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MRCI's ScenarioSM Study
ScenarioSM Study for January Unleaded Gas(NYM) as of Feb 11, 2005
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 3 9 11 12 15 19 19 20 20 20 20
Closed Higher 1 6 8 8 8 7 13 12 13 11 7
Exceeded High 1 5 8 7 6 7 11 11 13 7 5
Scenario Percentage 100% 83% 100% 88% 75% 100% 85% 92% 100% 64% 71%
Avg Max Increase 3.57% 9.70% 8.74% 5.49% 7.65% 8.81% 14.40% 10.30% 5.83% 10.72% 10.78%
Max Increase 3.57% 18.17% 18.64% 11.92% 13.17% 14.00% 64.52% 32.03% 12.00% 20.41% 14.22%
Avg Days To Max Increase 4 11 16 15 27 21 22 15 12 18 24
Avg Max Decline -3.16% 0.69% -3.77% -2.25% -2.99% -2.42% -1.54% -2.64% -2.96% -1.91% -2.98%
Max Decline -3.16% -1.04% -8.85% -8.17% -5.72% -8.34% -5.95% -12.01% -13.00% -4.05% -5.15%
Avg Days to Max Decline 17 10 7 9 9 14 13 8 4 8 5
2005 Contract Condition   Yes Yes Yes Yes   Yes   Yes Yes  
Action   Yes Yes Yes Yes   Yes   Yes Not Yet  
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Some data provided by Prophetfinance.com
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 3 9 11 12 15 19 19 20 20 20 20
Closed Lower 2 3 2 4 7 12 6 8 7 9 13
Penetrated Low 1 1 1 2 5 7 4 5 4 7 10
Scenario Percentage 50% 33% 50% 50% 71% 58% 67% 63% 57% 78% 77%
Avg Max Decline 6.92% 8.18% 3.54% 5.12% 8.45% 6.63% 7.98% 6.86% 10.89% 16.19% 11.95%
Max Decline 6.92% 8.18% 3.54% 6.19% 11.97% 15.29% 15.17% 16.10% 24.20% 26.59% 19.43%
Avg Days To Max Decline 19 17 19 13 14 18 21 15 15 18 17
Avg Max Increase -2.79% -0.16% -1.29% -4.60% -0.33% -1.66% -4.23% -1.83% -1.54% -2.87% -1.55%
Max Increase -2.79% -0.16% -1.29% -6.58% -1.24% -8.10% -12.80% -3.73% -4.24% -7.98% -12.20%
Avg Days to Max Increase 1 2 29 19 4 3 20 14 4 3 4
2005 Contract Condition           Yes   Yes     Yes
Action           No   No     Yes
High 83.32 88.60 93.45 97.74 108.02 109.39 117.39 126.25 133.00 144.80 136.20
Low 78.78 80.10 87.68 88.09 99.01 98.00 103.70 110.40 114.09 130.10 121.70
Close/Last 79.83 88.60 91.05 97.74 103.73 103.51 117.39 112.79 130.51 134.20 128.46