MRCI Online
|
| ScenarioSM Study for November Crude Oil(NYM) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 22 | 22 | 25 | 26 | 26 | 27 | 27 | 27 | 27 | 27 | 27 |
| Closed Higher | 8 | 10 | 12 | 15 | 19 | 18 | 15 | 14 | 18 | 15 | 16 |
| Exceeded High | 6 | 10 | 9 | 14 | 17 | 16 | 11 | 14 | 16 | 13 | 13 |
| Scenario Percentage | 75% | 100% | 75% | 93% | 89% | 89% | 73% | 100% | 89% | 87% | 81% |
| Avg Max Increase | 8.44% | 9.35% | 12.18% | 10.43% | 9.01% | 8.42% | 10.43% | 9.79% | 14.52% | 12.61% | 5.30% |
| Max Increase | 14.39% | 19.47% | 24.33% | 22.99% | 21.11% | 30.62% | 19.30% | 21.00% | 85.48% | 52.07% | 11.46% |
| Avg Days To Max Increase | 12 | 20 | 17 | 19 | 17 | 15 | 18 | 14 | 18 | 14 | 12 |
| Avg Max Decline | -0.81% | -1.63% | -1.44% | -0.98% | -3.19% | -2.19% | -2.11% | -2.80% | -1.62% | -3.11% | -3.05% |
| Max Decline | -4.54% | -7.26% | -4.05% | -4.42% | -10.64% | -6.56% | -7.56% | -14.99% | -10.88% | -14.66% | -14.33% |
| Avg Days to Max Decline | 3 | 11 | 7 | 9 | 11 | 11 | 7 | 9 | 7 | 8 | 4 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | |||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
