MRCI Online
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| ScenarioSM Study for July Crude Oil(NYM) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | May |
| Tested Years | 23 | 24 | 26 | 26 | 27 | 27 | 28 | 28 | 28 | 29 | 29 | |
| Closed Higher | 17 | 13 | 13 | 12 | 12 | 12 | 15 | 17 | 20 | 18 | 15 | |
| Exceeded High | 16 | 12 | 13 | 8 | 10 | 12 | 14 | 16 | 18 | 17 | 10 | |
| Scenario Percentage | 94% | 92% | 100% | 67% | 83% | 100% | 93% | 94% | 90% | 94% | 67% | |
| Avg Max Increase | 7.96% | 10.05% | 6.42% | 9.12% | 12.44% | 10.58% | 12.12% | 12.25% | 10.39% | 9.60% | 9.62% | |
| Max Increase | 38.98% | 29.27% | 21.25% | 15.58% | 22.63% | 22.30% | 28.77% | 28.56% | 26.09% | 26.92% | 15.13% | |
| Avg Days To Max Increase | 16 | 15 | 13 | 22 | 15 | 17 | 17 | 18 | 13 | 11 | 14 | |
| Avg Max Decline | -0.90% | -1.06% | -2.63% | -2.44% | -1.71% | -2.50% | -3.10% | -1.72% | -3.31% | -2.09% | -1.70% | |
| Max Decline | -7.82% | -5.67% | -12.09% | -8.73% | -8.47% | -8.56% | -11.08% | -5.36% | -11.47% | -7.16% | -4.51% | |
| Avg Days to Max Decline | 10 | 9 | 5 | 13 | 3 | 11 | 9 | 9 | 11 | 6 | 5 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
