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📅 2025-03-13 · 紐約WTI原油 · 單品種深度報告

本報告來自 MacroTerms.com

數據截止: 2025-03-13

WTI Crude (CL=F) Deep Dive | 2025-03-13: Bearish Momentum Persists

WTI crude closed at 66.55 on 2025-03-13, down 1.67% for the day, with the 20-day change at -6.75, indicating a sustained downtrend. The 5-day change is +0.29, suggesting a potential short-term stabilization. The daily pivot is 66.95, with R1 at 67.54 and S1 at 65.97. ATR stands at 1.85, reflecting elevated volatility. The COT net long position is 106,279 contracts, down 5,452 week-over-week, showing reduced bullish sentiment. The US dollar and interest rate expectations remain key fundamental drivers, while geopolitical risks provide a floor. The gold-oil ratio is elevated, highlighting crude's relative underperformance. Sentiment is bearish, with recent headlines focusing on demand concerns. Seasonally, March is often a transition month with mixed price action. We present two trading strategies: a short-term long on a break above R1 and a medium-term short on rallies. Key risks include inventory data and OPEC+ decisions. The near-term balance is bearish, but oversold conditions may trigger a bounce. 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。