MRCI Online
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| ScenarioSM Study for March 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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
| Tested Years | 21 | 22 | 22 | 23 | 23 | 23 | 24 | 24 | 24 | 24 | 24 |
| Closed Higher | 15 | 15 | 12 | 10 | 16 | 16 | 15 | 11 | 11 | 12 | 16 |
| Exceeded High | 14 | 13 | 7 | 10 | 13 | 13 | 13 | 7 | 9 | 12 | 8 |
| Scenario Percentage | 93% | 87% | 58% | 100% | 81% | 81% | 87% | 64% | 82% | 100% | 50% |
| Avg Max Increase | 8.26% | 5.63% | 9.26% | 9.50% | 12.65% | 12.42% | 6.44% | 12.83% | 16.22% | 10.88% | 7.56% |
| Max Increase | 17.96% | 13.68% | 20.21% | 19.96% | 57.94% | 40.70% | 14.62% | 22.62% | 28.40% | 22.83% | 11.76% |
| Avg Days To Max Increase | 17 | 15 | 21 | 22 | 23 | 15 | 13 | 24 | 15 | 12 | 11 |
| Avg Max Decline | -2.50% | -1.90% | -0.82% | -1.14% | -1.04% | -1.87% | -2.56% | -2.64% | -2.05% | -1.47% | -0.99% |
| Max Decline | -9.61% | -4.73% | -4.51% | -4.19% | -3.49% | -10.27% | -12.15% | -7.76% | -7.84% | -4.92% | -2.86% |
| Avg Days to Max Decline | 8 | 9 | 9 | 9 | 8 | 10 | 4 | 8 | 3 | 7 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
