Global commodity market signals (daily volatility, momentum, anomalies, forecasts)
Daily commodity market signals derived from FRED's energy spot-price series: 30-day annualized volatility, 3-month momentum, 3-sigma anomaly flags, naive-drift 1-month forecasts and a per-day cross-commodity volatility rank for WTI and Brent crude oil, New York Harbor heating oil and Henry Hub natural gas — plus the connector-derived Brent-WTI spread, the classic gauge of US crude supply gluts and transatlantic dislocations. Keyed to WLD (World); raw prices: Federal Reserve Bank of St. Louis (FRED).
Quality
Attribution
Federal Reserve Bank of St. Louis (FRED; derived signals by Frontier Data Hub)
Schema
| Column | Type | Description |
|---|---|---|
| date | string | Observation date (FRED API field date; YYYY-MM-DD). |
| country | string | |
| country_code | string | |
| series_id | string | FRED series ID (DCOILWTICO, DCOILBRENTEU, DHOILNYH, DHHNGSP; resolves to the series page at https://fred.stlouisfed.org/series/<id>) or BRENT_WTI_SPREAD for the connector-derived Brent-minus-WTI spread. |
| series_label | string | Official FRED series title as published for the series; the spread row carries the connector's own derivation label. |
| value | float | Observation value in the units FRED quotes for the series (USD per barrel for crude benchmarks, USD per gallon for heating oil, USD per MMBtu for Henry Hub gas); the BRENT_WTI_SPREAD row is a connector-computed Brent-minus-WTI difference in USD per barrel. |
| volatility_30d | float | |
| momentum_3m | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer |
Sample rows
| date | country | country_code | series_id | series_label | value | volatility_30d | momentum_3m | anomaly_flag | forecast_1m | rank |
|---|---|---|---|---|---|---|---|---|---|---|
| 1986-01-02 | World | WLD | DCOILWTICO | Crude Oil Prices: West Texas Intermediate (WTI) - Cushing, Oklahoma | 25.56 | — | — | 0 | — | — |
| 1986-01-03 | World | WLD | DCOILWTICO | Crude Oil Prices: West Texas Intermediate (WTI) - Cushing, Oklahoma | 26 | — | — | 0 | — | — |
| 1986-01-06 | World | WLD | DCOILWTICO | Crude Oil Prices: West Texas Intermediate (WTI) - Cushing, Oklahoma | 26.53 | — | — | 0 | — | — |
| 1986-01-07 | World | WLD | DCOILWTICO | Crude Oil Prices: West Texas Intermediate (WTI) - Cushing, Oklahoma | 25.85 | — | — | 0 | — | — |
| 1986-01-08 | World | WLD | DCOILWTICO | Crude Oil Prices: West Texas Intermediate (WTI) - Cushing, Oklahoma | 25.87 | — | — | 0 | — | — |
Download sample data
Download the full sample snapshot for this dataset (sample rows, not the complete dataset).
Use with an LLM
Point any LLM at the metadata endpoint — the documentation above is machine-readable too (JSON-LD + Croissant).
cURL
curl "https://datazimuts.com/v1/datasets/commodity_signals/global_commodity_market_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/commodity_signals/global_commodity_market_signals").json()
print(ds["title"], ds["rows"], "rows")
# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
print(row)API endpoint: https://datazimuts.com/v1/datasets/commodity_signals/global_commodity_market_signals
Tip: fetch /llms.txt for the full machine-readable catalog.