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Got Gold Report: COMEX commercial shorts in retreat for silver

Gene Arensberg
0 Comments| November 17, 2009

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HOUSTON – Gold traders have their eyes on two non-confirmations that so far have refused to “answer” gold’s push to new all time nominal highs – the relative price of silver to gold and the performance of the equities of mining companies. Silver is lagging gold and the action of mining shares, both big and small, have thus far refused to reflect investor confidence that gold will be able to maintain its remarkable ascent.

At the same time we have to take note that other indicators we dare not ignore are signaling continued strength for gold and especially silver. Chief among them are a surge of positive money flow into silver ETFs, bullish action in CFTC commitments of traders positioning (of the largest gold and silver futures traders) and the fact that both gold and silver futures in New York closed the week in significant backwardation again.

We’ll have more about all that below, but first here’s this week’s closing table:

Click to enlarge

This Week’s Bottom Line Summary (in bold)

Our bias remains cautiously bullish for gold, silver and mining shares. Stops tight, but not too tight.

This week we note slightly positive money flow in many gold ETFs. Significant positive money flow into the leading U.S. silver ETF (bullish).

Both gold and silver ended the week in backwardation on the COMEX futures markets, with the cash price actually higher than the front active contracts (bullish). Price action suggests firming bids but increasing resistance. Tighter high-low spreads, with silver still refusing to “answer” gold’s advance (bearish).

Late week action seemed favorable, with traders apparently more worried about being short than being long going into the weekend.

The U.S. dollar remains the sickest member of the global fiat currency leper colony, having cut new 74-handle index lows before a late week feeble rally. Meanwhile, as the buck fell, ICE commercials stood aside, refusing to fade the greenback weakness to any degree by not adding DXY net long positions (detailed below).

Well-financed mining shares jumped nicely, along with the U.S. Big Markets (our nickname for the DOW, NASDAQ and the S&P 500), but continue to underwhelm (bearish).

Bulletin: The largest of the largest gold futures traders, the always net short traders the CFTC classes as commercial, actually reduced their net short positioning for gold as it increased in price. (Even more so for silver as detailed below.) Despite the improvement, prudent traders will remain cautious. For all the details don’t miss the Gold and Silver COT sections below.

Repeating from previous reports: With a nod to the Trading Gods (so as not to offend them too much), the action right now is reminiscent of the last time the short-happy COMEX commercials were overrun – for months and months – beginning in August, 2005, as gold first challenged, then tested, then blew through the very staunch defenses thrown up by the hedgers and short sellers in the $450 - $475 region. Gold went on to test the $730s the following May, some 60% higher than where the commercials took their “goal line stand” that August of “ought-five.” (A similar move in this event would take gold up to around $1,520 the ounce, give or take $100. That’s not a prediction, just an observation.)

Click to enlarge

So, we have to keep the caution flags flying because of the enormous net short positioning of the COMEX commercials. But in this case, that caution extends equally to both bulls and bears. While it is usually bearish in times of such extreme commercial net short positioning as we detail below, it is also exactly the condition we expect to be in place when the “Big One,” the seminal technical definition move higher we have been expecting, (a high percentage explosion), finally occurs. We almost certainly cannot have one without the other.

Tight stops remain the standing order of the day, but not too tight! With the over-sized commercial net short positioning and (significant) backwardation in play, dips should, repeat should, be well bid while advances could potentially be explosive.

MIND YOUR STOPS or employ appropriate “insurance” for all at-risk positioning now, if not already accomplished. Well-placed stops offer protection against unexpected adverse calamity and they make for a much better sleep regimen.

Please note: Gold Newsletter (GNL) subscribers received this issue of the Got Gold Report Monday morning, November 15. GNL subscribers enjoy access to all Got Gold Reports, technical charts, analysis and information, as well as Brien Lundin’s timely and actionable analysis of specific resource related companies. For more information or to subscribe visit the Gold Newsletter home page.

