MRCI Online
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| ScenarioSM Study for November NY Harbor ULSD(NYM) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 19 | 23 | 25 | 26 | 29 | 30 | 31 | 31 | 31 | 31 | 31 |
| Closed Higher | 8 | 12 | 12 | 13 | 22 | 20 | 17 | 15 | 18 | 17 | 20 |
| Exceeded High | 5 | 12 | 9 | 12 | 21 | 16 | 13 | 15 | 15 | 17 | 15 |
| Scenario Percentage | 62% | 100% | 75% | 92% | 95% | 80% | 76% | 100% | 83% | 100% | 75% |
| Avg Max Increase | 10.18% | 7.23% | 11.70% | 12.17% | 12.76% | 11.55% | 9.25% | 11.02% | 15.92% | 10.73% | 5.45% |
| Max Increase | 15.12% | 17.61% | 28.01% | 23.28% | 51.12% | 53.09% | 23.81% | 24.96% | 76.22% | 39.38% | 15.65% |
| Avg Days To Max Increase | 14 | 14 | 12 | 14 | 20 | 17 | 15 | 17 | 18 | 13 | 14 |
| Avg Max Decline | -0.81% | -1.24% | -1.48% | -1.55% | -2.39% | -2.18% | -1.50% | -3.32% | -2.25% | -2.89% | -2.38% |
| Max Decline | -2.17% | -6.74% | -4.81% | -5.33% | -8.88% | -11.99% | -5.77% | -16.48% | -8.55% | -15.12% | -13.24% |
| Avg Days to Max Decline | 8 | 9 | 5 | 9 | 8 | 9 | 8 | 12 | 9 | 7 | 3 |
| 2009 Contract Condition | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
