In some instruments have back months a lower volatility than front months. Or their volatility depends on seasonality. See for example NG (natural gas). GE (eurodollar) shows the opposite behavior: the front month shows very little volatility, whereas back months show higher volatility.
I could understand if you were a big hedger like oil company, airline, etc. But as a small time speculator, which most of us are, it makes no sense to trade the back month. You'll only end up paying higher premium with less liquidity.