WTI Fundamental Models
Observed versus inventory-implied WTI, expanded supply-and-demand estimates, historical residuals and rolling coefficient diagnostics.
Crude oil / model diagnostics
01 / WTI Crude Oil
WTI vs. Comparative Inventories
Weekly front-month WTI prices plotted against U.S. commercial crude stocks relative to their prior five-year seasonal average. Select years to compare market regimes, follow the current-year path, and optionally overlay the historical linear relationship.
Interactive research tool
WTI / Comparative Commercial Crude
Each point is one weekly observation. The highlighted year is connected chronologically.
Latest paired week
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WTI front-month close
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Comparative inventories
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Source: U.S. Energy Information Administration inventory observations and the project's historical WTI front-month dataset. Comparative inventories = commercial crude stocks minus the mean for the same ISO week in the preceding five years. Week 53 excluded. Historical regression fitted only through December 2018; it is descriptive, not a current fair-value estimate. The dataset shown is a research snapshot, not a live feed.
02 / Research pipeline
Models in development
This page will eventually house the broader petroleum valuation research project. The following sections are placeholders until the underlying models and validation are ready for publication.
RBOB Gasoline
Gasoline inventory relationships, demand and production fundamentals, RBOB price analysis, and the RBOB–WTI crack spread.
Refined products / gasoline
Heating Oil & Crack Spreads
ULSD/distillate fundamentals, heating-oil futures, heating-oil–WTI cracks, and cross-product comparisons.
Refined products / distillate
Research disclosure.
Historical correlations and model residuals do not independently identify geopolitical risk premiums or establish tradeable mispricing. Models will be evaluated against held-out observations and transparent price benchmarks before their results are published here.