Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for February NY Harbor ULSD(NYM) as of Dec 30, 2016
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   27 30 32 34 37 37 37 37 37 37 37
Closed Higher   16 22 20 15 18 23 20 21 16 16 18
Exceeded High   15 21 16 13 17 20 18 16 12 12 16
Scenario Percentage   94% 95% 80% 87% 94% 87% 90% 76% 75% 75% 89%
Avg Max Increase   9.61% 9.84% 7.39% 9.36% 10.17% 11.49% 9.27% 8.60% 12.15% 18.09% 10.31%
Max Increase   23.87% 42.31% 29.01% 25.18% 25.14% 65.58% 34.76% 21.36% 34.13% 55.32% 44.01%
Avg Days To Max Increase   16 18 16 16 18 16 17 15 19 16 15
Avg Max Decline   -1.91% -1.85% -2.03% -1.25% -3.19% -1.42% -2.46% -2.51% -2.45% -3.00% -1.84%
Max Decline   -12.40% -8.55% -8.89% -5.26% -16.83% -8.09% -12.52% -12.46% -8.80% -7.99% -6.52%
Avg Days to Max Decline   11 8 8 8 12 8 7 8 8 8 6
2016 Contract Condition   Yes   Yes       Yes        
Action   Yes   Yes       No        
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   27 30 32 34 37 37 37 37 37 37 37
Closed Lower   11 8 12 19 19 14 17 16 21 21 19
Penetrated Low   7 5 7 12 15 8 11 13 18 21 13
Scenario Percentage   64% 63% 58% 63% 79% 57% 65% 81% 86% 100% 68%
Avg Max Decline   5.38% 4.81% 7.80% 9.03% 7.69% 9.37% 11.94% 11.44% 15.50% 13.81% 13.70%
Max Decline   17.08% 13.65% 20.13% 17.77% 26.48% 24.16% 39.86% 43.17% 43.10% 38.40% 29.04%
Avg Days To Max Decline   11 11 18 17 16 15 17 16 17 18 18
Avg Max Increase   -1.84% -2.17% -2.68% -1.67% -1.99% -3.29% -2.43% -2.98% -2.36% -3.90% -1.76%
Max Increase   -4.04% -5.32% -6.60% -7.53% -7.54% -18.08% -15.56% -16.37% -7.70% -15.03% -17.42%
Avg Days to Max Increase   10 7 14 4 8 12 16 8 7 13 6
2016 Contract Condition     Yes   Yes Yes Yes   Yes Yes Yes Yes
Action     No   Yes Yes Yes   Yes Yes Yes Yes
High 192.25 204.76 202.76 206.33 212.80 203.64 195.74 176.49 172.85 170.29 161.70 141.78
Low 172.71 183.50 179.12 183.40 193.52 191.40 166.53 145.28 155.84 148.05 137.49 110.05
Close/Last 184.06 204.47 185.32 206.30 202.52 197.60 167.30 176.26 158.94 156.31 137.77 112.39

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy