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MRCI's ScenarioSM Study
ScenarioSM Study for November Crude Oil(NYM) as of Dec 30, 2004
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 17 17 20 21 21 22 22 22 22 22 22
Closed Higher 7 8 10 12 15 15 12 9 14 14 15
Exceeded High 5 8 8 11 13 13 8 9 13 13 12
Scenario Percentage 71% 100% 80% 92% 87% 87% 67% 100% 93% 93% 80%
Avg Max Increase 9.96% 9.10% 10.66% 9.78% 8.71% 7.55% 8.53% 10.10% 15.67% 12.56% 4.83%
Max Increase 14.39% 19.47% 18.09% 22.99% 19.53% 20.02% 13.95% 16.58% 85.48% 52.07% 10.80%
Avg Days To Max Increase 14 18 17 19 17 15 21 15 17 14 11
Avg Max Decline -1.04% -1.12% -1.11% -0.33% -3.47% -1.89% -2.41% -2.04% -1.03% -3.09% -2.97%
Max Decline -4.54% -4.63% -4.05% -2.50% -10.64% -6.56% -7.33% -8.17% -4.38% -14.66% -14.33%
Avg Days to Max Decline 3 10 7 9 11 11 10 8 7 8 3
2004 Contract Condition Yes Yes Yes Yes Yes Yes Yes   Yes   Yes
Action Yes 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 17 17 20 21 21 22 22 22 22 22 22
Closed Lower 10 9 9 9 5 7 10 13 7 8 7
Penetrated Low 9 7 5 6 3 4 8 9 4 3 6
Scenario Percentage 90% 78% 56% 67% 60% 57% 80% 69% 57% 38% 86%
Avg Max Decline 10.79% 13.15% 15.97% 8.13% 6.89% 5.86% 7.97% 7.82% 10.76% 9.82% 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 7 12
Avg Max Increase -1.25% -1.52% -0.90% -0.83% -2.95% -3.57% -0.92% -1.67% -5.28% -2.25% -5.83%
Max Increase -3.61% -6.02% -4.04% -2.24% -7.73% -7.78% -5.78% -6.74% -16.89% -6.43% -19.97%
Avg Days to Max Increase 8 11 3 4 8 17 3 6 19 13 7
2004 Contract Condition               Yes   Yes  
Action               No   Not Yet  
High 28.42 29.22 30.93 32.06 34.06 35.90 39.41 40.62 42.65 47.90 50.20
Low 26.21 26.99 29.30 28.90 31.80 31.75 36.20 35.53 36.50 41.20 42.30
Close/Last 27.21 28.90 29.30 32.06 32.97 35.42 38.34 36.84 42.49 42.04 49.64