Historical Contango - WTI Front month spreads ?

Anyone aware of what the historically widest contango has ever been in the WTI 1M spreads?Looking for anything online... graphs, database etc.
I guess this speaks to cost of carry etc.

Have we ever exceeded wider than $1.50 ? They widened out the other day to about $1.33 & then retreated.

 

I don't know how to look at just 1M spreads historically so I searched March/April spreads for the last 10 years.

 

Thats why oil will revisit the $40s again

 

Thanks for looking, but Couldnt see the attachment.

 

Attempt 2: From what I remember USO was a major contributor to the 2009 move because they use to roll their entire position in one day.

 

here's python to get front month spread of first 7 days of month. I did the first 7 days because the data is unadjusted and rolls on the 1st day.

Code:

import pandas  as pd
import Quandl


df = Quandl.get(["SCF/CME_CL1_FN.4","SCF/CME_CL2_FN.4"],authtoken=QUANDLTOKEN)

df['spread']=df["SCF.CME_CL1_FN - Settle"] - df["SCF.CME_CL2_FN - Settle"]
daterange= pd.date_range(start="20080101",end="20150101",freq='M')

ndf=pd.DataFrame()
for d in daterange:
    x=d.strftime("%Y-%m")
    z= df[x:][:7]['spread'].describe()
    q=z.to_frame().rename(columns={'spread':x})
    ndf=ndf.append(q.T)

 

2009-08",-1.8757142857,0.132521337,-2.01,-1.945,-1.9,-1.865,-1.6
"2009-05",-1.3185714286,0.2732781594,-1.71,-1.47,-1.31,-1.18,-0.91
"2010-09",-1.4228571429,0.2891778164,-1.76,-1.62,-1.45,-1.295,-0.92
"2009-12",-1.7657142857,0.2184686967,-2,-1.93,-1.78,-1.66,-1.4
"2011-03",-1.2628571429,0.2523697212,-1.77,-1.27,-1.23,-1.185,-0.93

If Im to undertstand ur query between all of these samples "mean" "std" "Min" 25%, 50%, 75%, & max. The 1m or at least the front month WTI calendar spreads have traded in excess of -$1.33?
So, not so out of the possible? In those 2009, 2010 markets we were in a strong sell off not unlike this cycle.