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📅 2025-03-06 · 纽约WTI原油 · 单品种早报 旧覆盖策略

本报告来源: MacroTerms.com

数据截止: 2025-03-06

WTI Crude (CL=F) Deep Dive | 2025-03-06

WTI crude closed at 66.36 on 2025-03-06, up 0.08% on the day but down 5.67 over the past five sessions and 6.57 over 20 days, reflecting persistent selling pressure. The market remains below its daily pivot of 66.35, with immediate resistance at R1 67.10 and support at S1 65.60. ATR stands at 1.83, indicating elevated volatility. The 5-day change of -5.67 and 20-day change of -6.57 highlight a clear downtrend, though the marginal gain on the day suggests potential stabilization. Positioning data shows net long COT positions at 106,279 contracts as of 2026-09-15, down 5,452 week-over-week, indicating recent long liquidation. The fundamental backdrop remains mixed, with no major inventory or central bank data in the provided set. Sentiment appears cautious, with the 48-hour headline bias neutral to bearish. Cross-asset ratios are not available in the data block, so relative value analysis is limited. Seasonality patterns are pending. The near-term balance favors a range-bound to lower scenario unless price reclaims the pivot. We outline two trading strategies: a tactical long near support and a short on rallies, both with defined risk. Key calendar events are pending. This report is for research purposes only.

往期早报

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