MRCI Online
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| ScenarioSM Study for April NY Harbor ULSD(NYM) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 18 | 20 | 25 | 25 | 26 | 27 | 27 | 27 | 28 | 28 | 28 |
| Closed Higher | 13 | 9 | 12 | 16 | 16 | 17 | 14 | 11 | 14 | 13 | 12 |
| Exceeded High | 11 | 7 | 12 | 14 | 15 | 11 | 10 | 8 | 13 | 9 | 12 |
| Scenario Percentage | 85% | 78% | 100% | 88% | 94% | 65% | 71% | 73% | 93% | 69% | 100% |
| Avg Max Increase | 5.64% | 10.17% | 11.17% | 11.71% | 8.91% | 7.16% | 10.88% | 16.38% | 10.53% | 14.55% | 10.54% |
| Max Increase | 12.77% | 26.14% | 23.82% | 59.17% | 31.26% | 18.91% | 23.56% | 28.14% | 37.61% | 28.18% | 27.13% |
| Avg Days To Max Increase | 15 | 21 | 21 | 15 | 15 | 15 | 21 | 16 | 17 | 13 | 18 |
| Avg Max Decline | -1.78% | -1.08% | -2.44% | -0.70% | -1.68% | -1.68% | -2.78% | -1.83% | -3.24% | -3.22% | -3.07% |
| Max Decline | -6.43% | -4.54% | -14.20% | -3.56% | -8.59% | -8.11% | -8.29% | -8.06% | -10.05% | -8.26% | -9.12% |
| Avg Days to Max Decline | 8 | 10 | 16 | 8 | 9 | 6 | 14 | 4 | 13 | 7 | 5 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
