Commodity reversals, trend days & calendar spreads
The same close-in-range engine, run across the liquid futures complex β energy, metals, grains, softs and meats (IBKR continuous front-month). Where did each contract settle inside its day's range, did it reverse off an extreme or trend the whole range, and how have those setups paid forward? Calendar spreads (front-vs-deferred) get their own browsable board below.
Universe
9
9 futures Β· 68 cal spreads
Median close-in-range
45
50 = mid Β· >50 firm close
Closed top-decile
0
clr ≥ 0.90 (near high)
Closed bottom-decile
1
clr ≤ 0.10 (near low)
Top hammer
NG=F
-0.3% low β 75 in range
Top star
PA=F
+0.5% high β 0 in range
π¨ Bullish reversalsBroke below the prior close, then closed high in a wide range β hammers.
#
Name
Close-in-range
Low exc
Off low
Range%
Net
1
NG=FNat Gas
75
-0.3%
+0.2%
0.3%
-0.1%
β Bearish reversalsSpiked above the prior close, then closed low in a wide range β shooting stars.
#
Name
Close-in-range
High exc
Off high
Range%
Net
1
PA=FPalladium
0
+0.5%
-0.3%
0.3%
+0.3%
2
SI=FSilver
19
+0.5%
-0.2%
0.2%
+0.4%
3
GC=FGold
18
+0.5%
-0.1%
0.2%
+0.4%
4
PL=FPlatinum
24
+0.5%
-0.3%
0.4%
+0.2%
π Reversal Day strict
Moved β₯2.5% intraday, then flipped β closed within 10% of the opposite extreme AND reversed the session's sign (net + for bullish, β for bearish). A true same-session reversal, not a hammer/star. Detected on the live September 1, 2026 bar.
π Open & Go trend day
Opened pinned to one extreme (within 5% of the range low/high), then marched the full range β closed β₯2.5% off the open AND within 10% of the opposite extreme. A one-way trend day (opposite of a reversal). Detected on the live September 1, 2026 bar.
ποΈ Commodity Calendar Spreads energy + ags
Front-vs-deferred spreads (near β far), priced in points. Since spreads cross zero the %-reversal signals don't apply β this is a browsable view: today's close-in-range, the day's range, and where the spread sits in its own 2-year range. Click a row for its 2-year price chart.
All names Β· shown
click any row β forward-return analog study
Close-in-range (clr) = (Close β Low) / (High β Low), shown 0β100. Off-high = (Close β High)/range; Up-from-low = (Close β Low)/range. % from low/high are in return space vs the day's extremes. Low/High exc are the intraday extremes vs the prior close. Click a column head to sort; click any row for that name's forward-return analog study. Faded rows didn't print a bar on the as-of date.