MRCI Online
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| ScenarioSM Study for April NY Harbor ULSD(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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 19 | 21 | 26 | 26 | 27 | 28 | 28 | 28 | 29 | 29 | 29 | |
| Closed Higher | 14 | 9 | 13 | 17 | 16 | 18 | 15 | 11 | 15 | 13 | 13 | |
| Exceeded High | 12 | 7 | 13 | 15 | 15 | 12 | 11 | 8 | 14 | 9 | 13 | |
| Scenario Percentage | 86% | 78% | 100% | 88% | 94% | 67% | 73% | 73% | 93% | 69% | 100% | |
| Avg Max Increase | 5.59% | 10.17% | 10.67% | 11.28% | 8.91% | 8.17% | 10.53% | 16.38% | 10.43% | 14.55% | 10.88% | |
| Max Increase | 12.77% | 26.14% | 23.82% | 59.17% | 31.26% | 19.36% | 23.56% | 28.14% | 37.61% | 28.18% | 27.13% | |
| Avg Days To Max Increase | 15 | 21 | 20 | 16 | 15 | 15 | 22 | 16 | 18 | 13 | 18 | |
| Avg Max Decline | -1.93% | -1.08% | -2.24% | -1.16% | -1.68% | -1.73% | -2.85% | -1.83% | -3.64% | -3.22% | -2.98% | |
| Max Decline | -6.43% | -4.54% | -14.20% | -7.62% | -8.59% | -8.11% | -8.29% | -8.06% | -10.05% | -8.26% | -9.12% | |
| Avg Days to Max Decline | 8 | 10 | 15 | 9 | 9 | 6 | 15 | 4 | 14 | 7 | 5 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | 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.
