what they've done the highest net long position and the lowest net long position they've had and the lowest net short position and the highest net short position they've had so we break the market down in two categories what was their action above that zero line as a whole what was the highest reading in the lowest reading while above the zero line and what was the highest reading in the lowest reading below the zero line so there's a buy program when they're above the zero line in a Cell program when they're below it but there's also hedging that goes on Commercial hedging programs that we need to be aware of and you can track them by using this information but you have to look at it differently you can't look at it like this because this is what retail sees obviously retail isn't going to have the the true perspective on what price is doing from a commercial or institutional perspective so what I have to do is change your perspective on how we look at it so let's take a look at it closer now so okay what we're focusing on here is the bottom of the chart these three lines here again they represent the green line is the large speculators big large funds or big private traders that have a lot of position size small speculators with the blue line that's usually this uh the public they have no idea what's going on and in the commodity commercials or large speculators in terms of like a commercial user or producer of a commodity in this case if it's a bank okay our lending institution they would be in that red line so the red line is really what we're going to be tracking we're only interested in that line we don't care what the green line is because it's always going to be diametrically opposed to the actions or positions of that of the red line and the blue line we could care less about because that's the street money less informed crowd so what I've done here is I've removed okay by way of paint and you can do this if you want to but it's not necessary once you understand the procedure or process that you go through by looking at Price you won't need to do this over time you're just your eye will be trained to be able to look at this and be able to see it on its own and you'll know just by looking at a standard Trader system chart it'll jump off at the quick first glance you'll see exactly what's going on without having to do all this you know acrobatics I'm going to show you with removing the lines with paint it's not necessary but I'll say this before we go into it for those individuals that really want to have this data and be able to use it like this and see it graphically you can start collecting the data and you can download historical data for all the Commodities that you want to track and for those individuals that are in here they're only interested in the currency markets if you like your favorite pairs just download historical data about the net trade assessment um for that particular currency and for instance say it's a Japanese Yen you want to be a specialist in you can download years worth of data on cot data and plot the commercials net long positions and net short positions and it would look like like this you could plot it with Excel something like that and I'm certain some of you guys that are really uh you know Cracker Jack with uh programming for mt4 you could probably create an indicator that does this you know where it plots the uh net Trader's position for the commercials only that way you can get a range and determine what the highest high and the lowest low is in the last six months in the last 12 months and be able to get that range to Define that like we're going to discuss here but without having to do all that it's not necessary but if you want to do it there's things like that you can do but what I do is I quickly look at the chart and I see it as I'm going to outline it here so obviously we have about a Year's worth of data here and you can see the red line is the commercial activity and right in December uh rated before actually December right like the last week of November you can see they swung from net short position below the zero basis line to net long in the last week or so of November 2016 then they've remained above the zero line from that point on to now so again by itself it doesn't tell us anything and this is the reason why people walk away from cot data they say it's useless it's always hindsight it can't be used in you know in terms of being able to have prognostication about what price is going to do and we're going to dispel that disbelief in this teaching here so what we're going to do is we're going to focus on when the Market's below the zero line okay so zero line basis below zero is when the net position is bearish or short the position above the zero line okay or the Net Zero Sum basis is going to be bullish okay or they're net long when we have those conditions there's going to be things that we can do to look for optimal optimal trade entries okay not the optimal trade entry pattern but for optimal trade conditions for entries so we're going to look at this price action segment here and I want you to follow along with me okay we're going to look in this whole portion of price action a lot closer and use this information just like we see it here on this chart we're going to change it slightly in terms of the perspective but wait we're not manipulating the data at all we're just really zooming in and looking at it from a hedging perspective because there's a hedging program that I want you to see in price action that you can track with this net some zero line and whether the commercials are net longer and that short and the activity of their net positions okay so this is January 2016 all the way to January 2017 okay and what we're going to do is we're going to take this entire price action and we're going to divide it in two segments we're going to do the first portion up to January of 2017. we're going to start around um well beginning of the year 2016 I'm going to break that down but before we get into it I want you to look at what price was doing the whole first half of 2016. if you were looking at that and obviously we had the benefit of hindsight here but for the sake of argument looking at institutional order flow were the bullish order blocks being respected and were up close candles or what would be deemed as a bearish order block were they being broken in other words are we seeing price being supported