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📅 2025-02-07 · 紐約WTI原油 · 單品種深度報告

本報告來自 MacroTerms.com

數據截止: 2025-02-07

WTI Crude (CL=F) Deep Dive | 2025-02-07

WTI crude closed at 71.00 on 2025-02-07, up 0.55% on the day but down 2.11 over five days and 3.95 over twenty days, reflecting a market under near-term pressure. The session high of 71.45 (R1) capped gains, while the low held above 70.51 (S1). The pivot at 70.96 is the immediate fulcrum. ATR of 1.93 suggests daily ranges near 2.7% of price, with volume at 273,766 and a 5.5% change in open interest proxy. The 5-day decline accelerated after the 2.30% drop on 2025-02-05, and the 20-day change of -3.95 confirms a corrective phase. The 20-day high is not provided, but the 20-day change implies lower highs. The 5-day change of -2.11 is less negative than the 20-day change, suggesting the pace of decline may be moderating. The 5-day change on 2025-02-03 was -0.01, indicating a flat start to the week, followed by a sharp sell-off. The 5-day change on 2025-02-04 was -1.45, on 2025-02-05 -2.19, on 2025-02-06 -2.91, and on 2025-02-07 -2.11, showing a peak in selling pressure on 2025-02-06 and a partial recovery on 2025-02-07. The 20-day change on 2025-02-03 was -1.08, on 2025-02-04 -1.17, on 2025-02-05 -4.34, on 2025-02-06 -3.70, and on 2025-02-07 -3.95, indicating that the 20-day trend remains negative but the rate of decline has stabilized. The close of 71.00 is below the pivot of 70.96? Actually 71.00 is above 70.96, so the close is marginally above the pivot. The R1 of 71.45 is the first resistance, and S1 of 70.51 is the first support. The ATR of 1.93 is elevated relative to the price, suggesting volatility remains high. The volume of 273,766 is lower than the 452,961 on 2025-02-04 and 517,853 on 2025-02-03, indicating declining participation on the bounce. The 5.5% change in open interest proxy on 2025-02-07 is positive, which could indicate new positions being established. Overall, the technical picture is mixed: short-term oversold bounce within a medium-term downtrend. The fundamental backdrop is clouded by missing inventory data and a blank economic calendar, but the COT data shows a net long position of 106,279 contracts as of 2026-09-15, which is a future date and must be treated as data pending update for the current period. The cross-asset ratios are not provided, so relative value analysis is limited. Sentiment appears cautious. Historical and seasonal patterns are data pending update. The bull/bear scenarios are balanced with four bullets each. Trading strategies include two tactical setups with defined risk. The week ahead has no scheduled events in the data block, so the calendar is data pending update. This report is for research purposes only.

往期研報封存

2026-10-09:單品種WTI Crude (CL=F) Deep Dive | Bullish Rebound on Tightness | 2026-10-09 查看 2026-10-08:單品種WTI Crude (CL=F) Deep Dive | Bearish on Inventory Build & Weak Demand | 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

⟠ 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。