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MRCI's ScenarioSM Study
ScenarioSM Study for November Crude Oil(NYM) as of Dec 05, 2003
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years 16 16 19 20 20 21 21 21 21 21 21
Closed Higher 6 7 9 11 14 14 11 9 13 14 14
Exceeded High 4 7 7 10 12 12 7 9 12 13 11
Scenario Percentage 67% 100% 78% 91% 86% 86% 64% 100% 92% 93% 79%
Avg Max Increase 9.04% 8.84% 9.86% 9.56% 7.81% 6.95% 8.14% 10.10% 15.46% 12.56% 4.28%
Max Increase 14.39% 19.47% 18.09% 22.99% 12.65% 20.02% 13.95% 16.58% 85.48% 52.07% 9.30%
Avg Days To Max Increase 13 17 16 18 17 16 20 15 17 14 11
Avg Max Decline -1.09% -1.28% -1.08% -0.27% -3.45% -2.23% -1.71% -2.04% -0.86% -3.09% -3.16%
Max Decline -4.54% -4.63% -4.05% -2.50% -10.64% -6.56% -6.72% -8.17% -4.38% -14.66% -14.33%
Avg Days to Max Decline 4 6 8 6 12 12 8 8 5 8 4
2003 Contract Condition Yes Yes Yes Yes     Yes Yes Yes Yes  
Action Yes Yes Yes Yes     Yes Yes Yes Yes  
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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years 16 16 19 20 20 21 21 21 21 21 21
Closed Lower 10 9 9 9 5 7 10 12 7 7 7
Penetrated Low 9 7 5 6 3 4 8 9 4 4 6
Scenario Percentage 90% 78% 56% 67% 60% 57% 80% 75% 57% 57% 86%
Avg Max Decline 10.79% 13.15% 15.97% 8.13% 6.89% 5.86% 7.97% 7.82% 10.76% 8.32% 18.49%
Max Decline 23.85% 34.08% 39.90% 27.37% 8.72% 9.65% 14.13% 19.48% 20.98% 19.16% 49.68%
Avg Days To Max Decline 19 18 22 9 13 20 14 18 17 10 12
Avg Max Increase -1.25% -1.52% -0.90% -0.83% -2.95% -3.57% -0.92% -1.67% -5.28% -6.79% -5.83%
Max Increase -3.61% -6.02% -4.04% -2.24% -7.73% -7.78% -5.78% -6.74% -16.89% -20.38% -19.97%
Avg Days to Max Increase 8 11 3 4 8 17 3 6 19 17 7
2003 Contract Condition         Yes Yes         Yes
Action         Yes No         Yes
High 24.27 25.49 27.75 29.65 30.45 26.60 26.95 28.83 30.10 32.05 31.30
Low 23.13 24.07 24.87 27.56 25.04 24.63 24.82 27.00 28.40 29.80 26.72
Close/Last 24.26 24.93 27.66 29.07 26.66 24.89 26.89 28.83 29.78 31.31 29.20