Strategic Oil
Market Intelligence
Asia-Pacific

Real-time Brent, WTI, Dubai, MIDE, ALB, RUS, VEN crude prices with critical threshold alerts and war/blockade risk overlays. Dubai differential calculated via Platts standard (Brent −$1.50). Powered by EIA API + Yahoo Finance yfinance — live market feed.

Industry-standard 3-2-1 and 5-3-2 crack spread calculations using IEA/CME methodology. Tracks refinery margin in real time: 3-2-1 = (2×Gasoline + Diesel − 3×WTI) ÷ 3. Chicago and Group 3 benchmarks. Identifies refinery profitability across Asia-Pacific routes.

Days-of-supply monitoring for 15 APAC countries: U.S., Europe, China, Japan, S. Korea, Taiwan, Australia, Philippines, Singapore, Malaysia, Thailand, Vietnam, Indonesia, Brunei, N. Zealand. Data sourced from EIA, IEA, DOE Philippines, Petronas, Pertamina, and EPPO. Color-coded by criticality.

Live disruption index (0–100), refinery status, supply vulnerability score, and geo heat rating. Tracks Hormuz, Malacca, and Panama chokepoints with vessel density data. OPEC Basket price computed using official member weights — Saudi Arab Light (28%), Iraq Basra (18%), UAE Murban (12%) and more.

Live Henry Hub (EIA), TTF, and LNG Brent Spot pricing. LNG User Price calculator builds full chain cost: HH + Liquefaction + Shipping + Regasification + Regional Freight — per Wood Mackenzie netback methodology. Arbitrage signal: OPEN / MARGINAL / CLOSED. Per-country freight adders for all 13 APAC nations.

Institutional-grade risk suite: Value at Risk (VaR) and CVaR using CFA/Bloomberg parametric methodology. Monte Carlo simulation via Geometric Brownian Motion with Itô correction (standard financial mathematics). Sharpe and Sortino Ratios annualized to √252 trading days. Contango/Backwardation detection via CME curve structure. Full VaR Backtesting validated against the Basel II Traffic-Light Protocol (Parametric + MC). Every chart output carries a data provenance stamp — source, formula, and timestamp — for full auditability.

Full IEA-methodology crisis simulator. Crisis Score = Disruption (40%) + Price Surge (40%) + Stock Depletion (20%). Price ceiling capped at Brent ×2.0 (realistic 9-week limit). Inventory trajectory via IEA standard weekly draw. Supply coverage = reserves ÷ (consumption × disruption factor). Bear/Base/Bull scenarios anchored to Monte Carlo GBM simulation from Risk & Financial. Per-country visualization across 15 APAC nations. Data provenance stamped on every output.

Hormuz blockade scenario engine based on IEA Gas Market Report 2023 and Goldman Sachs LNG analysis. Qatar = 30% of global LNG supply. Full blockade: TTF spike up to +250%, shipping surge up to +150% (Baltic LNG Index). HH escalation per EIA Short-Term Energy Outlook. Weekly supply depletion tracked per country. Bear/Base/Bull scenarios anchored to Monte Carlo GBM simulation from Risk & Financial. Data provenance stamped on every output.

Gross Product Worth (GPW) netback calculated per Platts/Wood Mackenzie standard: GPW = (Gasoline yield 45% + Diesel yield 35% + Residual 20%) minus landed cost and refining cost. Per-country freight multipliers. Arbitrage tracking: Dubai vs WTI vs Brent using Platts/Argus differentials.

RSS-connected live oil news headlines directly in the dashboard sidebar. Clickable links to full articles. Updates automatically so you never miss a market-moving story.

Price threshold and ETA alerts delivered via Windows notifications and email. Set custom triggers for Brent, WTI, LNG, or supply vulnerability scores so critical events reach you immediately.

One-click branded PDF report export capturing reserve status, price data, fleet positions, stress test results, crack spreads, and risk scores. White-label client reporting available on Enterprise tier.

Run your own APAC energy scenarios. Export branded reports. Enterprise energy data platforms cost $5,000–$24,000/year — Strat-Oil Analytix delivers institutional-grade APAC intelligence at a fraction of the cost.