Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for September Crude Oil(NYM) as of Jan 01, 2009
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   20 22 23 23 25 25 25 26 26 26 26
Closed Higher   11 10 9 11 14 14 18 17 13 13 18
Exceeded High   9 6 7 11 13 13 16 15 10 13 16
Scenario Percentage   82% 60% 78% 100% 93% 93% 89% 88% 77% 100% 89%
Avg Max Increase   7.27% 8.28% 10.54% 9.94% 11.03% 11.24% 8.96% 9.80% 11.19% 9.84% 8.62%
Max Increase   21.09% 14.18% 17.87% 20.30% 24.34% 25.29% 20.95% 29.55% 18.59% 16.41% 40.41%
Avg Days To Max Increase   14 26 12 19 19 17 15 16 21 9 10
Avg Max Decline   -1.07% -2.82% -0.85% -2.18% -2.82% -1.03% -3.32% -2.35% -3.28% -2.20% -0.80%
Max Decline   -5.19% -9.17% -4.14% -8.33% -10.21% -4.50% -11.27% -8.44% -9.48% -12.43% -3.77%
Avg Days to Max Decline   3 19 3 11 9 10 10 8 11 13 1
2008 Contract Condition   Yes Yes   Yes   Yes   Yes Yes Yes  
Action   Yes Yes   Yes   Yes   Yes Yes Yes  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   20 22 23 23 25 25 25 26 26 26 26
Closed Lower   9 12 14 12 11 11 7 9 13 13 8
Penetrated Low   7 10 12 8 5 6 4 6 9 9 5
Scenario Percentage   78% 83% 86% 67% 45% 55% 57% 67% 69% 69% 63%
Avg Max Decline   8.86% 9.64% 11.23% 14.85% 17.76% 8.72% 6.81% 6.75% 10.57% 8.37% 6.37%
Max Decline   18.10% 19.55% 25.01% 37.89% 41.53% 27.40% 10.50% 13.57% 18.42% 20.16% 11.61%
Avg Days To Max Decline   21 18 19 19 19 12 16 22 14 16 9
Avg Max Increase   -1.00% -2.40% -1.81% -1.20% -0.97% -2.74% -2.88% -3.65% -1.42% -2.31% -2.20%
Max Increase   -4.17% -4.64% -11.90% -5.94% -4.37% -10.12% -8.52% -9.34% -3.66% -7.70% -4.10%
Avg Days to Max Increase   12 10 7 11 3 7 1 12 5 7 2
2008 Contract Condition       Yes   Yes   Yes       Yes
Action       Yes   No   No       Yes
High 73.52 77.13 86.93 91.85 93.55 96.00 101.06 106.07 117.00 135.79 144.22 147.90
Low 67.80 70.23 74.47 85.24 84.83 84.70 86.44 96.72 97.93 108.40 122.27 120.42
Close/Last 70.05 75.85 86.93 85.79 92.40 90.69 100.14 99.64 111.32 127.42 140.58 124.08

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy