Future OI Analysis

3. Mai

This indicator appears to be a Futures Open Interest (OI) Analysis Tool designed to help traders understand market sentiment (long/short bias), cost of carry dynamics, and rollover behaviour. Below is a comprehensive description along with the formulas used:

To analyze futures market trends using:
Price change
Open Interest (OI) data
Cost of Carry (COC)
Rollover percentage

Column Breakdown and Formulas:
Date : Trading date.
Close : Close price of the spot on that day.
OI Cur (Current Open Interest) : Total open interest of the current (near) month contract.
OI Next (Next Month Open Interest) : Open interest of the next month contract.
COI (Cumulative Open Interest) : OI Cur + OI Next
COI Chg = ((Current COI - Previous COI) / Previous COI) × 100
Price Cng = ((Current Close - Previous Close) / Previous Close) × 100
OI BuildUP (Interpreted sentiment based on price & OI change):
Long Buildup : Price ↑ & OI ↑
Short Buildup : Price ↓ & OI ↑
Short Covering : Price ↑ & OI ↓
Long Unwinding : Price ↓ & OI ↓

4. Mai

Versionshinweise

Add a toggle button to show or hide columns and include a drop-down menu to select the table size.

15. Mai

Versionshinweise

Introduce option to select how many days data you need