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📅 2025-02-06 · 紐約WTI原油 · 單品種深度報告 舊覆蓋策略

本報告來自 MacroTerms.com

數據截止: 2025-02-06

WTI Crude (CL=F) Deep Dive | 2025-02-06

WTI crude closed at 70.61 on 2025-02-06, down 0.59% on the day and 2.91 over five sessions, as the market continues to retreat from late-January levels. The 20-day change is -3.70, reflecting persistent selling pressure. The daily pivot is 70.96, with R1 at 71.50 and S1 at 70.08. ATR stands at 1.98, indicating elevated volatility. The 5-day change of -2.91 suggests a clear downtrend. The COT data, though dated, shows net long positioning at 106,279 contracts as of 2026-09-15, with a weekly change of -5,452, indicating recent long liquidation. The lack of a near-term calendar and missing OI data limit fundamental clarity. Overall, the technical picture is bearish, with price below the pivot and R1, and the 20-day decline reinforcing downside momentum. However, the proximity to S1 at 70.08 may provide near-term support. Traders should watch for a break below S1 to confirm further weakness, while a recovery above R1 could signal a short-term reversal. The market remains sensitive to macroeconomic data and geopolitical developments, but with limited fresh catalysts, price action will likely be driven by technicals and positioning adjustments.

往期研報封存

2026-10-11:單品種WTI Crude (CL=F) Deep Dive | Backwardation and a 98th-percentile crack vs a 20D downtrend | 2026-10-11 查看 2026-10-10:單品種WTI Crude (CL=F) Deep Dive | Bullish on Backwardation & Tightness | 2026-10-10 查看 2026-10-09:單品種舊覆蓋策略WTI Crude (CL=F) Deep Dive | Bullish Rebound on Tightness | 2026-10-09 查看 2026-10-08:單品種舊覆蓋策略WTI Crude (CL=F) Deep Dive | Bearish on Inventory Build & Weak Demand | 2026-10-08 查看 2026-10-07:單品種舊覆蓋策略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:單品種舊覆蓋策略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:單品種舊覆蓋策略WTI Crude (CL=F) Deep Dive | 2026-10-05 — Long into Backwardation, 88.28 Invalidates | 2026-10-05 查看 2026-10-04:單品種舊覆蓋策略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:單品種舊覆蓋策略WTI Crude (CL=F) Deep Dive | 2026-10-03 — Long Into Backwardation, 88.28 Invalidation | 2026-10-03 查看 2026-10-02:單品種舊覆蓋策略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:單品種舊覆蓋策略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:單品種舊覆蓋策略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:單品種舊覆蓋策略WTI Crude (CL=F) Deep Dive | 2026-09-29: Backwardation Meets Macro Crosswinds | 2026-09-29 查看 2026-09-28:單品種舊覆蓋策略WTI Crude Deep Dive | Backwardation Squeeze vs. Hormuz Headline Risk | 2026-09-28 查看 2026-09-27:單品種舊覆蓋策略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:單品種舊覆蓋策略WTI Crude (CL=F) Deep Dive | 2026-09-26: Backwardation Meets Demand Doubts | 2026-09-26 查看 2026-09-25:單品種舊覆蓋策略WTI Crude (CL=F) Deep Dive | 2026-09-25 | Backwardation vs. Macro Headwinds | 2026-09-25 查看 2026-09-24:單品種舊覆蓋策略WTI Crude (CL=F) Deep Dive | 2026-09-24 | Backwardation vs. Macro Headwinds | 2026-09-24 查看 2026-09-23:單品種舊覆蓋策略WTI Crude (CL=F) Deep Dive | 2026-09-23 | Backwardation vs. Backwardation | 2026-09-23 查看 2026-09-22:單品種舊覆蓋策略WTI Crude (CL=F) Deep Dive | 2026-09-22: Backwardation Meets Demand Fears | 2026-09-22 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。