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📅 2025-02-27 · 紐約WTI原油 · 單品種深度報告

本報告來自 MacroTerms.com

數據截止: 2025-02-27

WTI Crude (CL=F) Deep Dive | 2025-02-27

WTI crude closed at 70.35 on 2025-02-27, up 2.52% on the day but still down 3.06 over the past five sessions and 3.13 over 20 days, reflecting a market that remains under medium-term pressure despite a short-covering bounce. The daily pivot at 69.83 and R1 at 71.06 define near-term boundaries, while ATR of 1.64 signals elevated volatility. The 5-day change of -3.06 and 20-day change of -3.13 confirm a persistent downtrend, though the close above the pivot suggests buyers defended the 69.13 support zone. The 5-day volume profile shows a spike to 265,933 contracts on the up day, indicating short-term conviction. The COT data, though dated to 2026-09-15, shows net long positioning at 106,279 contracts, down 5,452 week-over-week, with open interest at 1,955,764. The disconnect between the dated COT and current price action limits positioning analysis. The absence of a confirmed economic calendar for the next seven days leaves event risk data pending. Our base case is a range-bound market between 69.13 and 71.06, with a break below 69.13 opening 68.23 and a break above 71.06 targeting 72.06. We favor a tactical long near support with tight stops, while acknowledging that the medium-term trend remains fragile.

往期研報封存

2026-10-08:單品種WTI Crude (CL=F) Deep Dive | 2026-10-08 — Neutral: Range-Bound Between 86.86 and 91.97 | 2026-10-08 查看 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 (CL=F) Deep Dive | 2026-09-27 — Backwardation vs. a 4.9% ATR: Buy the S1 Retest | 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

⟠ 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。