Hormuz, Priced Into 2027
CRUDE CODE CRUDE CUT № 007 · ANALYSIS NYMEX settles thru 14 SEP 2026 · Print 15 SEP 2026

Crude Cut № 007 · WTI futures · what a 2027 barrel costs, and how fast that is changing

The 2027 build rate

Since the Strait of Hormuz closed, WTI's front month has been to $113, back to $69, and up to $101 again. This page is about a different number: what the market will pay today for a barrel delivered in 2027. That price has built $16.51 in 199 days — $2.49 every 30 days on average — and it has not been a straight line.

The build · Cal-2027 strip over its February baseline · $/bbl · settlement days

Sixteen dollars in 199 days, in three pushes

March did half the work: +$8.47 in the first month. April added $4 and May stalled. June gave $7.29 back as the front month collapsed. July, August and September rebuilt it, and the strip set its high — $78.36 on September 10, with the front month still $11 under its own April peak.

+$16.51
Cal-2027 build over the FEB 13–27 baseline · 14 SEP
$2.49 / 30 D
Average build rate since 27 FEB · 199 calendar days
+$16.85
High-water mark · 10 SEP · Cal-2027 at $78.36

Cal-2027 strip · dollars over the February baseline · daily · zero = $61.51

Cal-2027 build high-water mark average pace, $2.49 / 30 days · hover for the settle, the build and the high to date

RESULT: $61.51 → $78.02, WITH ONE GIVE-BACK. Month-end Cal-2027: MAR $69.98 · APR $74.21 · MAY $73.97 · JUN $66.68 · JUL $71.26 · AUG $74.37 · 14 SEP $78.02. Low since 2 MAR: $66.43 on 26 JUN, still +$4.92. For scale, the front month over the same 199 days: $65.28 → $112.95 (7 APR) → $68.55 (6 JUL) → $101.39, +$36.11, with 19 settlement days at or above $100. In 2022 the same measure on Cal-2023 built $20.37 in the 105 days after the invasion and was back at its baseline by day 211; Cal-2027 at day 196 is at its high. n = 176 settlement days, 136 since 2 MAR.

The rate · change in Cal-2027 from one month's last settle to the next · $/bbl

The rate, month by month

The same build, cut at month-ends. Three months of building, two of giving back, three more of building. The average pace is $2.49 per 30 days; no month has run at the average. March ran at more than three times it.

+$8.47
March · the fastest month · from the baseline to 31 MAR
−$7.29
June · the one real give-back
+$3.65
September so far · ten settlement days to the 14th

Month-by-month build · Cal-2027, last settle to last settle · $/bbl

built gave back average pace, $2.49 · the settle at each month-end sits under the month · hover for detail

RESULT: +8.47 · +4.23 · −0.24 · −7.29 · +4.58 · +3.11 · +3.65 = +$16.51.
MonthLast settleCal-2027ChangeBuild to dateMonth avgFront month
FEB · baseline 13–2727 FEB$61.51—+$0.00$61.51$65.28
MAR31 MAR$69.98+$8.47+$8.47$69.80$101.38
APR30 APR$74.21+$4.23+$12.70$72.15$105.07
MAY29 MAY$73.97−$0.24+$12.46$75.35$87.36
JUN30 JUN$66.68−$7.29+$5.17$71.97$69.50
JUL31 JUL$71.26+$4.58+$9.75$70.94$84.67
AUG31 AUG$74.37+$3.11+$12.87$72.86$85.76
SEP14 SEP$78.02+$3.65+$16.51$76.34$101.39
Month-ends are snapshots: 30 MAR settled at $73.06 and 31 MAR at $69.98, so a day earlier the March bar reads +$11.55 and April's +$1.15. The monthly averages in the table smooth that and tell the same story.

Inside 2027 · twelve contracts · FEB 13–27 baseline → 14 SEP settle

January 2027 has built $26.43. December, $11.02.

In February the twelve 2027 contracts sat within a dollar of each other. Today the year is $16 backwardated from January to December. The market is pricing the disruption into the first half of 2027 and letting the second half drift up more slowly — the five contracts through May set their highs on September 10; the seven from June on are still below the highs they set in mid-May. Cal-2028 has built $8.79, about half of Cal-2027.

