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MRCI's ScenarioSM Study
ScenarioSM Study for December Crude Oil(NYM) as of Dec 25, 2003
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 18 19 20 20 21 21 21 21 21 21 21
Closed Higher 8 9 11 15 14 11 9 13 14 14 10
Exceeded High 7 7 10 13 12 5 9 12 12 12 4
Scenario Percentage 88% 78% 91% 87% 86% 45% 100% 92% 86% 86% 40%
Avg Max Increase 10.18% 9.67% 9.34% 7.97% 6.78% 9.95% 9.71% 14.19% 13.65% 5.91% 7.11%
Max Increase 19.00% 17.24% 21.78% 12.52% 19.34% 13.78% 16.54% 75.72% 50.17% 11.85% 15.08%
Avg Days To Max Increase 18 13 15 19 18 22 18 18 15 10 13
Avg Max Decline -1.50% -1.19% -0.14% -3.20% -2.44% -0.95% -1.91% -0.92% -2.39% -4.28% -1.02%
Max Decline -5.10% -4.39% -2.41% -10.42% -5.98% -3.92% -6.88% -4.21% -14.04% -14.87% -2.20%
Avg Days to Max Decline 6 8 5 9 10 4 8 6 8 5 2
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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years 18 19 20 20 21 21 21 21 21 21 21
Closed Lower 10 10 9 5 7 10 12 7 7 7 11
Penetrated Low 7 5 5 3 4 7 9 5 4 6 9
Scenario Percentage 70% 50% 56% 60% 57% 70% 75% 71% 57% 86% 82%
Avg Max Decline 13.20% 15.77% 9.47% 6.68% 5.59% 8.33% 7.50% 7.86% 8.74% 8.97% 19.53%
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 13 20 15 18 14 14 11 16
Avg Max Increase -1.48% -1.20% -1.32% -3.18% -3.28% -1.13% -1.63% -4.62% -5.82% -2.28% -5.20%
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 8 8 2 6 16 24 5 6
2003 Contract Condition       Yes Yes         Yes  
Action       Yes No         Not Yet  
High 25.40 27.54 29.15 30.02 26.40 26.80 28.41 29.63 31.45 30.68 32.55
Low 23.90 24.50 27.20 24.65 24.54 24.65 26.60 28.03 29.30 26.50 28.26
Close/Last 24.65 27.31 28.63 26.38 24.79 26.60 28.41 29.32 30.83 28.92 29.11