Is anyone aware of any technical
indicators/trading systems that make direct use of the total open interest for
a commodity? Am a big fan of looking at the COT data, but wondering if there is
something a bit less cumbersome (and more time-sensitive) than manually
extracting the COT data every week and a bit more elegant than just seeing if
the total OI is above/below its n-period moving average.
Cheers
Andy