No single futures contract lives long enough to chart. Data vendors splice them: show the front-month until a chosen roll-date, then switch to the next month. The result is a chart, not a tradeable instrument.
The splice leaves a seam. Unless the series is back-adjusted, there is a jump at every roll equal to the spread between the two months, and long-term support levels drawn across that seam are fiction.
Example: a raw continuous crude series rolling from a $78 expiring month into an $80 next month shows a $2 gap that nobody ever traded. Over ten monthly rolls in contango the chart accumulates $20 of gaps.
Related: back-adjustment, roll-date, front-month, contango, gap