Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for June Brent Crude Oil(ICE) as of Feb 28, 2017
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   18 22 22 22 24 25 25 26 26 27 27
Closed Higher   7 14 15 11 10 10 12 11 13 17 16
Exceeded High   7 13 13 8 9 6 10 10 12 15 14
Scenario Percentage   100% 93% 87% 73% 90% 60% 83% 91% 92% 88% 88%
Avg Max Increase   9.77% 10.05% 8.51% 11.59% 8.68% 7.04% 9.06% 11.81% 12.65% 12.30% 8.70%
Max Increase   17.73% 25.53% 16.40% 29.40% 20.85% 14.23% 23.40% 23.61% 30.09% 31.91% 17.65%
Avg Days To Max Increase   18 18 18 18 14 17 16 19 14 13 13
Avg Max Decline   -0.65% -1.69% -0.93% -1.54% -1.72% -2.32% -2.62% -3.73% -2.49% -2.83% -1.66%
Max Decline   -2.68% -12.64% -8.19% -6.48% -7.38% -3.68% -9.05% -13.99% -11.97% -16.18% -7.59%
Avg Days to Max Decline   7 6 7 12 6 5 8 10 6 8 2
2017 Contract Condition   Yes Yes   Yes Yes   Yes Yes   Yes  
Action   Yes No   Yes Yes   Yes Yes   Not Yet  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   18 22 22 22 24 25 25 26 26 27 27
Closed Lower   11 8 7 11 14 15 13 15 13 10 11
Penetrated Low   5 6 6 8 12 12 10 10 7 4 6
Scenario Percentage   45% 75% 86% 73% 86% 80% 77% 67% 54% 40% 55%
Avg Max Decline   8.50% 10.79% 12.13% 14.23% 13.96% 14.40% 17.43% 13.57% 11.58% 9.88% 8.43%
Max Decline   17.56% 29.33% 26.73% 44.80% 47.72% 39.33% 38.98% 27.20% 25.33% 17.04% 14.25%
Avg Days To Max Decline   19 17 25 14 15 19 18 16 10 20 5
Avg Max Increase   -0.82% -0.90% -2.67% -2.42% -1.30% -2.58% -1.21% -4.46% -2.35% -4.06% -1.14%
Max Increase   -2.55% -5.45% -10.80% -10.12% -8.96% -5.87% -11.77% -11.85% -7.09% -10.78% -1.66%
Avg Days to Max Increase   6 7 18 13 4 8 8 10 4 19 1
2017 Contract Condition       Yes     Yes     Yes    
Action       Yes     Yes     Yes    
High 50.89 53.29 54.98 54.30 53.82 52.90 56.19 54.36 59.26 59.89 57.99  
Low 41.93 47.50 50.10 46.18 45.19 48.02 51.14 47.32 53.44 55.17 55.05  
Close/Last 50.10 52.46 52.94 47.17 49.52 52.85 51.33 53.88 58.44 56.21 56.84  

Banner

Newsflash

MRCI's Special Spread Charts has two new additions!
Seasonal AVERAGE charts for both Live Cattle & Lean Hogs. Being able to see at what average spread different
delivery months trade --- and when --- can help producers better hedge their livestock and traders to find spread value.
Updated daily for MRCI Online subscribers!