Latest available provider reference, market history and observed trading ranges.
Latest provider quote; markets may be closed. The last candle can be in progress.
64 observations · 2026-07-13 – 2026-10-09 · USD / barrel · WTI futures
Daily provider candles; missing sessions are omitted. Continuous futures history may include contract rolls.
Instrument: CL=F. Unit: USD / barrel · WTI futures. Exchange timezone: America/New_York.
Continuous futures prices can change at contract rolls; contract sizing requires exchange specifications. Fundamentals absent from this source are withheld.
Live technical pulse
Daily rules use completed observations; intraday and weekly rules include the provider’s latest candle, which may still be in progress. Composite = (Buy − Sell) ÷ rule count. Strong Buy above 0.55; Buy above 0.15; Neutral above −0.15; Sell above −0.55; otherwise Strong Sell. 10 moving averages and 10 oscillators calculated from observed OHLC data. Buy and Sell labels describe indicator rules, not trade orders.
| Indicator | Value | Signal |
|---|---|---|
| SMA 10 | 90.687 | Buy |
| EMA 10 | 91.30839 | Buy |
| SMA 20 | 94.414 | Sell |
| EMA 20 | 92.021013 | Sell |
| SMA 50 | 89.2014 | Buy |
| EMA 50 | 90.196242 | Buy |
| SMA 100 | 85.9366 | Buy |
| EMA 100 | 87.704575 | Buy |
| SMA 200 | 83.22685 | Buy |
| EMA 200 | 83.32471 | Buy |
| Indicator | Value | Signal |
|---|---|---|
| RSI (14), Wilder | 50.118736 | Neutral |
| MACD histogram (12,26,9) | -0.73421 | Sell |
| StochRSI (14) | 74.34015 | Neutral |
| Momentum (10) | -0.560005 | Sell |
| Stochastic (14) | 47.253779 | Neutral |
| CCI (20) | -49.752268 | Neutral |
| ADX (14) + DI direction | 17.89335 | Neutral |
| Williams %R (14) | -52.746221 | Neutral |
| Ultimate Oscillator (7,14,28) | 54.902734 | Neutral |
| Awesome Oscillator (5,34) | -2.354618 | Sell |
1 base unit = $91.85 · USD / barrel · WTI futures. Fees, spreads, taxes and dividends are excluded.
1 Quoted units = 91.85 USD. Reference observed 2026-10-09T20:59:58.000Z; execution prices include spreads and may differ.
| Quoted units | USD |
|---|---|
| 0.01 | 0.9185 |
| 0.1 | 9.185 |
| 0.5 | 45.925 |
| 1 | 91.85 |
| 2 | 183.7 |
| 5 | 459.25 |
| 10 | 918.5 |
| 20 | 1,837 |
| 50 | 4,592.5 |
| 100 | 9,185 |
| 500 | 45,925 |
| 1,000 | 91,850 |
| 10,000 | 918,500 |
| USD | Quoted units |
|---|---|
| 0.01 | 0.000109 |
| 0.1 | 0.001089 |
| 0.5 | 0.005444 |
| 1 | 0.010887 |
| 2 | 0.021775 |
| 5 | 0.054437 |
| 10 | 0.108873 |
| 20 | 0.217746 |
| 50 | 0.544366 |
| 100 | 1.088732 |
| 500 | 5.443658 |
| 1,000 | 10.887316 |
| 10,000 | 108.873163 |
| Observation date | USD per Quoted units | Inverse rate | Change |
|---|---|---|---|
| 2026-10-09 | 91.849998 | 0.010887 | +0.39% |
| 2026-10-08 | 91.489998 | 0.01093 | +3.64% |
| 2026-10-07 | 88.279999 | 0.011328 | -1.30% |
| 2026-10-06 | 89.440002 | 0.011181 | +0.01% |
| 2026-10-05 | 89.43 | 0.011182 | -1.84% |
| 2026-10-02 | 91.110001 | 0.010976 | -1.90% |
| 2026-10-01 | 92.870003 | 0.010768 | +2.71% |
| 2026-09-30 | 90.419998 | 0.01106 | +1.16% |
| 2026-09-29 | 89.379997 | 0.011188 | -3.48% |
| 2026-09-28 | 92.599998 | 0.010799 | +0.21% |
| 2026-09-25 | 92.410004 | 0.010821 | -2.33% |
| 2026-09-24 | 94.610001 | 0.01057 | +2.66% |
| 2026-09-23 | 92.160004 | 0.010851 | -2.57% |
| 2026-09-22 | 94.589996 | 0.010572 | -1.24% |
| 2026-09-21 | 95.779999 | 0.010441 | -4.51% |
| 2026-09-18 | 100.300003 | 0.00997 | -1.58% |
| 2026-09-17 | 101.910004 | 0.009813 | -0.51% |
| 2026-09-16 | 102.43 | 0.009763 | -3.21% |
| 2026-09-15 | 105.830002 | 0.009449 | +4.38% |
| 2026-09-14 | 101.389999 | 0.009863 | +1.34% |
| 2026-09-11 | 100.050003 | 0.009995 | -2.37% |
| 2026-09-10 | 102.480003 | 0.009758 | +6.69% |
