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 January Crude Oil(NYM) as of Sep 16, 2022
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   34 37 38 38 38 38 39 39 39 39 39
Closed Higher   14 20 26 25 19 19 25 21 20 18 18
Exceeded High   13 19 25 21 13 18 23 16 17 11 12
Scenario Percentage   93% 95% 96% 84% 68% 95% 92% 76% 85% 61% 67%
Avg Max Increase   11.16% 9.33% 8.54% 7.89% 11.15% 8.74% 10.91% 11.31% 8.77% 12.02% 10.43%
Max Increase   25.56% 19.42% 19.93% 31.57% 19.69% 20.90% 68.88% 46.36% 24.77% 34.22% 18.80%
Avg Days To Max Increase   14 19 17 15 19 18 19 15 14 17 14
Avg Max Decline   -2.00% -1.72% -2.50% -1.73% -1.31% -2.51% -2.59% -3.17% -3.26% -2.42% -1.09%
Max Decline   -9.54% -13.11% -9.96% -5.44% -5.66% -13.78% -14.17% -13.14% -13.15% -5.97% -3.13%
Avg Days to Max Decline   7 10 9 10 6 11 8 9 5 8 3
2022 Contract Condition   Yes Yes   Yes Yes Yes Yes   Yes Yes  
Action   Yes Yes   Yes 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   34 37 38 38 38 38 39 39 39 39 39
Closed Lower   19 17 11 13 19 19 14 18 18 21 21
Penetrated Low   10 8 5 6 13 13 10 10 15 20 17
Scenario Percentage   53% 47% 45% 46% 68% 68% 71% 56% 83% 95% 81%
Avg Max Decline   15.77% 12.99% 13.31% 6.74% 9.12% 11.03% 12.09% 14.39% 14.34% 14.55% 11.99%
Max Decline   43.18% 43.00% 23.22% 14.46% 20.42% 34.56% 27.38% 47.12% 51.99% 52.69% 40.47%
Avg Days To Max Decline   19 20 19 20 17 17 16 17 15 15 13
Avg Max Increase   -2.84% -2.97% -3.78% -3.03% -0.79% -2.03% -2.79% -3.44% -2.56% -2.45% -2.45%
Max Increase   -8.26% -8.74% -9.87% -6.90% -2.69% -8.84% -15.61% -16.04% -12.76% -5.77% -7.11%
Avg Days to Max Increase   5 10 9 11 4 7 9 13 7 4 3
2022 Contract Condition       Yes         Yes     Yes
Action       No         No     Yes
High 48.30 51.23 59.00 62.09 62.20 64.32 70.21 71.71 70.71 75.67 83.83 83.30
Low 44.40 46.82 49.12 55.01 55.89 59.63 63.48 63.02 60.77 66.35 73.43 64.43
Close/Last 47.49 49.45 56.74 56.42 60.53 63.37 69.43 70.80 67.60 74.19 81.78 66.18

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy