MRCI Online
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| ScenarioSM Study for November Crude Oil(NYM) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Sep |
| Tested Years | 25 | 25 | 28 | 29 | 29 | 30 | 30 | 30 | 30 | 30 | 30 | |
| Closed Higher | 11 | 11 | 14 | 18 | 21 | 21 | 15 | 14 | 20 | 16 | 17 | |
| Exceeded High | 9 | 11 | 11 | 16 | 19 | 18 | 11 | 14 | 18 | 14 | 14 | |
| Scenario Percentage | 82% | 100% | 79% | 89% | 90% | 86% | 73% | 100% | 90% | 88% | 82% | |
| Avg Max Increase | 8.06% | 9.52% | 11.79% | 10.70% | 8.89% | 7.63% | 10.43% | 9.79% | 13.93% | 12.18% | 5.49% | |
| 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 | 13 | 20 | 17 | 20 | 16 | 14 | 18 | 14 | 17 | 15 | 12 | |
| Avg Max Decline | -1.74% | -1.69% | -1.64% | -1.05% | -2.88% | -2.06% | -2.11% | -2.80% | -1.51% | -3.06% | -2.86% | |
| Max Decline | -7.78% | -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 | 5 | 10 | 8 | 9 | 11 | 10 | 7 | 9 | 7 | 8 | 3 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | No | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
