The article aims to provide price forecasts for commodity futures for October 01, 2016. The tables below show the monthly commodity futures prices in US dollars over the period from May 2016 to September 2016 (commodity exchanges data) and forecasted period - October 2016 (author’s calculations).The commodities are classified and placed in alphabetical order. The commodity metrics and names of exchanges are provided. Forecasted values: increase in green; decrease in red. Forecasts are projected with an Autoregressive Integrated Moving Average (ARIMA) model based on monthly historical data.
The notable positive changes are expected for Orange Juice (10.01%), Sugar (6.63%) and Oats (6.32%). Natural Gas (-7.70%), Zinc (-6.13%), Rough Rice (-4.24%) will likely drop in price by October 1, 2016. On the group level, Softs and Meats are expected to grow over the period.
