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MRCI's ScenarioSM Study
ScenarioSM Study for March Crude Oil(NYM) as of Nov 30, 2004
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 18 19 19 20 20 20 21 21 21 21 21
Closed Higher 12 13 10 8 13 14 14 10 10 11 14
Exceeded High 11 11 5 8 11 12 12 7 8 11 9
Scenario Percentage 92% 85% 50% 100% 85% 86% 86% 70% 80% 100% 64%
Avg Max Increase 7.47% 5.15% 6.55% 8.61% 12.28% 10.72% 5.79% 12.81% 18.13% 12.44% 8.02%
Max Increase 11.43% 9.96% 9.87% 12.50% 57.94% 40.70% 14.62% 22.62% 28.59% 22.83% 12.06%
Avg Days To Max Increase 18 17 22 23 22 14 12 24 17 12 13
Avg Max Decline -2.97% -2.11% -1.05% -1.37% -1.10% -2.06% -2.72% -2.64% -2.17% -2.40% -0.92%
Max Decline -9.61% -4.73% -3.53% -4.19% -3.49% -10.27% -12.15% -7.76% -7.84% -10.39% -2.57%
Avg Days to Max Decline 10 10 7 7 9 11 4 8 4 10 2
2005 Contract Condition Yes Yes Yes   Yes Yes Yes Yes      
Action Yes Yes Yes   Yes Yes Yes Not Yet      
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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 18 19 19 20 20 20 21 21 21 21 21
Closed Lower 5 6 9 12 7 6 7 11 11 10 7
Penetrated Low 2 4 6 9 3 4 5 10 9 7 5
Scenario Percentage 40% 67% 67% 75% 43% 67% 71% 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% 16.52% 19.67%
Max Decline 5.41% 9.86% 11.14% 17.71% 13.70% 18.73% 26.45% 25.80% 36.34% 45.24% 27.58%
Avg Days To Max Decline 6 20 12 16 21 17 13 16 19 17 17
Avg Max Increase -3.59% -2.79% -0.06% -1.33% -5.57% -4.60% -1.85% -2.11% -2.11% -4.28% -7.38%
Max Increase -6.17% -6.41% -1.91% -5.99% -12.86% -13.48% -5.76% -4.51% -8.32% -12.69% -29.65%
Avg Days to Max Increase 1 10 2 3 25 20 9 7 12 15 9
2005 Contract Condition       Yes         Yes    
Action       No         Not Yet    
High 32.72 33.85 37.50 38.39 40.62 45.45 47.60 54.00 51.50    
Low 30.99 30.70 33.85 34.69 36.55 40.03 40.80 47.15 45.50    
Close/Last 31.79 33.77 36.33 35.88 40.62 40.69 47.30 50.86 49.18