MRCI Online
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| ScenarioSM Study for June 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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 19 | 21 | 23 | 23 | 23 | 23 | 24 | 24 | 24 | 24 | 25 |
| Closed Higher | 9 | 14 | 15 | 12 | 10 | 10 | 10 | 15 | 14 | 17 | 15 |
| Exceeded High | 9 | 12 | 12 | 11 | 7 | 8 | 10 | 14 | 12 | 16 | 10 |
| Scenario Percentage | 100% | 86% | 80% | 92% | 70% | 80% | 100% | 93% | 86% | 94% | 67% |
| Avg Max Increase | 8.63% | 10.01% | 11.22% | 5.69% | 9.92% | 14.22% | 11.12% | 12.26% | 13.37% | 11.30% | 8.56% |
| Max Increase | 19.13% | 43.12% | 30.49% | 15.35% | 16.58% | 23.16% | 24.05% | 31.02% | 29.08% | 27.52% | 28.94% |
| Avg Days To Max Increase | 22 | 22 | 17 | 13 | 23 | 14 | 16 | 17 | 16 | 14 | 13 |
| Avg Max Decline | -1.15% | -1.15% | -1.79% | -2.57% | -2.61% | -1.27% | -1.95% | -3.02% | -1.57% | -3.10% | -1.35% |
| Max Decline | -3.93% | -3.41% | -6.96% | -11.29% | -8.76% | -3.32% | -7.76% | -11.76% | -5.86% | -10.69% | -6.38% |
| Avg Days to Max Decline | 9 | 11 | 9 | 4 | 8 | 3 | 9 | 8 | 8 | 6 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
