M
枢安量化 MacroTerms
👑 购买会员 个人中心
📰 早报内参 👤 会员总览 ⚙️ 账户设置 📒 策略本 🧾 订阅与账单 🎫 在线工单
📅 2025-03-27 · 纽约WTI原油 · 单品种早报

本报告来源: MacroTerms.com

数据截止: 2025-03-27

WTI Crude (CL=F) Deep Dive | 2025-03-27

WTI crude closed at 69.92 on 2025-03-27, up 0.39% on the day and 2.43 over the past five sessions, yet still down 0.61 over 20 days. The market is consolidating above the daily pivot of 69.67, with resistance at 70.22 and support at 69.37. ATR has compressed to 1.42 from 1.69 on 2025-03-21, indicating fading volatility. The 5-day change has been positive for four consecutive sessions, but the 20-day change remains negative, suggesting a corrective bounce within a broader range. COT data for the week of 2026-09-15 shows net long positioning at 106,279 contracts, down 5,452 from the prior week, following a large 17,450 increase on 2026-09-08. This mixed positioning picture, combined with a lack of fresh macro catalysts in the calendar, points to a market driven by technical flows and inventory expectations. We maintain a neutral-to-cautiously-bullish bias for the near term, contingent on holding above 69.37. A break below could open the door to 68.50, while a sustained move above 70.22 would target 71.00. Risk management remains paramount given the compressed ATR and potential for sudden expansion.

往期早报

2026-10-09:单品种WTI Crude (CL=F) Deep Dive | Bullish Rebound on Tightness | 2026-10-09 查看 2026-10-08:单品种WTI Crude (CL=F) Deep Dive | Bearish on Inventory Build & Weak Demand | 2026-10-08 查看 2026-10-07:单品种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WTI Crude (CL=F) Deep Dive | 2026-09-29: Backwardation Meets Macro Crosswinds | 2026-09-29 查看 2026-09-28:单品种WTI Crude Deep Dive | Backwardation Squeeze vs. Hormuz Headline Risk | 2026-09-28 查看 2026-09-27:单品种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WTI Crude (CL=F) Deep Dive | 2026-09-26: Backwardation Meets Demand Doubts | 2026-09-26 查看 2026-09-25:单品种WTI Crude (CL=F) Deep Dive | 2026-09-25 | Backwardation vs. Macro Headwinds | 2026-09-25 查看 2026-09-24:单品种WTI Crude (CL=F) Deep Dive | 2026-09-24 | Backwardation vs. Macro Headwinds | 2026-09-24 查看 2026-09-23:单品种WTI Crude (CL=F) Deep Dive | 2026-09-23 | Backwardation vs. Backwardation | 2026-09-23 查看 2026-09-22:单品种WTI Crude (CL=F) Deep Dive | 2026-09-22: Backwardation Meets Demand Fears | 2026-09-22 查看 2026-09-21:单品种WTI Crude (CL=F) Deep Dive | 2026-09-21: Backwardation Meets Volatility | 2026-09-21 查看 2026-09-20:单品种WTI Crude (CL=F) Deep Dive | 2026-09-20 | Backwardation vs. Demand Fears | 2026-09-20 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。