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MRCI's ScenarioSM Study
ScenarioSM Study for October Crude Oil(NYM) as of Oct 24, 2003
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 14 17 18 20 20 20 21 21 21 21 21
Closed Higher 3 6 8 10 10 14 14 11 9 14 14
Exceeded High 2 4 8 8 9 12 12 6 9 13 10
Scenario Percentage 67% 67% 100% 80% 90% 86% 86% 55% 100% 93% 71%
Avg Max Increase 5.21% 9.49% 9.60% 9.12% 9.95% 8.11% 7.49% 9.68% 10.41% 13.62% 10.34%
Max Increase 5.88% 15.18% 19.73% 19.51% 23.22% 13.74% 21.28% 14.34% 15.98% 64.94% 28.11%
Avg Days To Max Increase 21 13 17 17 16 17 18 22 15 11 14
Avg Max Decline -1.30% -1.00% -0.98% -1.19% 0.15% -3.55% -2.56% -1.93% -2.24% -0.83% -0.62%
Max Decline -1.78% -4.39% -4.41% -4.34% -2.78% -10.86% -7.80% -6.84% -10.10% -4.55% -4.42%
Avg Days to Max Decline 7 4 7 8 7 12 11 9 8 3 3
2003 Contract Condition   Yes Yes Yes Yes     Yes Yes Yes Yes
Action   Yes Yes Yes Yes     Yes Yes Yes Not Yet
Copyright © 2003 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 14 17 18 20 20 20 21 21 21 21 21
Closed Lower 10 11 10 9 10 6 7 10 12 7 7
Penetrated Low 9 10 7 5 6 4 4 8 9 4 4
Scenario Percentage 90% 91% 70% 56% 60% 67% 57% 80% 75% 57% 57%
Avg Max Decline 9.63% 11.49% 13.47% 16.64% 8.43% 6.17% 6.48% 9.20% 8.18% 6.20% 7.63%
Max Decline 18.89% 24.11% 35.26% 40.71% 27.42% 9.20% 11.56% 15.23% 20.16% 10.69% 14.07%
Avg Days To Max Decline 16 18 19 22 12 10 20 14 16 7 15
Avg Max Increase -1.60% -1.33% -1.67% -1.24% -2.35% -2.17% -3.95% -1.50% -1.92% -1.91% -1.13%
Max Increase -4.02% -2.90% -6.24% -4.21% -8.35% -6.97% -8.32% -5.26% -7.44% -4.90% -2.22%
Avg Days to Max Increase 10 6 12 3 7 6 17 4 7 8 4
2003 Contract Condition Yes         Yes Yes        
Action Yes         Yes No        
High 25.26 24.45 26.02 28.15 30.00 30.97 26.90 27.38 29.41 30.75 32.63
Low 23.94 23.22 24.25 25.34 27.93 25.22 24.70 24.94 27.40 28.75 30.05
Close/Last 24.27 24.44 25.27 28.05 29.58 26.94 24.99 27.28 29.27 30.25 31.57