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MRCI's ScenarioSM Study
ScenarioSM Study for October Unleaded Gas(NYM) as of Oct 24, 2003
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 3 10 11 12 14 17 19 19 19 19 19
Closed Higher 1 4 6 5 8 13 13 10 8 12 15
Exceeded High 1 3 5 5 7 13 8 8 8 11 12
Scenario Percentage 100% 75% 83% 100% 88% 100% 62% 80% 100% 92% 80%
Avg Max Increase 10.38% 11.76% 7.60% 5.88% 11.23% 8.25% 7.05% 6.48% 10.80% 18.59% 9.88%
Max Increase 10.38% 14.84% 16.69% 11.04% 23.01% 17.19% 18.47% 12.06% 19.85% 77.28% 23.35%
Avg Days To Max Increase 29 13 13 12 14 18 14 19 22 17 16
Avg Max Decline -1.38% -1.02% -0.34% -1.26% -0.65% -2.87% -1.63% -2.67% -3.39% -1.83% -1.12%
Max Decline -1.38% -1.88% -3.67% -4.72% -5.10% -9.22% -9.97% -6.51% -12.56% -10.05% -5.49%
Avg Days to Max Decline 28 9 7 12 5 8 7 14 18 11 5
2003 Contract Condition   Yes Yes Yes Yes     Yes Yes Yes Yes
Action   Yes Yes Yes Yes     Yes Yes Yes No
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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 3 10 11 12 14 17 19 19 19 19 19
Closed Lower 2 6 5 7 6 4 6 9 11 7 4
Penetrated Low 2 5 3 5 1 2 3 7 9 5 2
Scenario Percentage 100% 83% 60% 71% 17% 50% 50% 78% 82% 71% 50%
Avg Max Decline 12.70% 12.02% 11.90% 7.35% 8.53% 6.78% 6.50% 11.15% 7.88% 5.36% 9.93%
Max Decline 19.91% 25.34% 26.11% 10.58% 8.53% 9.93% 8.98% 17.41% 20.74% 8.54% 12.54%
Avg Days To Max Decline 8 20 16 17 17 24 14 14 14 10 13
Avg Max Increase -0.67% -1.02% -1.74% -1.05% -0.25% 0.99% -4.05% -0.36% -1.95% -1.59% -1.27%
Max Increase -2.59% -6.92% -2.71% -3.30% -0.25% -0.66% -7.04% -1.11% -7.84% -5.05% -1.47%
Avg Days to Max Increase 15 8 6 3 2 23 20 2 4 5 1
2003 Contract Condition           Yes Yes        
Action           Yes No        
High 71.90 70.37 74.47 79.65 83.90 88.00 75.50 77.65 82.15 86.60 96.80
Low 67.20 65.70 68.99 72.50 78.83 70.00 69.85 70.17 76.30 80.50 85.10
Close/Last 68.96 70.30 71.90 79.65 83.90 77.55 71.02 77.65 80.77 84.32 92.82