WTI Futures: Thin Trading Before the Monthly Roll-Over I think there is ALWAYS thin trading before the monthly roll-over. Demand for the front month decreases as we approch the roll-over date because the future is simply coming due in a shorter and shorter time-frame so fewer and fewer traders want a contract that expires in such a short time-frame: might as well wait and buy/sell the January contract, as it doesn't expire until January 20th.....sort of a pratical explanation, and, of course, all IMHO....