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📅 2025-06-10 · 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: 2025-06-10

WTI Crude (CL=F) Deep Dive | 2025-06-10

WTI crude closed at 64.98 on June 10, down 0.47% on the day but still up 2.48% over five sessions and 4.89% over twenty days, reflecting a market that has recovered from early-June lows near 62.85. The session high-low range was contained, with the close just below the daily pivot of 65.28 and above the first support at 64.27. Momentum remains constructive: the 5-day change has been positive for four consecutive sessions, and the 20-day change has expanded from 6.36% to 7.80% before settling at 4.89%, indicating a maturing rebound. ATR near 1.94 suggests daily swings of roughly 3% remain the norm. Positioning data show net long speculative exposure at 106,279 contracts as of September 15, 2026, a slight weekly decline of 5,452 contracts, but still well above the 84,020 net long seen four weeks prior. The macro backdrop is mixed: a firm dollar and elevated rates remain headwinds, while geopolitical risk and inventory draws provide support. Our base case is a range-bound market between 62.50 and 66.50, with a modest upside bias if the 65.98 pivot resistance is breached on rising volume. We favor tactical longs near support with tight stops, and we outline two strategies in Section 8.

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。