Now, a closer look at a few of this week’s indicators:

Gold ETFs:SPDR Gold Shares (GLD), by far the largest gold exchange traded fund, reported a net increase of 5.49 tonnes for the week. GLD reports that it held 1,113.83 tonnes of gold bars held by a custodian in London. Metal holdings at GLD are roughly 20 tonnes less than the all-time high water mark of 1,134.03 tonnes set on June 2, 2009.

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Source for data SPDR Gold Shares.

Barclay’s (In December it will become BlackRock’s) iShares COMEX Gold Trust (IAU), reported no change to its metal holdings this week, showing 79.81 tonnes of gold held in COMEX warehouses.

All five of the gold ETFs sponsored by the World Gold Council (WGC) collectively recorded an increase of 7.35 tonnes of gold metal, to a combined 1,311.19 tonnes (42,156,119 ounces) worth about US$46.6 billion as of Friday’s close.

We note, then, slightly more buying pressure than selling pressure in the world’s gold ETFs over the past week.

The authorized market participants for gold ETFs add gold (and increase the number of shares in the trading float) in response to more buying pressure than selling pressure and vice versa.

Silver ETFs: Barclay’s (also soon to be BlackRock’s) sponsored iShares Silver Trust (SLV), reportedly added another 213.93 tonnes to show 8,954.08 tonnes of average 1,000-ounce allocated silver bar inventory for the week, a new record.

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Source for data, iShares Silver Trust.

Despite silver’s relatively weak performance to gold, this week we note considerably more buying pressure than selling pressure for the largest silver ETF again, suggesting that larger investors continue to add SLV exposure on most any weakness in the silver price.

Since the inception of SLV in 2006 we see a clear trend of positive money flow into the trust (more buying pressure than selling pressure) as evidenced by increases in the amount of metal held by the most popular silver ETF.

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At now just under 9,000 tonnes (287,880,359 ounces) of silver metal held, some analysts believe that SLV controls up to a quarter of all the existing good-delivery bar silver available in London. What we find interesting about that is that all the silver held by SLV only amounts to a little less than $5 billion as of Friday’s close.

In today’s global-market world, $5 billion isn’t really all that much. As just one comparison, the U.S. government utilized 36 times that much ($180 billion) just to bail out one large U.S. insurance company (AIG) in 2008. Do we have to point out that we are talking about the holdings of just one silver fund?

It wouldn’t take very much of an increase in the amount of global investment demand to put material upward price pressure on the rest of the remaining silver inventory in the tiny silver market. With gold at $1,100-plus now, we believe it is merely a question of time before a new surge of investment demand for silver erupts worldwide.

Now that China has re-legalized precious metal bullion and is encouraging its citizens to accumulate physical metal, it is also just a question of time before people begin to realize the relative scarcity of actual physical silver metal compared to gold.

As we have pointed out in previous reports, today versus 1980 we have 51% more humans using 1,000% more dollars-yen-euro-yuan, etc. to chase 50% less real silver metal in a world where anyone can buy the metal with a mouse click in their study, in their underwear.

If the world holds it together and we manage to avoid a second brush with systemic financial system collapse, the new rush into silver that Jim Rogers now predicts could make the one in 1979-1980, when silver briefly tested $50, look like a warm-up.

No wonder we are seeing new positive money flow into SLV on most any dip. Got silver?

Gold advanced to print a new all time nominal cash market high ($1,123.50 Thursday) and also turned in a much higher weekly low ($1,095.83 Monday, see the opening table for comparison to last week). We were impressed by gold’s tenacity during the Monday sell-down attempt to the $1,090s. “Someone is all over the bid at $1,097” reads our notebook from Monday, November 9. High-low spreads contracted as shown in the closing table above, suggesting a new, higher consolidation range is brewing. The last trade on Friday printed $1,119.20 on the cash market, an advance of $24.04, or 2.2%, for the week. Gold in euro terms also advanced by 1.5% to €749.51. Please see the gold charts linked below for more technical commentary.

