These two Microsoft Excel® spreadsheets present Globex crude oil market data and forward curves, both current and historical. Two dashboards are available: The first the data includes outrights and exchange-traded calendar spreads using these months: one, three, six, nine, and twelve. The second dashboard the data includes outrights and exchange-traded calendar spreads using these months: one, two, three, four, and five.
You enter in the month, day, and year at the top of the dashboard. You can pull in historical closes as far back as 300 trading days. The historical forward curves use wildcard symbols and the standard rollover-at-expiration continuation setting. The closes are not equalized. The red lines on the forward curve charts are the historical closes. Each forward curve chart includes a net change histogram bar chart from today’s market prices versus the historical closes.
The net-change and volume columns are heat-mapped in the quote displays.
Today’s real-time forward curve uses the last trade for the data points unless the last trade is outside of the current best bid and ask. In that case, the midpoint of the best bid and best ask are displayed on the chart.
Requires CQG Integrated Client or CQG QTrader, data enablements for all symbols displayed in this spreadsheet, and Excel 2010 or more recent.