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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March Crude Oil(NYM) as of Nov 30, 2017
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 Jan
Tested Years   31 32 32 33 33 33 34 34 34 34 34
Closed Higher   22 22 16 16 21 20 18 15 16 18 17
Exceeded High   21 19 11 14 18 15 16 9 14 17 8
Scenario Percentage   95% 86% 69% 88% 86% 75% 89% 60% 88% 94% 47%
Avg Max Increase   8.32% 6.43% 9.33% 8.83% 11.08% 11.87% 7.61% 11.98% 13.12% 9.05% 7.56%
Max Increase   18.96% 30.64% 20.21% 19.96% 57.94% 40.70% 23.66% 22.62% 28.40% 22.83% 11.76%
Avg Days To Max Increase   17 14 18 19 21 15 13 23 15 14 11
Avg Max Decline   -2.47% -1.95% -0.90% -1.90% -1.27% -2.00% -2.43% -3.25% -2.91% -2.33% -0.99%
Max Decline   -9.61% -5.08% -4.51% -12.94% -8.90% -10.27% -12.15% -7.76% -9.26% -10.82% -2.86%
Avg Days to Max Decline   9 9 7 10 8 10 5 10 5 7 2
2018 Contract Condition           Yes   Yes Yes Yes    
Action           Yes   Yes Yes Not Yet    
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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 Jan
Tested Years   31 32 32 33 33 33 34 34 34 34 34
Closed Lower   8 10 16 17 12 13 16 18 18 16 17
Penetrated Low   4 5 10 12 8 9 13 17 15 11 9
Scenario Percentage   50% 50% 63% 71% 67% 69% 81% 94% 83% 69% 53%
Avg Max Decline   7.87% 4.95% 9.02% 9.90% 13.01% 14.54% 13.46% 13.68% 17.08% 19.42% 11.90%
Max Decline   16.31% 9.86% 19.01% 32.87% 26.84% 46.42% 50.06% 45.65% 37.26% 43.46% 24.06%
Avg Days To Max Decline   12 20 17 16 20 19 17 18 17 17 11
Avg Max Increase   -1.93% -2.64% -0.52% -2.03% -2.73% -2.21% -2.21% -2.32% -2.33% -4.48% -1.73%
Max Increase   -6.17% -6.41% -2.27% -9.13% -12.86% -13.48% -11.91% -5.18% -8.32% -12.69% -7.07%
Avg Days to Max Increase   1 10 3 8 11 11 7 5 10 11 3
2018 Contract Condition   Yes Yes Yes Yes   Yes          
Action   Yes Yes Yes No   No          
High 56.44 55.50 54.96 52.52 50.05 50.76 50.84 53.34 55.15 58.81    
Low 53.69 49.25 49.88 46.10 43.87 45.29 47.34 49.03 50.07 54.27    
Close/Last 55.17 52.09 50.75 49.26 47.70 50.58 49.50 52.24 54.72 57.40    

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Newsflash

Crude oil, gasoline, heating oil, natural gas --- Buy 'em?  Sell 'em?  When?

From crude oil at an all-time high above $145/barrel --- collapsing down to $35. A run back up to almost $115, a three-year churn, and a plunge from $107 to barely $42 in only nine months. Sellers above $60 eventually drove prices down to barely $26! Major producers are trying to support prices, currently in a range of $40-55. Can seasonal influences be muted for long?

Know the seasonal trends with MRCI's new 2017 Energy Report! https://goo.gl/08atzl