Does higher frequency data have a larger effect on next day crude oil prices than data with lower periodicity?

Looking at demand and supply indicators for crude oil, such as opec / non-opec production, storage and consumption, the frequency at which this data becomes available seems inadequate to explain short term / next day volatility.

Naturally, trading volumes and trade data related to the specific product / derivative plays a role, but can it explain all the volatility in between the relatively slow drip feed of macro information?


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