by discount arrays clearly beyond the shadow of a doubt it's there so we know the institutional order flow was bullish from January 2016 or February 2016 when price made that low and all the way through until around the mid-july going into the summer months there was a small little pullback that broke a short-term low and then price resumed higher again and it had a lot of issues with getting above the 1.00 level on the Japanese Yen which we'll look at at the end of this teaching why it struggled with that level and finally reversed but we can see how institutional order flow was bullish every time a short-term low was taken out price rallied any time a price trade down into a down closed candle it was supported as a bull shoulder block and all of the premium PD arrays were always broken through there was no premium effect that was lasting but if we look at just the cot data down here the commercials the red line that was below the zero line so that would be telling us to do what go short based on the traditional perspective of commitment Traders and this is why everyone discounted Larry Williams stuff for a long long time and still do today and if you look at how I'm going to show you how to use this information it takes cot data to light years ahead where everyone else doesn't even see it like this they don't even turn they don't interpret price like this they don't interpret CO2 data like this but this is exactly how you track what their hedging programs are so while they had a cell program because they're below the zero line or the zero line basis was bearish because they were below zero line from January February 2016 all the way to the last or middle week of November 2016. you can see that graphically with the red line going above the zero so while they have a bearish or sell program going on at the time for many months they were selling heavily okay as the market was rallying they were keeping cell program active but you can still see institutional order flow being bullish now this is what's going to confuse some of you okay we're going to cover the details later in this teaching but for now what you're focusing on primarily is was the institutional order flow telling you it's going to tell you whether there's buying or selling going on by Price action alone what we're going to do is decipher that from a cot standpoint okay and add that filter process even though that the cot data is below the zero line for many months okay we can still fare it out when the commercials step in and do aggressive hedging and buying even though they're in that below zero line or a cell program you can see when they get aggressive and buy and cause price to go higher while still keeping the cot data below the zero line so anyone tracking the commit administrators report for the Japanese Yen they're not following along in other words it doesn't look germane to them it's completely alien it doesn't make any sense the Japanese friends rallying rallying rallying but they're holding a net short position by the commercials how can that be why is that happening well the commercials again they could be Banks they could be selling uh currency you know providing liquidity all that's being reflected in these numbers as a net basis so just because they're below the zero line doesn't mean that we can't see buying and sell as well because it can happen on both sides of the marketplace but anything above the zero line that's obviously bullish and we would have to consider anything below the zero line bearish but we do not limit ourselves to just focusing on selling only below the zero line or buying above the zero line because you can do both the way you decipher it is what is institutional order flow at the time what are the conditions right now suggesting in price action if bullish order blocks are being supporting price any lows that are being taken out reject price as a stop run on sell stops and then all of a sudden it rallies and breaks through will be otherwise deemed as a premium array then institutional order flow is bullish and you can see buy programs kick in in a hedging program while a larger cell program is underway now again let me rephrase that a larger long-term cell program can still have bullish hedging buy programs in it and you'll see that now as we go through this segment of price action for the Japanese Yen okay so what I have here is I have price trained in on that segment of price and I removed the large speculators line and the small speculator's line so that way we can highlight all of the price action by way of the net Trader's position line chart on the commercials which is the red line here now I want you to see how price stayed higher going higher making higher highs and and finding support at both shoulder blocks running out short-term lows and then rallying but finding their way through any high or premium array so the institutional order flow all the way through to the middle of August going into September was bullish but how do we reconcile this net short position by the commercials because they're below the zero line it doesn't make any sense unless we break it down and use the six month range and the 12 month range idea of looking for the highest and the lowest reading on their net position by the commercials we don't care about what those long-term uh speculators that uh you know are in the blue line we don't care about the small specs we don't care about the large specs we're only caring about what the actions of this red line is because it's going to show us and reflect what their hedging program is at the current time so anytime when you're looking at cot data you want to look at where we're at right now and go back six months because there's your six month hedging program they have a 12-month hedging program so by blending the two you can get short-term quarterly effect trades now think we talked about that there's quarterly effects every three or four months there's a shift in Market structure and the market trades in a sustained move for about two and a half months or so maybe three months but every quarter or so of the year there's a shift in market structuring and this helps you find that by looking at the six month range of the highest high and lowest low the commercial net position has been that is seen with this shaded area so you can see the highest high and the lowest low is being basically blocked out with that shaded area so once you know what