$82.26
1H 2027 average · from $61.77 in February
$73.78
2H 2027 average · from $61.24 in February
$16.45
Jan-27 over Dec-27 · was $1.04 in February

Build by 2027 delivery month · 14 SEP settle minus the February baseline · $/bbl

set its high 10 SEP still below its mid-May high · the 14 SEP settle sits under each month · hover for detail

RESULT: THE BUILD IS FRONT-LOADED INSIDE THE YEAR.
ContractBaseline14 SEPBuild%High set
JAN 2027$62.22$88.65+$26.43+42%10 SEP
FEB 2027$61.98$85.41+$23.43+38%10 SEP
MAR 2027$61.79$82.84+$21.05+34%10 SEP
APR 2027$61.64$80.65+$19.01+31%10 SEP
MAY 2027$61.54$78.79+$17.25+28%10 SEP
JUN 2027$61.46$77.21+$15.75+26%18 MAY
JUL 2027$61.37$75.89+$14.52+24%18 MAY
AUG 2027$61.29$74.80+$13.51+22%18 MAY
SEP 2027$61.22$73.92+$12.70+21%18 MAY
OCT 2027$61.19$73.22+$12.03+20%18 MAY
NOV 2027$61.19$72.67+$11.48+19%12 MAY
DEC 2027$61.18$72.20+$11.02+18%12 MAY
Baseline = mean of ten settlement days 13–27 FEB per contract. 1H 2027 $61.77 → $82.26 (+$20.49); 2H 2027 $61.24 → $73.78 (+$12.54). Cal-2028 $61.18 → $69.97 (+$8.79).

The scorecard · as of the 14 SEP 2026 settle

What 199 days of Hormuz did to a 2027 barrel

+$16.51
Build · Cal-2027 over the February baseline
$61.51 → $78.02 · +26.9% · high $78.36 on 10 SEP · low since March $66.43 on 26 JUN
$2.49 / 30 D
Build rate · average since 27 FEB
fastest month MAR +$8.47 · give-back JUN −$7.29 · SEP so far +$3.65
$82 / $74
1H 2027 / 2H 2027 · both from $61.50 in February
Jan-27 +$26.43 to $88.65 · Dec-27 +$11.02 to $72.20 · Cal-2028 +$8.79

Rebuild this cut

Every number on this page traces to a query that runs verbatim in a Crude Code-connected Claude session, against the same NYMEX settles. Pull the recipe, re-run it on today's curve, move the baseline, swap in Cal-2028 or Henry Hub — or price a well set at the February 27 strip and again at today's, and see what 199 days did to a 2027 revenue line.

> get_cut "007" — the recipe, in your session

crudecode.dev
Methodology

The metric. Cal-2027 strip — the simple average of the settles of the twelve January–December 2027 NYMEX WTI delivery months on a trade date, $/bbl. A trade date counts only if it is a weekday, all twelve settled, and the nearest contract delivers within 75 days. Front month — the contract with the nearest delivery month after the trade date; its settle. Baseline — the mean of each series over the ten settlement days February 13–27, 2026, the last sessions before the March 2 gap-up. Build — Cal-2027 on a trade date minus its baseline. Build rate — build divided by calendar days since February 27, stated per 30 days. Month-by-month build — the change in Cal-2027 from the last settlement day of one month to the last of the next; March is measured from the baseline, September through the 14th. High-water mark — the highest build to date since February 27. The 2022 comparison applies the same definitions to Cal-2023 against a February 10–23, 2022 baseline, after dropping any contract print that kinks the curve by more than $6 against its neighbouring months.

The data. market.futures in the Crude Code DB: NYMEX WTI settles keyed by trade date and delivery month, daily. 178 weekday trade dates from 1 JAN to 14 SEP 2026; 176 pass the qualifying-day rule — 23 JAN (a partial curve) and 3 APR (Good Friday, no settles) do not. Sunday-session rows and NaN prints are excluded. A curve-kink scan flags zero bad prints in 2026 and 162 in FEB–OCT 2022; the 2022 comparison drops those and requires nine clean contracts a day. When this cut was first run on 15 SEP, 17 trading days between 10 FEB and 18 MAY were missing from the table; they were backfilled from the source the same day, and every number here is from the completed table.

What we'd push back on ourselves. The baseline is a choice: ten days in late February. Anchor in January and the build is $19.00; use 27 FEB alone and it is $15.74. The average pace is a straight line drawn through a series that is anything but — the monthly bars are the honest version of the same number, and month-ends are snapshots (30 MAR $73.06, 31 MAR $69.98). Dollars, not percent: $16.51 on $61.51 is 26.9%; 2022's peak build was 26.3% of its base — closer in percent than in dollars. The front month rolls to the next contract roughly monthly, so its quoted path carries small roll-day steps; the strip does not roll. One analog is an anecdote. Event dating — the closure, the blockade, the summer easing — is from press coverage, not the database; the analysis anchors on the price series.

Sources. NYMEX WTI settlement prices via the Crude Code DB (market.futures), trade dates 1 JAN 2022 – 14 SEP 2026. As-of: 14 SEP 2026 settle. Print 15 SEP 2026.