This weekly report tracks the net positions of speculative traders in the crude oil futures market. It reflects the difference between the number of long and short contracts held by non-commercial entities like hedge funds. It is a vital tool for understanding market liquidity and the directional bias of major market participants in the energy sector.
Calculated by taking the total long positions and subtracting the total short positions of non-commercial traders, based on the weekly Commitments of Traders data provided by the CFTC.
No historical data available