Silver more or less failed to answer gold’s advancethis week, usually a bit of a warning signal. However, the second most popular precious metal did manage to print a slightly higher high ($17.78 Monday) and a considerably higher low ($17.01 Friday). Despite the underperformance, we noted that silver seemed to find support right at its 50-day moving average near $17.02 in the early Friday attempted sell-down. Our Friday notes read, “Attempt to break $17 twice now aborted. Very strong bids follow to $17.20s. – Bidding for SLV aggressive…” The last trade Friday printed $17.42 on the cash market for net weekly gain of four cents, or 0.2%, versus gold’s 2.2% add. Weekly high/low spreads contracted quite a bit as shown in the opening table, with the bid side doing most of the moving. Please see the silver charts linked below for more technical commentary.

Backwardation in both gold and silver again

Just as we saw two weeks ago in the last full Got Gold Report, both gold and silver futures ended the week in backwardation, where the cash or spot price was higher than the front active contracts. In the case of gold, cash gold closed at $1,119.20, which is $2.50 above the December contract as shown in the table below courtesy of Barcharts.com. Notice also that the cash price finished higher than the February contract by more than $1 and was just a whisker below April.

Click to enlarge

Barcharts.com

Note that silver futures are also in backwardation, which is rare and unusual in the metals futures markets. Backwardation suggests that demand for physical metal is immediate and material. Cash silver finished the week higher than the December and March contracts. We are witnessing the early stages of metal scarcity or at least the immediate perception of it. Actual scarcity will almost certainly follow – if the world holds it together. The only question is when. The irony is that long-time veteran metals traders scarcely believe it – yet.

Click to enlarge

Barcharts.com

As we have said previously, while backwardation by itself does not guarantee that the metals will advance in price, most analysts and traders view backwardation as a much more bullish than bearish condition. All else being equal, both gold and silver should, repeat should, remain well bid on most any dip in the near term, especially given interesting and unusual developments in the commercial net short positioning detailed below in the Gold and Silver COT sections.

The U.S. dollar continued its relentless slide this week. The U.S. dollar index (DXY) ended the week at 75.23, about 52 basis points lower than the prior week’s Friday close as shown in the U.S. dollar index graph below in the charts section.

In dollar index COT action, as the DXY fell a whopping 126 basis points COT reporting Tuesday to Monday (November 9), to 75.06, ICE commercial traders were only motivated to add a measly 333 contracts to their collective net long positioning. The “ICECOMs” reported a net long position of 5,846 DXY contracts out of a total open interest of 37,246 contracts (LCNL:TO = 15.7%) as of November 9. (Please note: The COT report cut off early this week, on Monday instead of Tuesday, due to the Veteran’s Day holiday). The U.S. dollar index chart, with commentary, is below in the charts section.

Moving to the Gold/Silver Ratio (GSR), theGSR continues to flash a bit of a warning signal, stubbornly holding above its 50-day moving average and finishing the week at 64.25 ounces to buy one ounce of gold metal. A rising GSR is a bearish omen and vice versa. We are forced to pay attention to this signal now, since the GSR has not corrected back lower. A rising gold/silver ratio is not just a metals market signal. Many traders use it as a canary-in-coal-mine gauge of overall market confidence. As of this week confidence is weakening if the GSR is any guide. Therefore we have taken more aggressive defensive action and suggest everyone keep an eye on this important indicator.

Nothing says that the GSR cannot correct back lower right away and by doing so allay our concerns about it, but until the GSR is heading south again our antennae are up and our defenses are raised. Perhaps stating the obvious, as of today we see silver as very strongly undervalued relative to gold. See the short-term GSR chart below in the charts section.

Mixed news for large, well-financedmining shares, which had refused to “answer” much of gold’s advance and which we viewed as a reason for caution in the last full report. Since then the HUI has advanced sharply, closing Friday at 460.50 which is up about 70 points, or 17.9%, from two weeks ago. Bravo! That’s the really good news. However, with gold thrusting up to new nominal all-time highs about $90 higher than the May 2008, $1,033 interim pinnacle, we have to note that the HUI would have to advance another 13% higher just to equal its May top in the 519 arena.

