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📅 2025-05-16 · 紐約WTI原油 · 單品種深度報告 舊覆蓋策略

本報告來自 MacroTerms.com

數據截止: 2025-05-16

WTI Crude (CL=F) Deep Dive | 2025-05-16

WTI crude closed at 62.49 on 2025-05-16, up 1.41% on the day, but remains 3.39% lower over the past 20 days. The session high of 63.05 (R1) was rejected, and the close sits just above the pivot at 62.
15. The 5-day change is +2.41, indicating a short-term bounce within a broader downtrend. ATR stands at 2.28, reflecting elevated volatility. The 20-day change is negative, suggesting medium-term pressure. The daily close is above the pivot but below R1, a neutral-to-bearish signal. The 5-day change has been positive, but the 20-day change remains negative, highlighting a potential bear market rally. The chPos (close position within daily range) was 73.4%, indicating buying interest into the close. However, the prior day's close was 61.62, and the 5-day change was +2.85, showing a recovery from recent lows. The 20-day change of -3.39% suggests that the longer-term trend is still down. The ATR of 2.28 is relatively high, implying that daily ranges are wide. The pivot point for the next session is 62.15, with R1 at 63.05 and S1 at 61.59. A break above R1 could target 63.67 (the May 13 high), while a break below S1 could target 61.62 (the May 15 close). The market is at a critical juncture: it needs to hold above the pivot to sustain the bounce, but the 20-day trend is still negative. The COT data shows a net long position of 106,279 contracts as of 2026-09-15, but this is likely a data error; the most recent COT data is from 2026-09-15, which is in the future. We will treat the COT data as pending update. The economic calendar is also pending. Overall, the technical picture is mixed: short-term bullish, medium-term bearish. The fundamental drivers are unclear due to missing data. We recommend a cautious approach, with tight stops and small position sizes.

往期研報封存

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