Can you cite any case law that supports that conclusion?
Well, there is first the Constitution itself:
"...he shall have Power to grant Reprieves and Pardons for Offences against the United States,
Without language such as "and the several States", that seems pretty clearly limited to federal crimes because the Constitution is pretty specific when referring to the individual states v. the federal government.
One case confirming this would be Ex parte Grossman, 267 U.S. 87 at 113 (1924).:
"We have given the history of the clause to show that the words "for offences against the United States" were inserted by a Committee on Style, presumably to make clear that the pardon of the President was to operate upon offenses against the United States as distinguished from offenses against the States.