Perhaps it is asking too much for mining shares to be as robust now as they were then, in early 2008 before the collapse of Lehman, Bear, AIG and the near total collapse of the global financial system? Perhaps, but we also have to note that we viewed the action then as a warning because mining shares did not seem to be fully “responding” to gold that May. In other words, while we probably should not expect the equities of mining companies to be as strong following the worst stock market panic since the Great Depression, we sure shouldn’t start the very bad habit of making excuses for the indicators we rely on for guidance. Of course the massive new sales of equity by the miners (think Barrick) contribute to the underperformance, but probably not enough to cancel the overall effect.

Therefore, until the mining share indexes reflect more confidence; until they “answer” the movement in gold or even better, outperform it boldly, caution is warranted. Please see more in the HUI index and HUI/Gold ratiocharts below in the charts section.

Smaller, less liquid and more speculative miners and explorers such as those in the Canadian S&P/TSX Venture Index or CDNX (see the charts linked below in the charts section), managed to inch higher for the week. The CDNX closed Friday at 1,359.90, up just over 19 points or 1.4% on weekly volume of 1.17 billion shares. While we are glad to see the bump higher, we have to note that it was only in modest, unimpressive fashion relative to gold metal, which added 2.2% for the week. Further, we have to also note that volume seems to be weakening as the CDNX advanced since September. Even further, we continue to see underperformance of the CDNX relative to the larger companies such as the ones in the HUI. This indicator is a non-confirmation in progress. Caution flags are therefore raised until we see the CDNX acting with more confidence.

Gold COT Changes: The COT report for this week reflects action through Monday, November 9, instead of the regular Tuesday cutoff due to the Veteran’s Day holiday.In the Monday, 11/9 Commodities Futures Trading Commission (CFTC) commitments of traders report (COT) for gold metal the COMEX large commercial’s (LCs) collective combined net short positioning (LCNS) actually fell 1,068 contracts, or 0.4%, from 283,852 to a still very high 282,784 contracts net short Tuesday to Monday as U.S. dollar spot gold rose $19.70, or 1.9%, from $1,084.60 to $1,104.30 - while the total open interest jumped a big 36,514 to 530,505 contracts open.

Gold versus the nominal commercial net short positions as of the COT cutoff:

Click to enlarge

Source for data CFTC for COT, cash market for gold.

The chart above looks at just the nominal amount of commercial net short positioning. The chart below compares the COMEX commercial net short position for gold with the total open interest (LCNS:TO). That gives us a better idea of how the largest hedgers and short sellers are positioned relative to the rest of the COMEX traders.

As measured against all COMEX open contracts, the commercial net short position is now quite a bit farther under the record levels set on September 22 (then at 61.6%). As gold advanced strongly and with the commercial traders actually reducing their collective net short positioning, the LCNS:TO came in at 53.3% of all contracts open on the COMEX, division of NYMEX in New York. Still high enough to be in the “danger zone,” but it is very interesting that as gold advanced the largest of the largest hedgers and short sellers were apparently unwilling to add to their collective net short positioning.

We hasten to add, however, that the data is from last Monday, and a good deal of COMEX water has flowed under the futures bridge since then.

Click to enlarge

Source for data CFTC for COT, cash market for gold.

Notice that as gold seemed to accelerate to the upside, the relative net short positioning of the commercial traders, the LCNS:TO, is actually declining. That suggests that the commercials are less confident that gold’s advance will reverse. In Texas English, COMEX commercial traders are making a tactical retreat, moving farther up the price totem pole before redeploying their stopped out shorts.

Repeating from the last several reports: Both the very high commercial net short positioning and gold’s determined advances are very reminiscent of that 2005 defeat of the $450 barrier. In 2005 the gold bears were gradually, but steadily overrun, with the hedgers and short sellers doing the stop-out-fall-back-sell-again shuffle for months, all the way up to the $730s before they were able to gain the advantage again.

That has to be the best example so far of when the always net short commercials got it “net wrong.”

