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MRCI's ScenarioSM Study
ScenarioSM Study for March Crude Oil(NYM) as of Mar 19, 2003
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years 17 18 18 19 19 19 20 20 20 20 20
Closed Higher 12 13 9 7 12 13 14 9 9 10 13
Exceeded High 11 11 4 7 10 11 12 6 7 10 7
Scenario Percentage 92% 85% 44% 100% 83% 85% 86% 67% 78% 100% 54%
Avg Max Increase 7.47% 5.15% 5.81% 8.51% 12.91% 11.22% 5.79% 11.93% 18.13% 10.70% 7.32%
Max Increase 11.43% 9.96% 9.87% 12.50% 57.94% 40.70% 14.62% 22.62% 28.59% 22.83% 11.76%
Avg Days To Max Increase 18 17 20 22 22 15 12 25 16 10 10
Avg Max Decline -2.97% -2.11% -1.13% -1.47% -1.32% -1.31% -2.72% -2.80% -2.18% -1.63% -0.72%
Max Decline -9.61% -4.73% -3.53% -4.19% -3.49% -5.23% -12.15% -7.76% -7.84% -4.92% -2.57%
Avg Days to Max Decline 10 10 7 8 9 10 4 9 4 4 1
2003 Contract Condition Yes Yes   Yes   Yes Yes   Yes Yes Yes
Action Yes Yes   Yes   Yes Yes   Yes Yes Yes
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Some data provided by Prophetfinance.com
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years 17 18 18 19 19 19 20 20 20 20 20
Closed Lower 4 5 9 12 7 6 6 11 11 10 7
Penetrated Low 2 4 6 9 3 4 5 10 9 7 5
Scenario Percentage 50% 80% 67% 75% 43% 67% 83% 91% 82% 70% 71%
Avg Max Decline 4.77% 5.18% 7.94% 6.75% 9.01% 6.70% 9.16% 12.75% 14.42% 16.27% 19.19%
Max Decline 5.41% 9.86% 11.14% 17.71% 13.70% 18.73% 26.45% 25.80% 36.34% 43.46% 27.58%
Avg Days To Max Decline 6 20 12 16 21 17 13 16 19 17 16
Avg Max Increase -3.59% -2.79% -0.06% -1.33% -5.57% -4.60% -1.85% -2.11% -2.11% -4.28% -3.19%
Max Increase -6.17% -6.41% -1.91% -5.99% -12.86% -13.48% -5.76% -4.51% -8.32% -12.69% -8.68%
Avg Days to Max Increase 1 10 2 3 25 20 9 7 12 15 8
2003 Contract Condition     Yes   Yes     Yes      
Action     No   No     Yes      
High 24.56 25.22 26.06 25.55 26.13 27.55 28.70 28.83 26.50 32.80 34.00
Low 22.13 22.20 23.90 24.00 24.75 24.90 26.65 25.75 23.70 26.20 29.20
Close/Last 24.56 24.95 24.25 25.36 25.34 27.53 28.46 26.21 26.44 30.59 33.51