MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for May Crude Oil(NYM) as of Dec 31, 2005
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years 18 19 20 21 21 21 22 22 22 22 22
Closed Higher 10 7 12 15 13 10 9 9 14 13 15
Exceeded High 7 7 11 14 11 7 7 9 13 11 13
Scenario Percentage 70% 100% 92% 93% 85% 70% 78% 100% 93% 85% 87%
Avg Max Increase 7.27% 7.81% 10.64% 10.08% 5.72% 10.55% 17.20% 12.01% 14.21% 15.11% 8.70%
Max Increase 11.90% 10.33% 47.75% 33.91% 13.44% 17.51% 24.18% 27.19% 32.58% 38.62% 19.70%
Avg Days To Max Increase 20 22 21 15 13 23 15 18 18 13 13
Avg Max Decline -2.46% -1.27% -0.99% -1.50% -2.71% -2.68% -1.19% -2.41% -3.39% -1.22% -1.85%
Max Decline -7.04% -3.57% -3.12% -7.53% -11.42% -9.01% -3.03% -8.70% -12.77% -5.51% -6.88%
Avg Days to Max Decline 10 5 11 7 5 9 3 11 11 6 3
2006 Contract Condition Yes Yes Yes Yes       Yes Yes    
Action Yes Yes Yes Yes       Yes      
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years 18 19 20 21 21 21 22 22 22 22 22
Closed Lower 8 12 8 6 8 11 13 13 8 9 7
Penetrated Low 6 9 3 3 6 10 11 8 4 5 6
Scenario Percentage 75% 75% 38% 50% 75% 91% 85% 62% 50% 56% 86%
Avg Max Decline 7.53% 5.97% 7.72% 7.39% 9.24% 12.23% 14.92% 15.50% 24.72% 11.70% 22.17%
Max Decline 10.52% 16.54% 12.13% 17.69% 23.43% 23.84% 31.02% 44.68% 45.53% 28.26% 41.46%
Avg Days To Max Decline 13 17 21 13 19 18 18 20 19 12 8
Avg Max Increase -0.04% -1.22% -4.67% -4.04% -4.36% -2.52% -1.05% -3.51% -0.54% -4.89% -3.95%
Max Increase -2.07% -6.60% -11.04% -11.54% -13.79% -7.53% -4.96% -9.68% -1.76% -11.53% -10.46%
Avg Days to Max Increase 2 5 25 15 15 10 9 13 7 11 10
2006 Contract Condition         Yes Yes Yes        
Action         Yes Yes Not Yet        
High 53.72 61.51 63.40 70.25 70.29 66.24 63.44 63.70 65.30    
Low 50.61 55.10 59.01 63.79 65.10 60.00 58.30 58.90 63.60    
Close/Last 52.98 59.10 63.40 69.60 67.16 61.22 59.27 62.70 64.84