Burginvest Research · Crude Oil Analysis · January 2024
The Anatomy of a Buy-back, and a Confirmed Bottom in the $70-80 Range
A Month When Red Sea Supply Concern and Improving U.S. Data Pushed Prices Higher Together
Shingo Yoshinaka 🏢 Burginvest Co., Ltd. 📅 January 2024 📊 Crude Oil
Abstract
In January 2024, WTI crude has traded firmly within a $70–80 range. Two factors of a different character — supply concern in the Red Sea and improving U.S. economic data — pushed prices higher at the same time. This paper takes the anatomy of the speculative buy-back that drove this rally (risk-aversion covering versus a fresh bullish stance) as its starting point, examining market participant behavior and two distinct aspects of the forward curve: a change in shape and a neutral level.
Keywords Managed MoneyNumber of TradersShort-squeezeRed Sea Supply ConcernImproving U.S. Data

1. The Broader Financial Market View — Red Sea Supply Concern Meets Improving U.S. Data

As tension escalated in the Middle East following tanker attacks by Yemen's Iran-aligned Houthi movement, drone attacks on several Russian refineries added to the picture, and the market repriced higher on heightened concern over supply disruption.

Alongside this, developments on the U.S. side also pushed prices upward. U.S. inflation data eased, and the latest crude inventory report showed a draw of roughly 9.2 million barrels, exceeding expectations — accelerating the unwind of speculative positioning. Supply-side concern (the Red Sea, Russia) and improving supply-demand fundamentals (U.S. inflation, inventories) — two factors sitting on fundamentally different axes — happened to converge on the upside within the same month.

Assessment

When two supporting factors — concern over Red Sea shipping safety and solid U.S. fundamentals — are present at once, the floor can remain supported even if one factor recedes, so long as the other persists. This dual support structure appears to be what is underpinning the firmness of the current bottom.

2. Market Participants — The Anatomy of the Buy-back, and Alignment Around the $72.5 Level

The General Mechanism

An increase in speculative longs can stem from two distinct sources. One is a buy-back that unwinds existing shorts for risk-aversion purposes, which does not necessarily signal a bullish shift in market view. The other is the construction of fresh longs based on a new bullish conviction, which does suggest a genuine change in participants' outlook. Distinguishing between these two within the same headline "increase in longs" is a useful way to judge how durable a rally is likely to be.

January's CFTC data shows that managed money, which had remained largely in a wait-and-see posture since last November, moved to buy back positions as it turned wary of Red Sea shipping safety. Most of this long increase was risk-aversion covering, but a portion consisted of fresh longs, likely drawing on stronger-than-expected U.S. economic growth and a sense of value at current price levels. The Number of Traders also shows buyers increasing and sellers decreasing around an average level of $72.5, confirming directional alignment among speculators at that price point.

Assessment

That most of the buy-back was risk-aversion driven suggests this rally does not necessarily signal a shift into a genuinely bullish market. That said, the coexistence of some fresh long construction with a rising Number of Traders at a specific level suggests dip-buying appetite may be starting to broaden beyond a simple short-squeeze.

3. Market Structure — Two Distinct Aspects: A Change in Shape, and a Neutral Level

Around January 16th, as tankers began avoiding the Red Sea route, futures spreads strengthened their backwardation tendency. The decline that had continued since last September has paused, and the market has entered a phase of confirming a bottom.

At the same time, the level of the forward curve itself remains neutral, showing neither heightened tension nor easing. The change in shape — a shift toward backwardation — and the neutrality of the curve's level need to be treated as separate axes.

Assessment

Looking only at the shape change might suggest geopolitical risk is being priced in aggressively, but the fact that the level itself remains neutral suggests the market has not yet come to treat this risk as a permanent structural shift. The $70–80 range is likely to continue functioning as the appropriate range for now.

4. Conclusion — A Dual Support Structure, and the Quality of the Buy-back

January 2024's WTI market is confirming a bottom in the $70–80 range, underpinned by a dual support structure of Red Sea supply concern and improving U.S. economic data. While the speculative buy-back has been primarily risk-aversion driven, a portion of fresh long construction and a rising Number of Traders at a specific level suggest the rally may be gaining some breadth. The forward curve has strengthened its backwardation shape while its level remains neutral — whether this dual support structure holds is likely to be the key to reading the next phase.

Key Observation Points
I
The Broader Financial Market View: Durability of the Dual Support
Whether either the Red Sea supply concern or improving U.S. data can support the floor on its own should the other recede.
II
Market Participants: Whether Buy-backs Shift Toward Fresh Longs
Whether risk-aversion-driven covering shifts toward broader-based fresh long construction.
III
Market Structure: Whether the Curve's Neutral Level Persists
Whether the curve's level remains neutral even as backwardation strengthens, or begins shifting toward tension.
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