It’s tough for traders without access to a Bloomberg terminal to get info on the historical seasonality of commodity futures. This website uses clean back-adjusted data that rolls based on open interest (OI) to display the 5-year, 10-year, and 20-year seasonal averages.
In addition, each page shows the slope of contango or backwardation and 12-month price momentum for each contract. For contango/backwardation, my calculations are based on comparing the price of the first and second nearest contracts, rolling both before the first notice date for the first nearest contract. For momentum, my calculations measure the roll-adjusted performance of a position in front month contracts over the past twelve months.
Finally, the most important page on this website is the dashboard. This page aggregates all average monthly seasonality numbers and also combines all current contango/backwardation info into one convenient graph. This website is meant to cut down on your research time and save you some money. If you find it useful, shoot me an e-mail and let me know.