MRCI Online
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| ScenarioSM Study for June 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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 19 | 21 | 22 | 23 | 23 | 27 | 28 | 28 | 28 | 28 | 28 |
| Closed Higher | 9 | 15 | 14 | 12 | 9 | 12 | 14 | 12 | 12 | 20 | 22 |
| Exceeded High | 9 | 13 | 13 | 8 | 7 | 8 | 12 | 8 | 11 | 19 | 14 |
| Scenario Percentage | 100% | 87% | 93% | 67% | 78% | 67% | 86% | 67% | 92% | 95% | 64% |
| Avg Max Increase | 10.64% | 10.64% | 7.71% | 6.52% | 11.05% | 12.89% | 8.81% | 12.40% | 12.75% | 10.60% | 7.97% |
| Max Increase | 22.79% | 53.12% | 27.06% | 14.52% | 21.26% | 22.51% | 24.36% | 27.54% | 26.61% | 23.23% | 20.55% |
| Avg Days To Max Increase | 17 | 15 | 14 | 17 | 23 | 15 | 18 | 14 | 13 | 17 | 17 |
| Avg Max Decline | -0.80% | -0.48% | -0.97% | -1.21% | -2.36% | -1.81% | -1.75% | -2.57% | -2.08% | -2.41% | -1.76% |
| Max Decline | -2.89% | -3.20% | -5.65% | -6.97% | -5.28% | -8.11% | -4.46% | -6.67% | -6.97% | -7.62% | -5.80% |
| Avg Days to Max Decline | 11 | 9 | 9 | 3 | 9 | 6 | 11 | 7 | 7 | 4 | 4 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | No | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
