MRCI Online
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| ScenarioSM Study for December 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 | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 27 | 28 | 29 | 29 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | |
| Closed Higher | 13 | 14 | 18 | 22 | 21 | 15 | 14 | 20 | 16 | 17 | 15 | |
| Exceeded High | 12 | 12 | 17 | 19 | 18 | 9 | 14 | 18 | 13 | 15 | 6 | |
| Scenario Percentage | 92% | 86% | 94% | 86% | 86% | 60% | 100% | 90% | 81% | 88% | 40% | |
| Avg Max Increase | 10.64% | 10.80% | 10.19% | 9.30% | 7.57% | 12.03% | 9.49% | 13.01% | 12.96% | 7.31% | 4.86% | |
| Max Increase | 19.00% | 24.64% | 21.78% | 20.39% | 31.94% | 19.60% | 21.06% | 75.72% | 50.17% | 22.54% | 8.84% | |
| Avg Days To Max Increase | 19 | 12 | 17 | 16 | 15 | 19 | 16 | 18 | 17 | 11 | 10 | |
| Avg Max Decline | -1.77% | -1.83% | -1.11% | -2.88% | -2.26% | -1.68% | -2.68% | -1.44% | -2.40% | -3.80% | -1.49% | |
| Max Decline | -7.77% | -4.39% | -4.90% | -10.42% | -5.98% | -6.66% | -14.44% | -10.31% | -14.04% | -14.87% | -4.31% | |
| Avg Days to Max Decline | 12 | 7 | 8 | 9 | 9 | 6 | 9 | 7 | 8 | 6 | 1 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
