Good luck with that. You have to be approved by the exchange to do that. If it adds any color - Morgan Stanley quit doing the physical storage arb because it ate up too much capital. "Delivery shall be made free-on-board ("F.O.B.") at any pipeline or storage facility in Cushing, Oklahoma with pipeline access to Enterprise, Cushing storage or Enbridge, Cushing storage. Delivery shall be made in accordance with all applicable Federal executive orders and all applicable Federal, State and local laws and regulations. At buyer's option, delivery shall be made by any of the following methods: (1) by interfacility transfer ("pumpover") into a designated pipeline or storage facility with access to seller's incoming pipeline or storage facility; (2) by in-line (or in-system) transfer, or book-out of title to the buyer; or (3) if the seller agrees to such transfer and if the facility used by the seller allows for such transfer, without physical movement of product, by in-tank transfer of title to the buyer."
Unless you have the pre-approved bonafides to make or take physical delivery - which are considerable, you are going to get auto-liquidated by your broker before first notice day and the last trading day for physical contracts. Having traded both cash Treasuries and bilateral physical energy myself - it would be a hell of a lot easier with a Ten Year Note than 10K barrels of Crude.