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MRCI's ScenarioSM Study
ScenarioSM Study for November Unleaded Gas(NYM) as of Dec 05, 2003
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 3 10 11 13 17 18 18 19 19 19 19
Closed Higher 2 6 4 8 12 13 9 7 11 15 10
Exceeded High 1 5 4 8 11 10 7 7 9 15 7
Scenario Percentage 50% 83% 100% 100% 92% 77% 78% 100% 82% 100% 70%
Avg Max Increase 14.64% 7.36% 6.52% 9.09% 8.37% 6.10% 6.20% 10.43% 16.85% 11.43% 8.25%
Max Increase 14.64% 17.16% 10.94% 19.61% 14.12% 17.99% 9.84% 16.82% 71.91% 29.31% 15.24%
Avg Days To Max Increase 3 12 12 12 19 17 20 21 20 19 20
Avg Max Decline 0.70% -0.67% -1.94% -0.74% -3.45% -2.23% -1.97% -2.80% -1.26% -3.57% -2.04%
Max Decline 0.70% -3.88% -4.87% -5.17% -9.73% -9.50% -6.04% -10.60% -3.79% -14.50% -3.98%
Avg Days to Max Decline 14 8 14 6 7 10 15 13 9 11 2
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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years 3 10 11 13 17 18 18 19 19 19 19
Closed Lower 1 4 7 5 5 5 9 12 8 4 9
Penetrated Low 1 2 5 1 3 2 8 9 5 2 6
Scenario Percentage 100% 50% 71% 20% 60% 40% 89% 75% 63% 50% 67%
Avg Max Decline 25.67% 15.83% 7.20% 8.40% 6.51% 6.22% 9.41% 6.93% 7.89% 9.36% 8.23%
Max Decline 25.67% 26.63% 10.55% 8.40% 9.60% 7.80% 15.05% 17.36% 17.39% 10.25% 13.16%
Avg Days To Max Decline 30 21 17 17 21 20 14 14 14 9 15
Avg Max Increase -0.15% -1.14% -0.91% 0.33% -0.27% -5.13% -0.48% -1.77% -5.23% -1.53% -3.58%
Max Increase -0.15% -2.00% -3.39% 0.33% -1.88% -6.96% -1.32% -7.83% -19.85% -2.44% -6.24%
Avg Days to Max Increase 4 9 5 2 16 17 4 5 17 8 5
2003 Contract Condition         Yes Yes         Yes
Action         Yes No         No
High 69.17 72.32 78.50 81.95 85.15 74.10 75.20 79.32 82.60 88.40 85.00
Low 64.60 67.54 70.92 76.38 69.81 68.30 68.82 74.30 77.60 82.00 73.55
Close/Last 69.10 69.95 77.20 81.35 75.55 69.52 75.20 78.37 81.22 86.02 80.37