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📅 2025-05-27 · 纽约WTI原油 · 单品种早报

本报告来源: MacroTerms.com

数据截止: 2025-05-27

WTI Crude (CL=F) Deep Dive | 2025-05-27

WTI crude closed at 60.89 on May 27, down 1.04% on the day and 2.87 over five sessions, as persistent macro headwinds and demand uncertainty keep prices below the 61.10 pivot. The 20-day change of -1.87 and 5-day change of -2.87 confirm a bearish short-term trend, with the 20-day high at 62.56 and low at 60.89. ATR near 1.96 suggests elevated volatility. The 5-day change position at 62.90% indicates the close is in the lower portion of the recent range. COT data shows net long positioning at 106,279 contracts as of September 15, 2026, with a weekly decline of 5,452, signaling reduced bullish exposure. The lack of a clear catalyst and the absence of a near-term data calendar keep the market vulnerable to headline risk. Our base case sees range-bound trading between 60.05 support and 61.93 resistance, with a bearish bias. A break below 60.05 could accelerate losses toward 59.00, while a sustained move above 61.93 would neutralize the bearish tilt. We recommend tactical shorts with tight stops and reduced position sizing given elevated ATR. Monitor inventory data and geopolitical developments for directional cues.

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。