Loss of oil after changing the filter

I had a similar problem, though in my case I had the oil filter on and off a couple of times before I started the engine for the first time. It drove me nuts until I noticed that the oil filter's gasket mating surface was not flat. It had become warped from being cinched down too hard. Check that, and if you can see any warpage, get a new filter. it will never seal if it's damaged like that.

Tip: You should not need an oil filter wrench to tighten the oil filter down. A good grip with two sturdy hands and a good heave on it will hold 80 lbs of oil pressure and not leak a drop. The filter wrench is for getting it off.