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MRCI's ScenarioSM Study
ScenarioSM Study for December Crude Oil(NYM) as of Nov 14, 2002
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years 16 17 18 18 19 19 19 19 19 19 19
Closed Higher 6 8 9 14 13 10 7 12 12 13 9
Exceeded High 6 6 8 12 11 4 7 11 10 12 3
Scenario Percentage 100% 75% 89% 86% 85% 40% 100% 92% 83% 92% 33%
Avg Max Increase 8.83% 9.63% 8.34% 8.08% 6.95% 9.59% 9.38% 14.81% 15.02% 5.91% 4.46%
Max Increase 19.00% 17.24% 12.53% 12.52% 19.34% 13.78% 16.54% 75.72% 50.17% 11.85% 6.86%
Avg Days To Max Increase 17 14 17 19 19 25 16 18 17 10 11
Avg Max Decline -1.65% -1.32% -0.19% -2.60% -2.24% -1.19% -1.83% -1.00% -1.11% -4.28% -0.62%
Max Decline -5.10% -4.39% -2.41% -9.27% -5.98% -3.92% -6.88% -4.21% -4.67% -14.87% -1.48%
Avg Days to Max Decline 6 9 6 8 11 4 8 6 7 5 2
2002 Contract Condition Yes   Yes Yes Yes   Yes   Yes Yes  
Action No   Yes Yes Yes   Yes   Yes Not Yet  
Copyright © 2001 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years 16 17 18 18 19 19 19 19 19 19 19
Closed Lower 10 9 9 4 6 9 12 7 7 6 10
Penetrated Low 7 5 5 2 4 7 9 5 4 6 8
Scenario Percentage 70% 56% 56% 50% 67% 78% 75% 71% 57% 100% 80%
Avg Max Decline 13.20% 15.77% 9.47% 6.53% 5.59% 8.33% 7.50% 7.86% 8.74% 8.97% 20.87%
Max Decline 32.91% 39.08% 27.46% 8.86% 8.21% 13.26% 18.88% 18.91% 20.35% 29.48% 63.95%
Avg Days To Max Decline 19 22 11 6 20 15 18 14 14 11 16
Avg Max Increase -1.48% -1.20% -1.32% -4.74% -3.28% -1.13% -1.63% -4.62% -5.82% -2.28% -5.74%
Max Increase -5.66% -4.01% -2.66% -7.36% -7.29% -5.62% -6.82% -16.88% -17.88% -6.16% -24.14%
Avg Days to Max Increase 11 3 5 2 8 2 6 16 24 5 7
2002 Contract Condition   Yes       Yes         Yes
Action   No       No         Yes
High 21.90 21.83 21.77 25.23 26.50 26.90 26.25 26.95 28.90 30.85 30.85
Low 19.72 19.79 20.30 22.00 22.60 24.20 24.20 25.25 25.32 27.55 26.53
Close/Last 20.73 20.51 21.76 25.23 25.64 24.73 26.03 26.03 28.58 30.21 27.22