Is there anywhere that reports open interests or the max pain on futures such as Crude (CL), Natural Gas (NG), or E-Minis (ES)? I cannot seem to find this data, though I have seen it listed on trading screens. The closest I have found is on the CME's website: http://www.cmegroup.com/tools-information/quikstrike/options-open-interest-profile-energy.html, but how can I get it in a report or data format of each strike's OI for all expiries? . ICE has reports such as https://www.theice.com/marketdata/reports/143.
Every day the CME publishes daily settlement information, which includes Open Interest
Go here http://cmegroup.com/settlements.html and click on for example COMEX Options. There are two formats for the file, .csv or plain text. In the .csv file look for the column 'prev int' which refers to Previous Day's Open Interest
The file(s) can also be downloaded automatically via ftp if you wish