that is you divide that in half you get that range so we can go back 12 months and in six months intervals but in here you can see how the net positions have stayed in a very tight range even that can tell us a gold mine worth of information look what suddenly happens when you decipher the information like this you do not see CO2 data like this and Larry Williams doesn't even do this with CO2 data this is something I looked at Price forever and I knew there was something going on behind the scenes and I literally said you know what if price can trade in trading ranges so can this information but if they're going to be doing buying and selling it can't be hidden if that's true I should see it if I look at the data in terms of the range or time remember ipta well I applied similar things to this so I looked at six month intervals and 12 month intervals three month intervals four four months sorry four year intervals three year intervals two year intervals one year interval and then six month intervals so if you go back through the data and you look at it like that you'll get a clear depiction of what the commercials are actually doing now if you look at these green little nodules in here okay even though that we're below the zero line by determining the total range in the last six months in the last 12 months we can get every time their hedging program kicks in even though there's a larger cell program is underway by keeping the net positions below zero their hedging program can be deciphered by looking at these little nodules once you determine the range the first one here you can see how all that bind took place the second one here you see where they made a low there it bought off of a bullish order block that was seen in the last week of April filling in a void and we had this area here where they were buying again after we've taken out a short-term low it was seen in the last week of June and price resumed but then found long-term resistance at that 1.00 level which we'll look at at the last slide of this presentation and you'll see why clearly that had a struggling point there and we're finally reversed by breaking a short term low only after trading at that 1.00 level a few times failing to get above it and finally breaking Market structure to a downside and then you can see the commercials finally started building up a larger net long position above the zero line so there's zero line basis is now bullish so now they're in a buy program but they're going to be hedging early they start doing it early but they make the highs and the lows in the markets by doing that so now we're going to look at the last week or so of November 2016 all the way to present time and again I'm going to counsel you to look at what the cot data looks like by plotting a net traded physician line chart as everyone else would do with this with the information that you would get with uh commitment trades reports this is what it would look like if you zoomed in on a daily chart again it doesn't tell you much except for it isn't that long and granted they have been sending the Japanese Yen higher as a result of that but what was institutional order flow as well our down candle supporting price when it trades back down to it our up close candles being broken as PD arrays our old highs being taken out and are we seeing support by Price moving down into what would be otherwise a discount array yes we're seeing that all throughout this entire price segment from the midpoint of January I'm sorry the midpoint of December going into the January where we made that turning point now commercials have really moved to a net long position now they're in a buy program but now because we're in a buy program does that mean it can't sell off no it can have sell-offs but we're going to focus primarily on what is the range the last six months okay of the commercial activity but first we got to focus on what that looks like so we're going to take everything down to just the commercial line and I removed the small specs line and the large speculators did not manipulate the price or do anything with the indicator all I did was erase everything with paint so that way we can clearly see what's going on I want you to look at by taking that information determine the highest high and the lowest low in the range defining that basis line creating its own new basis line we can see where the buying kicks in and you see nodules kicking in in January we can see one in mid-march and we can see one in the last week of May and those are the respective time periods where the market sees the greatest in advances in price going higher all through here Market was bullish all through here we're currently bullish as well if you look at the price of Japanese Yen right now and go to the left in the last week of April this year you can see there's a fair value Gap up there at 91.50 so it kind of gives you an insight about where we think based on what we're talking about here where a Japanese Yen might go at least on the short term and we're using the hedging program as outlined here as a basis for that so when we look at commercial hedging we're not looking just at whether they're not long and that short but that does give us the buy or sell program that they're operating in but inside that buy and sell program or buy and sell program I should say like that there are hedging programs that go on because their nature of their speculation in the marketplace is to lock in good prices for their manufacturing of commodity or a good and to do that efficiently they have to make sure prices are obtained at very discount or friendly levels you know you don't want to be buying if you're cursing you don't be buying cocoa later on when you've already seen fundamentals are suggesting it's going to be higher six months from now or a year from now you're not going to be doing all your buying then you're going to allocate a lot more money now to buy UPS uh stock for that so that way when prices go higher you've made a better return on your investment and keeps cost low and that's the nature of hedging so the same thing happens with the banks and lending institutions you know the value of money is going to be fluctuating all the time so they're trained accredited staffs that do those types of things they will invest and buy and sell based on those Notions that they're supplying demand factors that they have an assessment on I'm not smart enough to know