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Jason Schenker Oil Cash Crop Presentation Nov0504

Page 1

Oil: Cash Crop of the Middle East

Jason Schenker Energy Economist 704.383.3695 jason.schenker@wachovia.com


The Global Economy and Oil


The Global Economy and Oil Growth

•All Ships Are Rising (The World is Growing) •World GDP Distribution •World Oil Demand Allocation •High Prices Hurt U.S. Trade Balance


World GDP Based on U.S. Dollar Purchasing-Power-Parity

U.S. 21%

Non-G8 54%

World GDP

Japan 7% Germ any 4% France 3% U.K. Italy 3% Russia 3% Canada 3% 2%


Global Oil Usage in 2004 (IEA)

Africa & M.E. 10% FSU 5%

L.A. 6%

Global Demand for Crude in 2004

North America 30%

Other Asia 10%

China 8%

Europe 20% OECD Pacific 11%


"REAL" GDP GROWTH

Bar - Seasonally Adusted Annual Rate, Line - Yr/Yr % Change

8%

8%

3rd Quarter 2004 @ 3.7% Yr/Yr % Change @ 3.9%

6%

6%

4%

4% Real GDP

2%

2%

0%

0%

-2%

2000

2001

2002

2003

2004

-2%


G8 Real GDP Growth Rates Year-on-Year %Change

8%

8% 2Q 2004

7% 6%

7% 6%

5%

G8 Growth in 2Q 2004

5%

4%

4%

3%

3%

2%

2%

1%

U.S.

Japan Eurozone U.K. Russia Canada 1%


Chinese Real GDP Growth (Year-on-Year Rate)

12%

12%

10%

10%

8%

8% Chinese Growth

6%

6%

4%

4%

2%

2%

0%

97

98

99

00

01

02

03

04

0%


IMPORT PRICES FOR ENERGY PRODUCTS 160

Year to Year Percent Change

160

Petroleum & Petroleum Products, Up 48.7%

140

140

120

120

Import Prices

100

100 September

80 60 40

80 60

01

02

03

04

40


TRADE BALANCE IN GOODS & SERVICES $0

3 Month Moving Average - In Billions

$0

August @ -$53.2 B $-10

$-10 $-20

$-20 Negative Trade Balance

$-30

$-30

$-40

$-40

$-50

$-50

$-60 92 93 94 95 96 97 98 99 00 01 02 03 04 $-60


Oil Markets: Supply and Demand


Price of Crude Oil

Price per Barrel since January 2000 $60

$60

$50

$50

$40

$40

First Look: Crude Prices Since 2000

$30

$30

$20

$10

November 4, 2004 2000

2001

2002

2003

2004

$20

$10


Oil Markets Oil PriceisDriven By

•Production of Crude (Supply) •Crude Inventories (Reserve Supply) •Refinery Capacity (Supply of Products) •Product Inventories (Reserve Supply) •Product Prices (Demand for Products) •Crack Spreads (Profitability of Products)


