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MRCI's ScenarioSM Study
ScenarioSM Study for September Unleaded Gas(NYM) as of Sep 18, 2003
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years 3 13 14 16 16 17 18 19 19 19 19
Closed Higher 2 5 5 9 9 9 15 14 10 8 12
Exceeded High 2 3 4 8 8 8 14 11 8 8 10
Scenario Percentage 100% 60% 80% 89% 89% 89% 93% 79% 80% 100% 83%
Avg Max Increase 3.46% 7.69% 10.58% 8.18% 12.17% 12.54% 8.75% 7.91% 7.12% 11.64% 17.28%
Max Increase 3.92% 10.23% 14.97% 19.30% 30.40% 23.87% 20.78% 30.07% 13.06% 33.07% 77.71%
Avg Days To Max Increase 13 29 12 15 15 15 16 14 17 18 21
Avg Max Decline -0.61% -1.53% -0.49% -0.59% -2.24% -0.47% -3.32% -1.98% -4.07% -3.48% -1.15%
Max Decline -1.81% -2.32% -1.66% -3.35% -8.18% -4.75% -9.33% -10.88% -10.39% -14.07% -5.74%
Avg Days to Max Decline 5 13 7 7 11 5 7 7 15 12 6
2003 Contract Condition     Yes Yes Yes Yes     Yes Yes Yes
Action     Yes Yes Yes Yes     Yes Yes Yes
Copyright © 2003 Moore Research Center, Inc. All Rights Reserved.
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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years 3 13 14 16 16 17 18 19 19 19 19
Closed Lower 1 8 9 7 7 8 3 5 9 11 7
Penetrated Low 1 7 7 5 4 4 3 4 8 8 3
Scenario Percentage 100% 88% 78% 71% 57% 50% 100% 80% 89% 73% 43%
Avg Max Decline 3.48% 9.82% 9.67% 15.18% 16.09% 9.40% 6.46% 5.49% 11.15% 8.97% 5.45%
Max Decline 3.48% 19.24% 24.60% 38.53% 37.23% 21.49% 10.97% 9.47% 19.59% 20.50% 6.77%
Avg Days To Max Decline 5 14 19 17 22 14 10 14 17 15 8
Avg Max Increase 0.10% -1.53% -0.84% -1.96% 0.71% -2.96% -1.34% -3.64% -1.04% -2.70% -1.40%
Max Increase 0.10% -5.28% -6.38% -5.91% -1.36% -8.64% -4.73% -7.50% -3.03% -9.82% -3.85%
Avg Days to Max Increase 2 6 8 6 6 15 12 21 4 4 3
2003 Contract Condition   Yes         Yes Yes      
Action   Yes         Yes Yes      
High 76.90 75.40 73.57 78.67 84.50 89.50 93.60 80.40 81.70 87.50 91.70
Low 74.10 70.60 68.80 72.54 76.70 83.63 74.02 72.90 72.65 79.50 84.00
Close/Last 74.10 72.31 73.50 76.05 84.50 89.20 81.60 73.87 81.55 84.92 88.82