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MRCI's Historical Limit Report

MRCI's Historical Limit Report

Soybean Oil(CBOT) Last 200 Days Limit Statistics(1974-2012 Contracts)
	Limit Up	Tot Pct Exceed	Limit Down	Tot Pct Exceed
Total Limits	1219		1099
Exceed Day 1	693(57%)	57%	739(67%)	67%
Exceed Day 2	69(6%)	63%	49(4%)	72%
Exceed Day 3	214(18%)	80%	133(12%)	84%
Exceed Days 4-7	85(7%)	87%	59(5%)	89%
Exceed Days 8-20	52(4%)	91%	59(5%)	95%
Exceed Days 21-50	39(3%)	95%	17(2%)	96%
Exceed Days 51-100	13(1%)	96%	22(2%)	98%
Exceed > Day 100	53(4%)	100%	21(2%)	100%
Exceed by Later Contracts	56(5%)		29(3%)

Limits by Month
Type	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Up	60	56	91	85	80	157	252	150	119	53	64	52
Down	68	46	102	96	49	106	192	126	91	92	77	54
Total	128	102	193	181	129	263	444	276	210	145	141	106

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An options trader can be right on price direction; but, if he buys high volatility or sells low volatility, he can still lose money.

MRCI volatility charts, updated daily and available to MRCI ONLINE subscribers, overlay current historical and implied volatility
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