CH4 or better rated oil (Any letter after H) example CJ etc. and the book also calls for 10-30 (not 15W-40 or synthetic) and I too use the Shell Rotellal brand.
BTW, I can't find 10W-30 any longer in Wal-Mart but they do still manage to carry 15WX40. I know some use synthetic but so long as my tractor is under warranty I feel compelled to go by the book. YMMV
I use Rotella T synthetic 5W-40. I took DK35vince's advise 4 years ago when I first bought the CK30hst. He is only about 100 miles away and same weather. Easy Winter starts and runs good in Summer. I can find it at Walmart, TSC, and most auto parts stores.
Rottilla ,[not synthetic] for me after 1st oil change,might go to a synthetic after a while,,15w40. You should be able to find that in most auto stores and walmart,etc,good as any.
I went to 10/30 Mobil 1 at first oil/filter change, but then decided on 15/40 Rotella T syn; maybe more additive (diesel formulation)to hold soot, etc. in suspension between services. Oh ya, use it year 'round.