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Something's Cooking In Sugar Futures

Published 05/24/2016, 03:29 PM
Updated 05/14/2017, 06:45 AM
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Prices in sugar futures contracts continued to rise, while at the same time CoT report shows a remarkable positioning among speculators and producers.

Sugar futures have staged an impressive rally this year, gaining 16.60% on a year to date basis. On Friday May 20th, sugar futures closed at $17.07, closing at a 15-month high. Prices briefly tested $17.29, marking a 16-month high before retreating.

On Friday, the weekly Commitment of Traders report from the CFTC showed an interesting development in sugar futures that is yet to hit the mainstream news. Data showed that large speculators hit a 100% percentile, or in other words, speculators were at record longs on sugar futures contracts, in nearly 5 years.

On the same note, producers & users were net short on sugar, the highest in 5 years.

The extreme positioning in sugar is likely to see some strong follow through in prices. The last time the producers & users and speculators had such extreme positions was in late 2013 and late 2015. In the third quarter of 2015, sugar prices fell 7.89%, but that was before prices dipped to lows of $11.37 or about 17.67%.

The rally in sugar futures, especially since the past three quarters, was due to a mix of fundamentals and technicals. On the technical side, the weaker US dollar managed to send most of the commodity prices higher. While fundamentally, demand for sugar continued to rise while supply was weakening.

The effects of the El-Nino weather patterns disrupted the sugar fields across the globe from Thailand to India. While Brazil managed to post a bumper crop this year, analysts remain of the view that continued demand for the commodity will keep prices supported.

The technical outlook for sugar futures contracts shows prices currently trading near a well-known resistance level near $17.00 - $17.50. Combining this with the extreme positioning among the smart money indicates that prices could potentially slip back in the near term.

The obvious support at the $15.0 - $15.50 level makes for a potential retest of a broken resistance level which could now be tested for support. Establishing support near the $15 - $15.50 level is very likely to see renewed buying power emerge in the sugar futures markets.

Validating this view is the fact that the US dollar is likely to bounce back. We already noticed evidence of this as the ICE futures dollar index managed to post a strong reversal for a third consecutive week. At the same time, commodity markets which have rallied to yearly highs are starting to get overcrowded. A correction is therefore likely to emerge across the commodity markets at large, and sugar is no exception to the case.

For investors, it is better to book profits in sugar futures at the current levels and look to adding new positions near the $15.0 - $15.50 support level that is identified. Of course, how price action behaves near this support level will be of importance, as there are equally downside risks in sugar prices.

The declines off the current resistance level towards $15 - $15.50 marks about an 11% decline, a similar pattern that emerged when the CoT data showed such extreme positioning in the markets. If sugar futures prices do manage to establish support at $15.50 - $15.0 then it is very likely that the current resistance at $17.0 - $17.50 will be broken, with a renewed target to $18.00 quite possible.

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