The two schedules above both share that the most important factor is nominal growth in USA GDP. One is completely out of synch with the other. So one must ask which market is more efficient - most liquid and effective in relaying expectations. Obviously that is Fed Funds. Therefore the difference between the two markets expectations has to be inefficiencies in the less liquid oil markets - or put another way, oil is a manipulated inefficient market. The extreme moves in the contango around key settlements indicates that likely efficiency is about to return to the oil market and to force it inline with the macro USA key factors.