M
樞安量化 MacroTerms
👑 購買會員 個人中心
📰 早報內參 👤 會員總覽 ⚙️ 帳戶設定 📒 策略本 🧾 訂閱與帳單 🎫 線上工單
📅 2025-01-22 · 紐約WTI原油 · 單品種深度報告

本報告來自 MacroTerms.com

數據截止: 2025-01-22

WTI Crude (CL=F) Deep Dive | 2025-01-22

WTI crude closed at 75.44 on 2025-01-22, down 0.59% on the day and 2.66 over the past five sessions, yet still up 8.61 over 20 days. The pullback from the 80.04 close on 2025-01-15 has been orderly, with price now testing the daily pivot at 75.72 and the first support at 75.00. Momentum has cooled: the 5-day change turned negative after a strong mid-January rally, and the 20-day change remains positive but is decelerating. The ATR of 2.21 suggests daily ranges are wide, and the close below the pivot and R1 (76.
17) keeps the near-term bias mildly bearish. The 20-day high of 80.04 (close on 2025-01-15) is the key resistance, while the 20-day low is not provided but can be inferred from the 20-day change. Positioning data from COT is stale (2026 dates) and cannot be used for current analysis. The fundamental backdrop is mixed: a stronger dollar and elevated rates weigh, but geopolitical risks and inventory draws provide support. Our base case is a range-bound market between 74.00 and 78.00, with a break below 74.00 opening 72.00 and a break above 78.00 targeting 80.00. We recommend a tactical long near 74.50 with a stop at 73.80 and a target of 77.50, and a short near 78.00 with a stop at 78.80 and a target of 75.00. Risk management is paramount given the elevated ATR.

往期研報封存

2026-10-07:單品種WTI Crude (CL=F) Deep Dive | 2026-10-07 — Buy the 20-Day Channel Floor, Backwardation Intact | 2026-10-07 查看 2026-10-06:單品種WTI Crude (CL=F) Deep Dive | 2026-10-06 — Bearish: 20-Day Channel Floor at 88.06 Is the Line | 2026-10-06 查看 2026-10-05:單品種WTI Crude (CL=F) Deep Dive | 2026-10-05 — Long into Backwardation, 88.28 Invalidates | 2026-10-05 查看 2026-10-04:單品種WTI Crude (CL=F) Deep Dive | 2026-10-04 — Bullish Above 88.28, Backwardation vs Soft Tape | 2026-10-04 查看 2026-10-03:單品種WTI Crude (CL=F) Deep Dive | 2026-10-03 — Long Into Backwardation, 88.28 Invalidation | 2026-10-03 查看 2026-10-02:單品種WTI Crude (CLX26) Deep Dive | 2026-10-02 — Long into Backwardation, 89.88 Pivot Is the Line | 2026-10-02 查看 2026-10-01:單品種WTI Crude (CL=F) Deep Dive | 2026-10-01 — Buy the Backwardation, 88.68 Is the Line | 2026-10-01 查看 2026-09-30:單品種WTI Crude (CL=F) Deep Dive | 2026-09-30 — Backwardation and Product Scarcity Support a Constructive Bias | 2026-09-30 查看 2026-09-29:單品種WTI Crude (CL=F) Deep Dive | 2026-09-29: Backwardation Meets Macro Crosswinds | 2026-09-29 查看 2026-09-28:單品種WTI Crude Deep Dive | Backwardation Squeeze vs. Hormuz Headline Risk | 2026-09-28 查看 2026-09-27:單品種WTI Crude Deep Dive | Hormuz Risk Premium vs. Backwardation Squeeze | 2026-09-27 查看 2026-09-26:單品種WTI Crude (CL=F) Deep Dive | 2026-09-26: Backwardation Meets Demand Doubts | 2026-09-26 查看 2026-09-25:單品種WTI Crude (CL=F) Deep Dive | 2026-09-25 | Backwardation vs. Macro Headwinds | 2026-09-25 查看 2026-09-24:單品種WTI Crude (CL=F) Deep Dive | 2026-09-24 | Backwardation vs. Macro Headwinds | 2026-09-24 查看 2026-09-23:單品種WTI Crude (CL=F) Deep Dive | 2026-09-23 | Backwardation vs. Backwardation | 2026-09-23 查看 2026-09-22:單品種WTI Crude (CL=F) Deep Dive | 2026-09-22: Backwardation Meets Demand Fears | 2026-09-22 查看 2026-09-21:單品種WTI Crude (CL=F) Deep Dive | 2026-09-21: Backwardation Meets Volatility | 2026-09-21 查看 2026-09-20:單品種WTI Crude (CL=F) Deep Dive | 2026-09-20 | Backwardation vs. Demand Fears | 2026-09-20 查看 2026-09-19:單品種WTI原油(CL=F)深度分析报告 | 2026-09-19 | 油价周线承压回落 | 2026-09-19 查看 2025-06-10:單品種WTI Crude (CL=F) Deep Dive | 2025-06-10 查看

⟠ 本月策略回測表現

每日早報 AI 觀點逐日跟蹤結算 · 止損/目標客觀撮合

* 回測基於日報交易觀點逐日結算:止損/目標先到為準,窗口末按收盤平倉。過往表現不代表未來收益。