MRCI Online
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| ScenarioSM Study for December Crude Oil(NYM) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Oct |
| Tested Years | 23 | 24 | 25 | 25 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | |
| Closed Higher | 11 | 12 | 15 | 19 | 18 | 14 | 13 | 17 | 15 | 16 | 12 | |
| Exceeded High | 10 | 10 | 14 | 16 | 16 | 8 | 13 | 15 | 12 | 14 | 5 | |
| Scenario Percentage | 91% | 83% | 93% | 84% | 89% | 57% | 100% | 88% | 80% | 88% | 42% | |
| Avg Max Increase | 10.45% | 10.98% | 10.40% | 8.77% | 8.35% | 12.22% | 9.78% | 14.07% | 13.70% | 7.61% | 6.56% | |
| Max Increase | 19.00% | 24.64% | 21.78% | 19.26% | 31.94% | 19.60% | 21.06% | 75.72% | 50.17% | 22.54% | 15.08% | |
| Avg Days To Max Increase | 18 | 14 | 17 | 17 | 17 | 20 | 17 | 20 | 17 | 11 | 12 | |
| Avg Max Decline | -1.89% | -1.62% | -1.02% | -3.00% | -2.37% | -1.92% | -1.77% | -1.61% | -2.40% | -3.98% | -1.34% | |
| Max Decline | -7.77% | -4.39% | -4.90% | -10.42% | -5.98% | -6.66% | -6.88% | -10.31% | -14.04% | -14.87% | -2.61% | |
| Avg Days to Max Decline | 10 | 7 | 9 | 7 | 10 | 7 | 8 | 8 | 8 | 5 | 2 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
