◂ 이벤트 타임라인

2021. 11. 26.질병글로벌

Algos and options turn a tumble into a crash on oil's Black Friday

WTI crude fell 13% and Brent fell 12% on Black Friday, November 26, 2021, the largest one-day drop for WTI since April 2020. The sell-off was triggered by concerns over the Omicron Covid variant, with algorithmic and options selling amplifying the decline.

중요한 이유

A sharp crude collapse lowers diesel, fertilizer and freight costs and may pressure biofuel-linked vegetable oil demand, while the Omicron demand scare points to weaker energy consumption ahead.

영향 대상원유 (WTI)▼대두유▼원유 (Brent)▼아르헨티나 페소 (USD당 ARS)▼ULSD / 디젤▼

출처 2건
batimes.com.arJames Grainger2021. 11. 26.
businesstimes.com.sg2021. 11. 28.

가격 반응 및 이력

원유 (WTI)▼하락현재까지1d -4.6%5d -15.0%20d -5.7%

과거 하락 질병 이벤트 32건 이후, 원유 (WTI)은 5거래일 동안 중앙값 -5.2% 변동(상승 13%; 중간 50% 범위 -15.0%~-2.4%), 20거래일 동안 -5.7%.

2020. 1. 27.Oil drops below $60 as China virus drives demand concern | Fox Business-4.7%
2021. 12. 1.Oil turns lower as Covid variant is confirmed in the U.S.+8.8%
2020. 1. 22.Fueled by concerns over the ‘China virus,’ oil markets tumble - FreightWaves-8.4%
2021. 11. 26.Oil crashes as coronavirus strain threatens demand recovery | Oil and Gas News | Al Jazeera-15.0%
2020. 1. 28.Diesel Slump Turns Into a Rout as Virus Locks Down Cities - Bloomberg-5.7%

대두유▼하락현재까지1d -1.3%5d -4.6%20d -4.5%

과거 질병 이벤트 13건 이후, 대두유은 5거래일 동안 중앙값 -0.3% 변동(상승 38%; 중간 50% 범위 -2.3%~+1.2%), 20거래일 동안 -4.6%.

원유 (Brent)▼하락현재까지1d -11.7%5d -14.7%20d -6.8%

과거 하락 질병 이벤트 26건 이후, 원유 (Brent)은 5거래일 동안 중앙값 -6.0% 변동(상승 15%; 중간 50% 범위 -13.3%~-2.0%), 20거래일 동안 -6.8%.

2020. 1. 27.Oil drops below $60 as China virus drives demand concern | Fox Business-3.4%
2021. 12. 1.Oil turns lower as Covid variant is confirmed in the U.S.+6.8%
2020. 1. 22.Fueled by concerns over the ‘China virus,’ oil markets tumble - FreightWaves-7.3%
2021. 11. 26.Oil crashes as coronavirus strain threatens demand recovery | Oil and Gas News | Al Jazeera-14.7%
2021. 11. 26.OIL FUTURES: Crude futures plunge by more than 10% on new COVID-19 variant concerns-14.7%

아르헨티나 페소 (USD당 ARS)▼하락

과거 비교 가능한 이벤트가 아직 부족해 이력 분석을 할 수 없습니다.

각 품목 벤치마크의 이벤트 직전 종가 대비 변동. 과거 수치는 같은 유형의 과거 이벤트를 합산한 것으로, 일어난 일을 설명할 뿐 앞으로 일어날 일이 아닙니다. 투자 자문이 아닙니다.

연관 가격 변동

ULSD / 디젤-6.2%1개 기간 · 2021. 11. 26.까지-4.5σ
It describes the 12-13% crude crash on Nov 26 triggered by Omicron concerns and amplified by algorithmic and options selling, which pulled diesel futures down.
ULSD / 디젤-13.2%5개 기간 · 2021. 12. 1.까지-4.2σ
WTI and Brent had their largest one-day drops since 2020, amplified by algorithmic and options selling, which fed through to distillate futures.
원유 (Brent)-15.6%5개 기간 · 2021. 12. 1.까지-5.2σ
Algorithmic and options selling amplified the Omicron-driven drop in thin holiday liquidity, deepening the decline.
원유 (WTI)-16.5%5개 기간 · 2021. 12. 1.까지-4.7σ
Algorithmic and options selling amplified the Nov 26 Omicron-driven plunge in thin holiday liquidity.

원유 (WTI) WTI · GP ▸

——— · ·

대두유 SBO · GP ▸

——— · ·

불러오는 중…