FUTURES CONTRACTS VISUALIZATIONS

The following graphics were developed from NYMEX and IPE futures contract histories to visualize the relationships between contracts for petroleum commodities, maturities, and remaining terms. 

If you are interested in seeing the current, past, non-petroleum commodities,  or animations please contact ELFEINBERG. Available in interactive and presentation formats suitable for monitor, wall or projection display.

RIGHT: Simultaneous view of all NYMEX crude contracts from 1994 to Oct 2001.

Red line is the nearest month, each subsequent line is another month forward. When lines are below the red, the market is said to be in backwardation, and when above in contango.   

Each line is a fixed number of months forward from the date shown on the X-axis. Y-Axis is $/Barrel.

Similar charts can be produced for product and natural gas contracts. Charts can be extended back to beginning of contracts, and annotated with market events. 

LEFT: View of 5 different petroleum commodities' forward curves on October 8th 2001,

Left Y-axis is $/barrel.  Right Y-axis is $/MMBTU.
X-axis is the maturity date.

This visualization is a snapshot from a Excel animation showing the relationship of the forwards contracts changing through time.

RIGHT: View of 3 different petroleum commodities' histories of October 2001 contracts.

Left Y-axis is $/barrel.  Right Y-axis is $/MMBTU.
X-axis is valuation date.

This visualization is a snapshot from an Excel animation showing the relationship between commodities over time.

BELOW: Views of the December 97 crude contract showing price with volume and open interest as bubble sizes.

These visualizations are snapshots from an Excel animation showing the relationship between price, volume and open interest for the history of a contract