Choosing WTI oil market of United States and Daqing of China as representatives, this paper analyzes the integration between international market and domestic one, the daily data of crude oil ranging from May 2000 to May 2005 Firstly, we adopt cointergration test to examine the integration trend among two markets, concluding that the cointergration relationship implies the high integration trend among two oil markets Secondly, we choose mean and variance as the proxy variable of information, employing granger causality in mean and in variance to examine the direction of information flow among two oil markets The information flow goes unidirectionally from WTI to Daqing, signifying that China oil market has partial integration with international oil market The high integration trend has implications that the reform of oil pricing mechanism has achieved success to some extent But partial integration of two markets means that China doesn’t have much power to influence the international oil price but accept the international oil price passively We suggest that large-scale oil futures market should be launched to enhance China influence on international market