Status & methodology

Forward curve & structure

yfinance contract months; Nelson-Siegel fit for crude and Seasonal Nelson-Siegel (NS + annual Fourier harmonic) for product curves (RBOB/HO) to capture summer/winter humps. Structure classified from fitted slope.

Term spreads, carry & z-scores

Derived from the live curve; z-scores accrue against real daily curve snapshots archived since 2026-07-04.

EIA inventories, production, refinery runs

EIA v2 API (WPSR series). All series IDs validated against the live API.

CFTC positioning (COT)

Free public CFTC CSV archive; no key needed.

Macro (DXY / rates / VIX / SPX / copper)

FRED API + yfinance.

Crack spreads

Computed from live WTI/RBOB/HO front-month prices.

News & risk flags

Free RSS (OilPrice / EIA / gCaptain). Category/sentiment/risk are keyword heuristics - caveated as such.

Brent-WTI grade diff

Computed from live yfinance; other grade diffs are proxied.

Arb & storage economics

FOB/destination prices live; interactive calculator where freight, insurance, storage lease & financing rates use pre-filled benchmark assumptions - user-overridable.

AIS chokepoint census

Hourly MarineTraffic capture from our own VM since 2026-07-22 - free terrestrial AIS has no Persian Gulf coverage, so this is a scrape and is badged as a proxy. IMF PortWatch transits sit beside it as the official series.

World supply, demand & balance

EIA Short-Term Energy Outlook. Non-US history is EIA's own estimate from secondary sources, and its ~18-month projection is drawn distinctly from reported history.

Implied vol surface

Listed ETF option chains (USO/BNO) via yfinance - CME settlement files are IP-blocked at $0. Indicative sentiment proxy: ETF roll drag and equity options flow contaminate both the level and the skew relative to CME CL options. OVX rides along as the official read on level.

Realised-vol cone

Front-month settlements only. The implied-vs-realised premium beside it is a proxy: OVX measures USO options, the realised leg is the benchmark itself.

Tanker freight indications

Shanghai CTFI daily releases plus Baltic weekly reports, Gibson reports and Fearnleys spot indications. Each observation retains its publisher, date, unit, basis and quote bounds. Availability depends on successful collection; public reports are not a complete daily Baltic assessment feed.

OPEC quotas

The quota panel is parked until a verified source is available.