MRCI Online
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| ScenarioSM Study for July 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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 19 | 20 | 22 | 22 | 23 | 23 | 24 | 24 | 24 | 25 | 25 |
| Closed Higher | 14 | 13 | 11 | 10 | 10 | 10 | 14 | 14 | 17 | 15 | 13 |
| Exceeded High | 13 | 12 | 11 | 7 | 8 | 10 | 13 | 13 | 15 | 14 | 8 |
| Scenario Percentage | 93% | 92% | 100% | 70% | 80% | 100% | 93% | 93% | 88% | 93% | 62% |
| Avg Max Increase | 8.74% | 10.05% | 5.03% | 9.37% | 13.29% | 10.60% | 12.14% | 11.91% | 9.85% | 9.65% | 9.04% |
| Max Increase | 38.98% | 29.27% | 13.56% | 15.58% | 22.63% | 22.30% | 28.77% | 28.56% | 21.07% | 26.92% | 14.79% |
| Avg Days To Max Increase | 17 | 15 | 13 | 22 | 14 | 16 | 18 | 16 | 14 | 11 | 12 |
| Avg Max Decline | -0.75% | -1.06% | -2.79% | -2.37% | -1.18% | -1.85% | -2.99% | -1.52% | -3.34% | -2.13% | -1.21% |
| Max Decline | -3.07% | -5.67% | -12.09% | -8.73% | -3.60% | -6.89% | -11.08% | -5.36% | -11.47% | -7.16% | -3.99% |
| Avg Days to Max Decline | 10 | 9 | 3 | 10 | 3 | 10 | 9 | 10 | 9 | 6 | 4 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | No | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
