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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for February NY Harbor ULSD(NYM) as of Oct 31, 2017
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   28 31 33 35 38 38 38 38 38 38 38
Closed Higher   16 23 21 16 19 23 21 22 16 17 19
Exceeded High   15 22 17 14 17 20 19 17 12 13 17
Scenario Percentage   94% 96% 81% 88% 89% 87% 90% 77% 75% 76% 89%
Avg Max Increase   9.61% 10.21% 7.54% 9.02% 10.17% 11.49% 9.41% 8.46% 12.15% 17.99% 10.09%
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 16 15 19 17 15
Avg Max Decline   -1.91% -2.11% -2.25% -1.28% -3.19% -1.42% -2.54% -2.40% -2.45% -2.81% -1.92%
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
2018 Contract Condition   Yes         Yes Yes Yes Yes    
Action   No         Yes Yes Yes Not Yet    
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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   28 31 33 35 38 38 38 38 38 38 38
Closed Lower   12 8 12 19 19 15 17 16 22 21 19
Penetrated Low   7 5 7 12 15 9 11 13 19 21 13
Scenario Percentage   58% 63% 58% 63% 79% 60% 65% 81% 86% 100% 68%
Avg Max Decline   5.38% 4.81% 7.80% 9.03% 7.69% 8.78% 11.94% 11.44% 15.14% 13.92% 13.81%
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 14 17 16 17 19 19
Avg Max Increase   -1.84% -2.17% -2.68% -1.67% -1.99% -2.96% -2.43% -2.98% -2.41% -4.11% -1.82%
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 11 16 8 7 14 8
2018 Contract Condition     Yes Yes Yes Yes            
Action     Yes Yes Yes No            
High 181.81 176.34 173.37 173.70 167.12 159.07 167.62 168.32 183.68 188.34    
Low 171.20 169.05 157.28 157.45 145.99 142.79 147.58 157.35 164.75 171.67    
Close/Last 172.08 172.31 164.65 158.91 158.41 153.19 167.22 168.24 179.34 187.57    

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Newsflash

Crude oil, gasoline, heating oil, natural gas --- Buy 'em?  Sell 'em?  When?

From crude oil at an all-time high above $145/barrel --- collapsing down to $35. A run back up to almost $115, a three-year churn, and a plunge from $107 to barely $42 in only nine months. Sellers above $60 eventually drove prices down to barely $26! Major producers are trying to support prices, currently in a range of $40-55. Can seasonal influences be muted for long?

Know the seasonal trends with MRCI's new 2017 Energy Report! https://goo.gl/08atzl