what they are I've never claimed to know that and you're never going to know that from me because I I don't know it personally but I can see what they're doing graphically and they can't hide it from me and now because I've shared it with you you can do the same thing there's nothing that they can they can't hide it from you there's nothing to worry about they're not going to be able to hide in the future because you now know how to do it it's just the data while Larry Williams back in the 70s and 60s you know he had figured out then but only at extremes and that's what I'm going to say in in closing here when we look at the commitment of Traders report and we applied on uh Traders uh basis whether it's a net longer net short on the commercials if we get to a four-year extreme or a two-year extreme or a 12-month extreme generally there's usually a long-term Trend reversal at play and the commercials will sometimes factor that in with their own movements in the marketplace by having those extremes we will discount any short-term hedging program if we get to a four-year two-year or one year extreme of the highest high and the lowest low of their net positions but let's look at this segment here again a little bit closer where the commercials were below the zero line and this section over here where they're above the zero line when we see those conditions okay the red line that's a cell program the red shaded area when it's like that below the zero line that is a cell program doesn't mean you can't see buying going on but you have to look at in the form of the hedging program that goes on look for the small short-term ranges and when they go above the new range that you would Define as we just mentioned in outline a moment ago you can see where they're buying and selling is taking place below the zero line the best conditions are looking for shorts that means if you can get institutional order flow bearish you want to look for net short positions by the commercials and at premium erase and that would be the ideal scenario but you can still get by hedging programs inside that long-term Soul program and again I know this is going to confuse some of you but you're gonna have to watch this video several different times because you're going to see by looking at it multiple times and listening you'll see that there's two factors taking place here long-term buy and sell programs based on the Zero line whether above or below it and then they hedge even during those periods because they're not just buying all one time and selling all one time they're moving back and forth in the marketplace around specific price levels when they create these nodules in the hedging program those levels are significant in the future they're going to be key price points as a PD array make sure you have that in your charts and note them by using the cot hedging program technique that I just taught you here in the green shaded area that is ideally going to be seeing the best buys when the market is creating discount arrays and institutional overflows bullish but it doesn't mean you can't be selling short when the short term six month or 12 month range indicates that the commercials are net short in the new adjusted range as in other words we looked at the last highest high and lowest low in the last six months and 12 months even if they're above the zero line while that's a bullish buy program long term they could still be doing short term selling hedging programs in there and it causes price to go lower but you have to look at things in terms of blending three different things you're looking at the program of buying and selling whether they're above or below zero line then you look at the hedging program based on the range of the highest high and lowest lows of commercials in the last six months in the last 12 months and then using institutional order flow what is price telling you is it respecting discount arrays or premium arrays and by blending those things you can get to the truth of what the Market's actually doing and you'll know what institutional order flow is with the greatest of confidence so commercial hedging programs you know if commercials are above or below the net sum zero line both sides of the market can be traded the current range of the commercial's net position is referred to if institutional order flow is bullish we're going to be blending discount PD arrays and the last 12 or 6 month net long commercial readings for long trades now again that's when we see those little bullish nodules in the new defined range again this can be ideally seen when we're above the zero line if institution order flow is bearish we're gonna be blending premium PD arrays in the 12 or 6 month range of the net short commercial readings for short trades the best conditions are seen when both net sum basis agree with institutional order flow and PDA rate Matrix confluences the long-term commercial activity the net sum zero line delineates the net buying and or net selling now retail traders that know about the net Trader Association chart only look at whether commercials are that long for bullishness or net short for bearishness on the market the smart money can be tracked by focusing on the 12 month and six month range of the commercial net position if the commercials are above Nets zero line we're gonna be focusing on the 12 to 6 month net long readings if commercials are below the zero line we're gonna be focusing on the 12 or 6 month range net short positions we blend these conditions with pdra Matrix and institutional order flow for optimal results in directional analysis so with this teaching what we've done it's we were able to decipher what the commercial actions are whether they're buying or selling and not relying so much on whether they're below or above a zero line as everyone else interprets price using this information looking at that one zero zero level here we can see how price went back to the 2014 January highs and July highs and cleared out those equal highs and fell short from that position all the way down to a level that was seen as a discount array in the January 2016 time period this is a weekly chart so everything that we teach in terms of PD arrays institution order flow all those things get Blended together to get optimal results and now you've entered the Inner Circle as it relates to hedging commercial activity and cot until next time I wish you good luck and good Trading