Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for December 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years 24 26 27 29 31 31 31 31 31 31 31
Closed Higher 12 13 12 21 19 17 15 19 17 20 13
Exceeded High 12 10 11 20 14 13 15 15 17 17 8
Scenario Percentage 100% 77% 92% 95% 74% 76% 100% 79% 100% 85% 62%
Avg Max Increase 7.08% 10.86% 12.23% 10.63% 8.93% 9.36% 10.75% 15.26% 10.60% 8.11% 7.42%
Max Increase 17.69% 28.35% 23.37% 42.04% 28.68% 24.91% 24.98% 74.87% 38.50% 21.61% 18.25%
Avg Days To Max Increase 14 14 13 18 19 15 18 19 14 13 18
Avg Max Decline -1.49% -1.84% -1.23% -1.96% -2.23% -1.52% -3.14% -2.27% -2.94% -3.04% -1.43%
Max Decline -6.64% -5.08% -4.52% -7.19% -11.13% -5.77% -15.93% -8.30% -14.50% -13.85% -2.99%
Avg Days to Max Decline 9 7 9 6 9 5 13 9 7 4 4
2009 Contract Condition       Yes   Yes Yes       Yes
Action       Yes   Yes Yes       No
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years 24 26 27 29 31 31 31 31 31 31 31
Closed Lower 12 13 15 8 12 14 16 12 14 11 18
Penetrated Low 10 9 9 5 7 10 13 6 10 9 14
Scenario Percentage 83% 69% 60% 62% 58% 71% 81% 50% 71% 82% 78%
Avg Max Decline 9.76% 11.19% 5.66% 5.56% 5.47% 7.46% 7.79% 9.77% 11.51% 12.81% 20.75%
Max Decline 22.42% 34.29% 19.09% 7.74% 7.80% 13.88% 19.13% 24.22% 41.23% 43.86% 59.97%
Avg Days To Max Decline 20 16 8 7 16 16 18 17 17 14 18
Avg Max Increase -4.49% -0.95% -1.63% -2.51% -4.01% -0.97% -1.82% -5.02% -2.33% -4.51% -3.86%
Max Increase -9.89% -3.91% -10.40% -5.43% -6.95% -6.42% -7.66% -19.25% -5.86% -20.44% -12.34%
Avg Days to Max Increase 11 4 6 3 19 2 8 20 13 9 7
2009 Contract Condition Yes Yes Yes   Yes     Yes Yes Yes  
Action Yes Yes No   No     No Yes No  
High 191.19 187.60 163.27 170.80 166.78 185.61 204.07 198.41 205.57 191.76 215.78
Low 147.86 154.31 132.91 134.75 148.19 151.39 188.06 163.57 184.58 171.88 176.77
Close/Last 170.71 162.50 147.13 156.84 153.50 185.37 194.57 193.46 187.11 185.90 200.52

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy