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
📅 2025-04-10 · 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: 2025-04-10

WTI Crude (CL=F) Deep Dive | 2025-04-10

WTI crude closed at 60.07 on 2025-04-10, down 3.66% on the day and 10.28% over five sessions, as a sharp risk-off wave and demand concerns overwhelmed geopolitical supply risks. The market is now testing the lower bound of its recent range, with the daily pivot at 60.72 and first support at 58.11. Momentum is negative but stretched: the 5-day decline of 10.28% and 20-day decline of 9.74% suggest oversold conditions, while ATR has expanded to 3.22, indicating elevated volatility. The COT data, though dated, shows net long positioning at 106,279 contracts, down 5,452 week-on-week, reflecting recent long liquidation. The fundamental backdrop is mixed: bearish demand signals from China and a stronger USD are offset by OPEC+ supply discipline and geopolitical risk. In the near term, we see a balanced risk-reward with a slight bearish tilt, favoring range-bound trading with a bearish bias. Key support at 58.11 and resistance at 62.69 will dictate the next directional move. We recommend tactical shorts on rallies toward 62.00-62.50 with tight stops, and a contrarian long near 58.00 if stabilization signs emerge. Overall, the market is in a fragile equilibrium, and we expect continued volatility.

往期早报

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 2026-09-21:单品种旧覆盖策略WTI Crude (CL=F) Deep Dive | 2026-09-21: Backwardation Meets Volatility | 2026-09-21 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。