M
枢安量化 MacroTerms
👑 购买会员 个人中心
📰 早报内参 👤 会员总览 ⚙️ 账户设置 📒 策略本 🧾 订阅与账单 🎫 在线工单
📅 2025-05-14 · 纽约WTI原油 · 单品种早报

本报告来源: MacroTerms.com

数据截止: 2025-05-14

WTI Crude (CL=F) Deep Dive | 2025-05-14: Rangebound, Bearish Bias

WTI crude closed at 63.15 on 2025-05-14, down 0.82% after a three-day rally that saw prices rise from 59.91 on May 8 to 63.67 on May 13. The 5-day change stands at +8.75%, while the 20-day change is +2.97%, indicating a short-term recovery within a broader range. The daily pivot is 63.19, with R1 at 63.64 and S1 at 62.71. ATR is elevated at 2.28, suggesting continued volatility. The COT net long position for the week ending 2026-09-15 is 106,279 contracts, down 5,452 from the prior week, but still above the 84,020 level seen four weeks ago. Open interest is 1,955,764 contracts. The 5-day change position (chPos) is 80.20%, indicating the close is near the top of the recent 5-day range. The fundamental backdrop remains mixed: while geopolitical risks persist, demand concerns and a firm dollar may cap upside. Our near-term bias is neutral-to-bearish, with a break below S1 (62.71) opening the door to 61.95 (May 12 close) and then 61.02 (May 9 close). A sustained move above R1 (63.64) could target 64.50 (May 13 high). We recommend a tactical short with a stop above R1 and a target near S1, and a long scalp if S1 holds. Position sizing should account for elevated ATR. The data calendar is pending update.

往期早报

2026-10-08:单品种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:单品种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:单品种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:单品种WTI Crude (CL=F) Deep Dive | 2026-10-05 — Long into Backwardation, 88.28 Invalidates | 2026-10-05 查看 2026-10-04:单品种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:单品种WTI Crude (CL=F) Deep Dive | 2026-10-03 — Long Into Backwardation, 88.28 Invalidation | 2026-10-03 查看 2026-10-02:单品种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:单品种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:单品种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:单品种WTI Crude (CL=F) Deep Dive | 2026-09-29: Backwardation Meets Macro Crosswinds | 2026-09-29 查看 2026-09-28:单品种WTI Crude Deep Dive | Backwardation Squeeze vs. Hormuz Headline Risk | 2026-09-28 查看 2026-09-27:单品种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:单品种WTI Crude (CL=F) Deep Dive | 2026-09-26: Backwardation Meets Demand Doubts | 2026-09-26 查看 2026-09-25:单品种WTI Crude (CL=F) Deep Dive | 2026-09-25 | Backwardation vs. Macro Headwinds | 2026-09-25 查看 2026-09-24:单品种WTI Crude (CL=F) Deep Dive | 2026-09-24 | Backwardation vs. Macro Headwinds | 2026-09-24 查看 2026-09-23:单品种WTI Crude (CL=F) Deep Dive | 2026-09-23 | Backwardation vs. Backwardation | 2026-09-23 查看 2026-09-22:单品种WTI Crude (CL=F) Deep Dive | 2026-09-22: Backwardation Meets Demand Fears | 2026-09-22 查看 2026-09-21:单品种WTI Crude (CL=F) Deep Dive | 2026-09-21: Backwardation Meets Volatility | 2026-09-21 查看 2026-09-20:单品种WTI Crude (CL=F) Deep Dive | 2026-09-20 | Backwardation vs. Demand Fears | 2026-09-20 查看 2026-09-19:单品种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

⟠ 本月策略回测表现

每日早报 AI 观点逐日跟踪结算 · 止损/目标客观撮合

* 回测基于日报交易观点逐日结算:止损/目标先到为准,窗口末按收盘平仓。过往表现不代表未来收益。