📅 2026-10-08
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SHFE Fuel Oil · Single-name brief
This report is provided by MacroTerms.com
Data as of: 2026-09-30 · Settlement: Exchange settlement (15:00 Beijing close, vs prior settlement)
SHFE.FU(燃料油2611)深度分析 | 减仓上涨后高波动区间的方向选择 | 2026-10-08
方向结论：中性观望。燃料油2611结算价4376（2026-09-30），5日+4.26%、20日+17.05%，20日通道位置81.8%，ATR14达210.86（4.76%），RV20 44.7%，价格处于高波动区间上沿；主力持仓降至126742手（-23873），主力名义持仓单日缩减10.59亿元，属减仓上涨（空头回补）而非多头主动增仓，且持仓处近一年第4百分位，趋势延续性证据不足；基本面上EIA原油库存4周累计+2860千桶、较五年同期均值+1.9%，成本端缺乏持续上行驱动，而馏分油库存较五年同期-13.5%提供一定底部支撑。方向失效条件：若燃料油2611结算价有效站上20日高点4606并伴随持仓回升，则转为偏多；若结算价跌破枢轴S1 4322.33且无法快速收回，则转为偏空。
This brief is published in Chinese. The English translation is being prepared.
🇺🇸English original - AI-generated research (not machine translation)
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