Crude Oil WTI Live Price, Chart & Factors Free Data & Analytics Access
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Crude Oil WTI Price Chart
Crude Oil WTI Factors
Factor exposure for Crude Oil WTI — signals, relative value, risk-model betas and fundamentals, plus factor models published by contributors.
What each factor says now, and what the next week and month paid when it last said the same thing — annualised, against the volatility it came with.
Quantitative Factors
| Factor | Value | Where in its own range | Forward 1 week, annualised | Forward 1 month, annualised | n · hit | Reading | ||||
|---|---|---|---|---|---|---|---|---|---|---|
| in this state return / vol |
all history return / vol |
Sharpe | in this state return / vol |
all history return / vol |
Sharpe | |||||
|
Momentum
|
0.5 | signal, −1 to +1 | no factor history — no forward return, and no volatility to measure it against | Positive | ||||||
|
Trend
|
1 | signal, −1 to +1 | no factor history — no forward return, and no volatility to measure it against | Strong Positive | ||||||
|
Mean Reversion
|
0 | price vs 250d mean | no factor history — no forward return, and no volatility to measure it against | Neutral | ||||||
|
Realised Volatility (20D)
|
-0.635 | annualised | no factor history — no forward return, and no volatility to measure it against | Low | ||||||
Financial Factors
Macroeconomic Factors
Asset Risk Exposure
Global Risk Factors
Annualised on trading-day offsets — the 1-week forward return is 5 trading days so ×50.4, the 1-month is 20 so ×12.6, volatility by the square root of the same. Sharpe is return ÷ volatility. No t-statistic: daily sampling overlaps these windows, so the observation count overstates the independent evidence behind them.
Research on Crude Oil WTI
Recent MacroFinance research reports referencing Crude Oil WTI, newest first.
- Oil's Slide Belies a Long Physical Tail Into 2027 Jun 30, 2026
- Equities Rotate, Crude Slides, and Liquidity Tightens Under the Surface Jun 30, 2026
- Global Geopolitics — 25 June 2026 Jun 25, 2026
- Global Macroeconomics — 25 June 2026 Jun 25, 2026
- Global Markets — 25 June 2026 Jun 25, 2026
- Global View — 25 June 2026 Jun 25, 2026
Statistical Distribution of Returns
Filters
| Factor | Indicator | Criteria | Value | And (for Between) | Action |
|---|
| Statistic | Unfiltered | Filtered |
|---|
About Crude Oil WTI
Crude Oil WTI is tracked on MacroFinance with a live and historical price chart, weekly factor-return attribution, statistical analysis (return distribution, drawdowns and seasonality), and free downloadable historical data (the last 10 years as CSV or JSON, no login).
Last updated: October 8, 2026
Frequently asked questions
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Free Crude Oil WTI historical data (last 10 years)
Browse or instantly download the last 10 years of Crude Oil WTI daily price history. A free account unlocks the full history, an Excel export with factors, and API access.
Download CSV (10y)Download JSON (10y)Full history, Excel & API (free account)
| Date | Close |
|---|---|
| 2026-09-18 | 101.38 |
| 2026-09-17 | 101.09 |
| 2026-09-16 | 102.43 |
| 2026-09-15 | 105.83 |
| 2026-09-14 | 102.93 |
| 2026-09-13 | 102.55 |
| 2026-09-11 | 100.05 |
| 2026-09-10 | 102.48 |
| 2026-09-09 | 96.05 |
| 2026-09-08 | 93.03 |
See how this market's returns behaved when a factor was in a given state, for example when Momentum was strong or bond yields were above 4%, and compare that with all periods.
Reading the chart
- Each bar is a return bucket; its height is the share of periods that landed there.
- All periods: every return in the date range.
- Matching periods: only the periods where all your filters were true. If orange shifts right of the grey, returns were better in that regime.
- Each period's return is the return over the following day, week or month (set by Timeframe), measured from the day the factor was read, so there is no look-ahead.
Adding a filter
- Factor: grouped the same way as the Factors section on this page (Quantitative, Country, Sector, …). Locked factors are listed but greyed out.
- Criteria: greater (>), greater or equal (≥), equal (=), smaller or equal (≤), smaller (<) or between two values.
- Value: depends on the factor.
- Momentum and Trend are signals from −1 to +1, picked as −100 to +100 in steps of 25.
- Mean Reversion is a z-score of price against its 250-day mean, picked in σ from −3 to +3.
- Everything else is a number you type. The line under the box shows the latest reading and its typical range over the last 10 years.
Add several filters to combine conditions; a period must pass every one. Narrow the window with the From/To dates or the 1Y / 5Y / 10Y / MAX buttons; Clear resets filters and dates.
Return statistics
- Unfiltered vs Filtered: all periods vs matching periods.
- Average return, Std dev and Sharpe are annualised (252 days, 52 weeks, 12 months, 6 two-month periods, 4 quarters).
- Maximum drawdown compounds non-overlapping periods; in the Filtered column it assumes you held only while the condition was true.
- Min, 25th percentile, median, 75th percentile and max are per period, not annualised.