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 February Crude Oil(NYM) as of Jan 01, 2008
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years 20 21 22 23 23 24 24 24 24 24 24
Closed Higher 11 15 15 13 10 17 15 14 11 11 12
Exceeded High 10 14 13 8 10 15 12 11 7 9 11
Scenario Percentage 91% 93% 87% 62% 100% 88% 80% 79% 64% 82% 92%
Avg Max Increase 10.24% 8.40% 6.87% 9.98% 10.08% 12.12% 11.89% 6.65% 14.08% 18.12% 10.80%
Max Increase 17.47% 17.48% 16.61% 19.87% 21.18% 63.08% 43.64% 14.16% 27.15% 31.79% 16.99%
Avg Days To Max Increase 13 17 15 21 20 20 15 13 24 14 14
Avg Max Decline 0.46% -2.55% -1.54% -0.56% -1.24% -0.87% -2.10% -3.04% -2.58% -2.13% -1.49%
Max Decline -1.67% -9.77% -4.95% -5.01% -4.91% -3.70% -11.67% -12.01% -7.14% -8.61% -6.17%
Avg Days to Max Decline 8 8 10 7 11 7 8 4 8 4 4
2007 Contract Condition   Yes Yes   Yes Yes       Yes  
Action   Yes Yes   Yes No       Yes  
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 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years 20 21 22 23 23 24 24 24 24 24 24
Closed Lower 9 5 7 10 13 7 8 10 13 13 12
Penetrated Low 4 3 4 8 9 3 6 7 12 10 9
Scenario Percentage 44% 60% 57% 80% 69% 43% 75% 70% 92% 77% 75%
Avg Max Decline 10.94% 5.23% 6.15% 7.02% 6.97% 10.23% 8.70% 10.52% 12.10% 14.85% 24.93%
Max Decline 27.66% 6.22% 9.41% 11.60% 18.10% 16.37% 19.56% 27.43% 27.36% 41.06% 50.11%
Avg Days To Max Decline 15 13 19 15 17 21 17 16 18 14 14
Avg Max Increase -2.19% -2.43% -2.34% -1.14% -1.73% -6.15% -3.55% -1.47% -2.68% -2.40% -6.09%
Max Increase -7.60% -6.19% -6.65% -6.17% -6.01% -14.94% -14.44% -5.75% -5.31% -10.68% -20.90%
Avg Days to Max Increase 8 6 9 3 4 25 14 6 7 12 8
2007 Contract Condition Yes     Yes     Yes Yes Yes   Yes
Action No     Yes     Yes Yes Yes   Yes
High 70.80 70.01 77.01 77.59 76.46 81.24 80.39 73.80 66.21 65.30 65.40
Low 63.89 65.40 69.76 72.50 71.57 76.28 72.35 62.15 60.35 59.43 59.90
Close/Last 67.28 69.80 75.47 74.34 76.46 77.85 73.61 65.83 61.90 64.62 61.05

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