Status & methodology

Forward curve & structure

yfinance contract months; Nelson-Siegel fit (pure numpy). Structure classified from the 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; freight, insurance, storage lease & financing rates are assumed inputs - now 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. Shape (skew, term slope, OI) survives the proxy; the level does not. 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.

Freight rates, OPEC quotas

No free live API - Baltic/Platts assessments and OPEC MOMR quotas are paid or non-API. These panels are parked rather than shown with invented numbers.