I am working on each trade day's forward prices of gasoline. I noticed that the autocorrelation at lag 6 is significantly negative. I know how to interpret negative autocorrelation in a statistical way, but how can I interpret it in an economic way? On term structure, the forward prices of gasoline should go up or go down together. For example, if one large oil field in Saudi Arabia gets attacked, prices all go up together. So how come the autocorrelation is negative here.