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US cotton futures shot to three-week highs on Thursday for their largest daily gain in four weeks on an unexpected flurry of buying for prompt delivery from textile mills. Technical buying also propelled the market higher after prices pierced a string of resistance levels.
"Mill interest continues despite the recent rise in prices this week, especially for delivery prior to December 31," said Sharon Johnson, senior cotton specialist at Knight Futures. The most-active December cotton contract on ICE Futures US settled up 2.33 cents, 3.25 percent, at 73.96 cents with volumes significantly higher than average. It hit an intraday high of 74.63 cents per lb shortly before settlement.
The market swung into an inversion, with the nearby contract higher than the March, fuelling the perception that prompt demand may be outpacing supplies. December's premium was 1.24 cents. Certified stocks rose to 25,801 480-lb bales from 22,887, according to ICE data, although that level is still historically very low. Another 14,880 bales are awaiting review by the US Department of Agriculture.
The flurry of buying interest, mainly from China, the world's largest fibre consumer, was triggered by the drop in prices last week below 70 cents, levels last seen in July, traders said. The weekly US export sales report, usually released on Thursdays but delayed until Friday this week, is expected to show healthy sales as textile mills took advantage of the low prices in the week to November 8. While the interest provided some respite from lingering worries about bumper global production and a growing surplus, few expect it to last.
Traders expect hefty liquidation in the front-month contract during the next six trading days until the first notice day on November 26. There are just under 36,000 lots in open interest left in the nearby contract, which expires at the end of this month. Open interest has dropped every day bar one since the start of November to around 180,000 lots, down 11 percent.
Deliveries to the board and a healthy US harvest will also pressure prices. Andy Ryan, risk management consultant at INTL FCStone, estimated the US harvest is about 85 percent complete. The gains were all the more significant given the heavy losses on commodity and financial markets amid fresh concerns about the health of the world economy after data revealed the euro zone slipped into recession in the third quarter. There were no signs of detente in the stand-off between US Democrats and Republicans over how to resolve the problem referred to as the "fiscal cliff" that some analysts say could send the United States careening back into recession in 2013.

Copyright Reuters, 2012

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