Anyone have a link to historical data of how CL near month spreads behave around expiration? I'm specifically interested in contango situations following a significant break like we've seen the last week. AUG-SEP was trading at about a 60 cent debit going out on the close.
You would just have to find the settles on the life of the contracts and chart it in excel... you are also going to need to find the contango environment that you are looking for, for each different year. going to be tough to get access to that data if you are daytrading from home.
Barchart.com has OHLCV daily data on each separate contract going back 20-30 years (at least). Maybe they've got a free trial, if not it's about 10 bucks for a month of access. I actually did some Excel-work with WTI-data about a year ago, and used them for data.