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📅 2025-03-11 · 紐約WTI原油 · 單品種深度報告

本報告來自 MacroTerms.com

數據截止: 2025-03-11

WTI Crude (CL=F) Deep Dive | 2025-03-11

WTI crude closed at 66.25 on 2025-03-11, up 0.33% on the day but down 2.94 over the past five sessions and 8.39 over 20 days, reflecting persistent selling pressure. The daily pivot sits at 66.24 with immediate resistance at 67.18 and support at 65.30. ATR near 1.90 suggests elevated intraday volatility. The 5-day change has been negative for five consecutive sessions, with the largest single-day drop of 2.86% on 2025-03-05. Volume has declined from 382,493 on 2025-03-05 to 222,511 on 2025-03-11, indicating fading participation during the recent bounce. The 20-day change remains deeply negative at -8.39, confirming a medium-term downtrend. COT data shows net long positioning at 106,279 contracts as of 2026-09-15, with a weekly decline of 5,452, suggesting recent long liquidation. However, the data is dated and may not reflect current market dynamics. The fundamental backdrop remains opaque due to missing inventory, USD, and rates data. Sentiment appears cautious, with no clear catalyst for a sustained reversal. In the near term, price action will likely remain range-bound between 65.30 and 67.18, with a break below 65.30 opening the door to further losses, while a close above 67.18 could signal a short-term bottom. Traders should monitor volume and COT updates for confirmation.

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。