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MRCI's ScenarioSM Study
ScenarioSM Study for June Crude Oil(NYM) as of May 29, 2003
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years 15 17 19 19 19 19 20 20 20 20 21
Closed Higher 6 10 12 11 8 8 8 12 11 13 13
Exceeded High 6 9 10 10 6 6 8 11 9 13 9
Scenario Percentage 100% 90% 83% 91% 75% 75% 100% 92% 82% 100% 69%
Avg Max Increase 7.55% 9.97% 9.80% 4.86% 9.10% 16.12% 10.85% 11.76% 14.21% 10.93% 7.76%
Max Increase 10.56% 43.12% 30.49% 15.35% 16.58% 23.16% 24.05% 31.02% 29.08% 24.43% 28.94%
Avg Days To Max Increase 22 20 16 11 24 15 16 18 16 13 11
Avg Max Decline -1.55% -1.45% -1.52% -2.79% -2.82% -1.21% -2.25% -3.02% -0.57% -3.14% -1.47%
Max Decline -3.93% -3.41% -5.74% -11.29% -8.76% -3.32% -7.76% -11.76% -2.71% -10.69% -6.38%
Avg Days to Max Decline 8 14 8 4 9 4 7 9 5 7 2
2003 Contract Condition Yes   Yes     Yes Yes Yes Yes    
Action Yes   Yes     Yes Yes Yes Yes    
Copyright © 2001 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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years 15 17 19 19 19 19 20 20 20 20 21
Closed Lower 9 7 7 8 11 11 12 8 9 7 8
Penetrated Low 7 3 3 7 10 9 8 4 5 7 6
Scenario Percentage 78% 43% 43% 88% 91% 82% 67% 50% 56% 100% 75%
Avg Max Decline 4.81% 7.48% 8.02% 9.17% 11.58% 15.10% 14.65% 23.19% 11.29% 11.50% 12.22%
Max Decline 10.23% 12.07% 17.33% 22.33% 22.50% 28.51% 42.29% 44.01% 28.16% 21.58% 33.95%
Avg Days To Max Decline 17 21 10 18 19 19 19 17 11 13 14
Avg Max Increase -0.63% -4.64% -4.71% -3.96% -2.30% -1.50% -3.38% -0.28% -4.58% -2.45% -5.97%
Max Increase -2.43% -10.14% -11.15% -14.59% -5.92% -4.48% -8.76% -1.14% -11.53% -9.41% -18.41%
Avg Days to Max Increase 4 25 14 15 8 11 10 7 12 7 7
2003 Contract Condition   Yes   Yes Yes         Yes Yes
Action   No   Yes Yes         Yes Yes
High 24.95 25.42 26.50 27.05 26.80 25.55 28.95 31.10 34.20 34.70 29.05
Low 23.53 24.30 24.40 25.80 24.85 23.40 25.30 27.30 30.45 25.75 25.08
Close/Last 24.77 24.74 26.46 26.41 25.26 25.49 27.57 30.86 33.28 29.19 25.80