Global Oil Supply in millions of barrels per day 84

84

82

82

September @ 84.0

80

80 Global IEA Supply

78

78

76

76

74

74

72

2000

2001

2002

2003

2004

72


Global Demand in millions of barrels per day 86

86

84

84

82

82 Global IEA Demand Forecast

80

80

78

78

76

76

74

2003

2004 Source: International Energy Agency

2005

74


U.S. Crude Oil Inventories Reported Weekly by the EIA and API

360

360

October 29, 2004

340 320

320 Crude Inventories Since 1999

300

300

280

280 American Petroleum Institute Department of Energy

260 240

340

1999

2000

2001

2002

260 2003

2004

240


U.S. Crude Inventories in millions of barrels

310 300

310 EIA Inventories API Inventories

290

300 290

Crude Inventories Since 2003

280

280

270

270 October 29, 2004

260

2003

2004

260


U.S. Crude Oil Inventories Reported Weekly by the EIA and API

310

310 October 29, 2004

300 290

300

Crude Inventories Since 2004

280 270 260

290 280

American Petroleum Institute Department of Energy

2004

270 260


Gasoline


U.S. Gasoline Inventories in millions of barrels

220

220 October 29, 2004

215 210

215 210

205

205

Gasoline Inventories

200

200

195

195 EIA Inventories API Inventories

190 185

2003

2004

190 185


Price of Gasoline Contract Price per 100 Gallons since January 2000

$160

$160

$140

$140

$120

$120 Gasoline Prices Since 2000

$100

$100

$80

$80

$60 $40

November 4, 2004 2000

2001

2002

2003

2004

$60 $40


Gasoline - Oil Crack Spread Prices since 2000

$20

$20 Crack Spread 100-day Moving Avg 30-day Moving Avg

$15

$15

GasolineCrude Crack Spread

$10

$10

$5

$5

November 4, 2004 $0

2000

2001

2002

2003

2004

$0


Gasoline-Oil Crack Spread Price per Barrel since January 2004

$20

$20

Crack Spread 100-day Moving Avg 30-day Moving Avg $15

$15 GasolineCrude Crack Spread since January 2004

$10

$10

$5

$5

November 4, 2004 $0

Jan

Feb

Mar

Apr

May

Jun

2004

Jul

Aug

Sept

Oct

Nov

$0


Gasoline Prices

U.S. Dept of Energy Automotive Gasoline Total Regular Unleaded Avg. Price

$2.10

$2.10

$2.00

$2.00

November 1 @ $2.03

$1.90

$1.90

$1.80

$1.80

Retail Gasoline Prices

$1.70

$1.70

$1.60

$1.60

$1.50

$1.50

$1.40

2003

2004

$1.40


Heating Oil


U.S. Heating Oil Inventories in millions of barrels

150 140

150 EIA Inventories API Inventories

October 29, 2004 140

130

130 Heating Oil Inventories

120

120

110

110

100

100

90

2000

2001

2002

2003

2004

90


Price of Heating Oil

Price per Contract since January 2000 $160

$160

$140

$140

$120

$120 Heating Oil Prices Since 2000

$100

$100

$80

$80

$60 $40

November 4, 2004 2000

2001

2002

2003

2004

$60 $40


Heating Oil - Crude Crack Spread Price per Barrel since January 2002

$12

$12

Crack Spread 100-day Moving Avg 30-day Moving Avg

$10 $8

$10 $8

Heating OilCrude Oil Crack Spread

$6

$6

$4

$4

$2

$2

$0

$0

November 4, 2004 $-2

2002

2003 Shaded Boxes Include Nov.- Feb.

2004

$-2


Gasoline and Heating Oil Crack Spreads Dollars Per Barrel Since 2003

$20 Gasoline Crack Spread Heating Oil Crack Spread

$15

November 4, 2004 Heating Oil and Gasoline Crack Spreads

$10

$5

$0

2003

2004


Jet Fuel


U.S. Jet Fuel Inventories in Millions of Barrels

50

50

45

45

40

35

Jet Fuel Inventory

40

Inventories 52-week moving average

35

30 90 91 92 93 94 95 96 97 98 99 00 01 02 03 04 30


U.S. Daily Jet Fuel Production in Millions of Barrels

1.8

1.8

1.6

1.6

1.4

1.2

Jet Fuel Production

1.4

Daily Production 52-week moving average

1.2

1.0 90 91 92 93 94 95 96 97 98 99 00 01 02 03 04 1.0


U.S. Jet Fuel Price Dollars per 100 Gallon Contract (NY)

$180

$180

$160

$160

$140

$140

$120

$120

Jet Fuel Prices

$100

$100

$80

$80

November 4, 2004

$60 $40

00

01

02

03

04

$60 $40


Crude Oil


Price of Crude Oil

Price per Barrel since January 2004 $60

$60

$55

$55

$50

$50 Crude Prices Since January

WTI Crude Price 100-day Moving Avg 30-day Moving Avg

$45 $40

$45 $40

$35

$35

November 4, 2004

$30 $25

Jan

Feb

Mar

Apr

May

Jun

2004

Jul

Aug

Sep

Oct

$30

Nov

$25


Price of Crude Oil

Price per Barrel since January 2000 $60

$60

$50

$50

$40

$40

Last Look: Crude Prices Since 2000

$30

$30

$20

$20

$10

November 4, 2004 2000

2001

2002

2003

2004

$10


Future Energy Expectations? Risksof Higher Energy Prices

•Supply Disruption Premium (Iraq, Russia) •Inability to Build U.S. Gasoline Inventories This Winter •Increasing Global Demand (Especially non-OECD) •Price Increases are Long-Run Trends


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