PENG Futures market data

Long setups on breakouts of the 24-hour high, with targets and stop. 1 in the last 24 hours, 1 in 7 days.

• Oct 7, 13:35 Setup LONG · 6/10 Several scanners agree · entry 72.76

Five-minute candles with a range several times the usual one. 2 in the last 24 hours, 4 in 7 days.

• Oct 7, 13:35 Volatility spike 5m range 13.66% — 14.8× average, move +8.15%
• Oct 6, 20:10 Volatility spike 5m range 9.30% — 4.3× average, move +4.84%
• Oct 5, 00:05 Volatility spike 5m range 3.18% — 22.9× average, move +0.68%
• Oct 2, 13:35 Volatility spike 5m range 3.11% — 9.5× average, move +2.23%

Five-minute candles with volume well above the recent average while the price moves. 5 in the last 24 hours, 5 in 7 days.

• Oct 7, 14:30 Volume spike $1.47M in 5m — 3.3× average, price −1.29%
• Oct 7, 14:15 Volume spike $1.53M in 5m — 4.0× average, price +1.33%
• Oct 7, 13:50 Volume spike $1.56M in 5m — 7.4× average, price +1.30%
• Oct 7, 13:35 Volume spike $2.14M in 5m — 33.5× average, price +8.15%
• Oct 6, 20:10 Volume spike $1.67M in 5m — 15.9× average, price +4.84%

Sharp changes in open interest within 15 minutes and what they mean: new positions or closing. 12 in the last 24 hours, 12 in 7 days.

• Oct 7, 18:14 Open interest down −5.12% Shorts closing · OI $1.63M · price +0.43% in 15m
• Oct 7, 17:40 Open interest up +5.37% New shorts entering · OI $1.67M · price −1.10% in 15m
• Oct 7, 17:09 Open interest down −8.02% Longs closing · OI $1.59M · price −1.32% in 15m
• Oct 7, 16:39 Open interest up +5.69% New longs entering · OI $1.86M · price +0.03% in 15m
• Oct 7, 15:59 Open interest down −5.77% Longs closing · OI $1.74M · price −0.14% in 15m
• Oct 7, 14:35 Open interest down −6.86% Longs closing · OI $2.01M · price −3.02% in 15m
• Oct 7, 14:04 Open interest up +12.17% New shorts entering · OI $2.12M · price −1.64% in 15m
• Oct 7, 13:34 Open interest up +7.44% New longs entering · OI $1.33M · price +7.60% in 15m
• Oct 7, 11:34 Open interest up +5.96% New shorts entering · OI $1.15M · price −1.95% in 15m
• Oct 7, 08:00 Open interest up +6.67% New shorts entering · OI $1.2M · price −1.23% in 15m

Crowded positioning and fast shifts between longs and shorts. 1 in the last 24 hours, 1 in 7 days.

• Oct 7, 17:15 Extreme short positioning 31.3% of accounts long · long/short ratio 0.46