Silver COT: As silver rose 37 cents, or 2.2%, COT reporting Tuesday to Monday (from $17.19 to $17.56 on the cash market), the large commercial COMEX silver traders (LCs) reduced their collective net short positioning (LCNS) by 237 contracts, or 0.4%, from 58,983 to 58,746 contracts of net short exposure. The total open interest jumped a big 12,554 contracts to 141,794 COMEX 5,000-ounce contracts open, after falling 3,603 contracts the week prior. So as silver added 2.2% the LCNS actually fell a little. As the open interest jumped over 12,000 contracts the commercials were unwilling to take the short side of them. That suggests that the commercials have become much less confident in lower silver prices since the last full report two weeks ago.

It may be unusual to see the LCNS falling on a rising silver price, but this week’s action pales in comparison to the prior week. As silver rose from $16.70 to $17.19 (49 cents or 2.9%) the COT week ending November 3, the commercial traders shed a big 5,379 contracts of their collective net short positioning. If we look just at the last two reporting weeks for the silver LCNS, we see that as silver ROSE 86 cents or 5.1%, the largest silver futures hedgers and short sellers actually reduced their net short positioning by an eye opening 5,616 contracts, or 8.7%!

Click to enlarge

Source for base data CFTC for LCNS, London Silver Fix for silver from LBMA until 2-26-08 then cash market

For context, the chart below compares the silver LCNS to the total number of open contracts on the COMEX, division of NYMEX (LCNS:TO). That gives us a better idea of how the commercials are positioned relative to all the COMEX traders. Because of the large number of new contracts opened against an actual decline in commercial net short positions, the relative commercial net short positioning in silver futures dropped dramatically from 45.6% to 41.4% of all COMEX contracts open.

So much for the notion that the large commercials were hammering silver futures.

Click to enlarge

Source for base data CFTC for LCNS, London Silver Fix for silver from LBMA until 2-26-08 then cash market

View it however you like, but long-time traders who see the commercials reluctant to take on new short positioning on a big increase in the open interest believe that hints that the largest hedgers and short sellers have less, not more confidence that prices are set to fall harshly. Down here in Texas we’d say that the always-short commercials appear to be in a tactical retreat.

General Comments

This is a gold bull market until proven otherwise. In a bull market speculators have but two possible positions: Long or on the sidelines. Definitely not short, except to hedge. (At least just yet.)

We remain on the hunt for special situations and “vulture opportunities” via “stink bids” for obvious lack-of-liquidity, non-news-related, over-reaction sell-downs on the miners via our Vulture Bargain Hunter Method. Companies we believe have been sold down too far with longer-term high-percentage recovery possibilities, like the candidates Brien Lundin mentioned in the most recent Gold Newsletter.

Got Gold Report Charts

Below are few samples of the Got Gold Report (GGR) technical charts. Gold Newsletter subscribers enjoy access to all GGR charts and all the GGR reports, commentary and trading ideas.

That’s it from Houston this week. Until next time, good luck, good trading and as always, MIND YOUR STOPS. Got gold? Got silver?

The above contains opinion and commentary of the author. Each person should study the issues carefully and, as always, make their own informed decisions. Disclosure: The author and/or his family currently holds a net long position in SPDR Gold Shares, net long iShares Silver Trust, long Permian Basin Royalty Trust (PBT), long the following “Vulture Bargain Hunter Stocks” mentioned in this report or within the last six months: Timberline Resources (TLR), Paragon Minerals (PGR.V), Forum Uranium (FDC.V), Odyssey Resources (ODX.V), Radius Gold (RDU.V), Columbus Gold (CGT.V), Endeavour Financial (EDV.T), Terraco Gold (TEN.V), Hathor Uranium (HAT.V), Esperanza Silver (EPZ.V), Gold Port Resources (GPO.V), Victoria Gold (VIT.V), Bravo Venture (BVG.V), Millrock Resources (MRO.V), Atna Resources (ATN.T), Riverstone Resources (RVS.V), Premium Exploration (PEM.V) and currently holds various (approximately 20) other long and short positions in mining and exploration companies. The author receives no compensation from any company mentioned in this report. To contact Gene use LLCCMAN (at) AOL (dotcom).



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