Physical price volatility

Might be a retarded unanswerable question but how do you guys typically find physical price volatility(in ags for example) correlates to futures volatility? Physical trading is much more relationship based of course so do you find it much easier to use leverage and go long because it’s more predictable? Does it feel safer than trading the futures?

I trade as it is but will be looking at diversifying into some new commodities in my firm and just wanna know if people think the directionality is a bit more predictable across many things. For example, it’s pretty clear to see corn moving in one direction if you are selling to feedlots or ethanol plants and they are all raising bids slowly week by week, thus you go long. Never completely predictable of course but wanting to know if this clear price directionality happens in let’s say lentils or even lumber because typically an ethanol plant won’t just drop its price to the floor without some period of stagnation or mass buying which you would be aware of if you have a relationship and are being told what the plant is doing.