| 2026-09-09 | 96.050003 | 0.010411 | +3.25% |
| 2026-09-08 | 93.029999 | 0.010749 | +1.69% |
| 2026-09-04 | 91.480003 | 0.010931 | +0.20% |
| 2026-09-03 | 91.300003 | 0.010953 | +0.32% |
| 2026-09-02 | 91.010002 | 0.010988 | +0.88% |
| 2026-09-01 | 90.220001 | 0.011084 | +5.20% |
| 2026-08-31 | 85.760002 | 0.01166 | +2.83% |
| 2026-08-28 | 83.400002 | 0.01199 | -0.16% |
Quoted units are not futures contracts. Multiply by the exchange’s verified contract size before estimating contract notional. Borrowing, leverage and distributions are excluded.
Daily institutional currency references have their own date and can differ from the latest instrument quote. They are indicative values, not executable prices.
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How the source reference becomes the displayed data, indicators and planning scenarios.
Quote, history, forecast and calculators use the same Yahoo Finance chart snapshot. Source observation time and automated check time are shown separately. Price changes use the previous completed observation. Bond moves are basis points; index values are points.
Commodity history uses the named Yahoo continuous futures instrument; agricultural futures quoted in cents are normalized to USD throughout. No placeholder catalogue prices, synthetic candles, or fabricated fundamentals are used.
25%-shrunk 60/40 blend of 30/90-session mean log-return drift with a model-implied central 80% lognormal interval from 30-session realized volatility; constant-volatility assumption, not empirically calibrated coverage Intervals are not calibrated empirical coverage; jumps, fat tails and parameter uncertainty are excluded.
Indicators use completed daily observations and require 200 samples. Composite = (Buy − Sell) / rule count: Strong Buy above 0.55; Buy above 0.15; Neutral above −0.15; Sell above −0.55; otherwise Strong Sell. Each browser checks every 60 seconds; provider snapshots are cached for up to five minutes. Failed refreshes are visibly marked.
Every planning band uses the same timestamped reference displayed above. Changing the annual assumption updates the scenario chart, yearly bands and regular-contribution calculations.
Lower and upper paths apply the selected annual change in opposite directions. The base path keeps the reference unchanged. These paths have no assigned probabilities and are separate from the short-term statistical model.
Prices use the instrument’s quoted units; indices use points and yield moves use basis points. Fees, taxes and distributions are excluded. A yield path cannot estimate a bond investment return.
Read as a range: short-term estimates and long-term planning scenarios can fall outside every displayed band. Source gaps and unsupported calculations are withheld.
The source span and observation count are shown above. Missing dates are omitted. Records refer to available source coverage, not the instrument’s entire lifetime.
Price changes compare observed reference values. Yield moves use basis points. Conversion amounts use the same timestamped source rate; spreads, fees and distributions are excluded.
This reference follows the named continuous futures instrument. Quoted units, contract size, expiry and rolls differ from physical spot purchases. The source instrument is CL=F, quoted as USD / barrel · WTI futures, with daily history.
Source quality: Single instrument provider for quote and OHLC history. The displayed check time is separate from the market observation time. Missing fundamentals are not estimated.
For educational purposes only. Forecasts and scenarios can be wrong. Past performance does not guarantee future results.