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MRCI's ScenarioSM Study
ScenarioSM Study for December Unleaded Gas(NYM) as of Dec 25, 2003
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 3 11 13 15 17 19 19 19 19 19 19
Closed Higher 1 3 7 9 11 9 7 11 13 12 10
Exceeded High 1 3 6 8 9 6 7 9 12 10 5
Scenario Percentage 100% 100% 86% 89% 82% 67% 100% 82% 92% 83% 50%
Avg Max Increase 4.72% 8.00% 8.10% 7.19% 5.76% 7.23% 9.72% 15.66% 11.49% 7.45% 8.05%
Max Increase 4.72% 10.42% 18.57% 14.04% 18.07% 11.13% 15.56% 68.80% 31.54% 14.23% 16.31%
Avg Days To Max Increase 3 6 10 15 16 21 21 20 18 13 15
Avg Max Decline 1.20% -0.69% -0.85% -4.08% -1.93% -2.22% -2.60% -1.15% -3.14% -3.01% -2.27%
Max Decline 1.20% -3.16% -5.13% -9.08% -8.98% -5.66% -9.43% -3.38% -13.09% -14.62% -4.35%
Avg Days to Max Decline 2 7 8 7 10 18 13 9 11 4 3
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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years 3 11 13 15 17 19 19 19 19 19 19
Closed Lower 2 7 6 6 6 10 12 8 6 7 9
Penetrated Low 1 5 2 3 3 8 8 6 3 6 6
Scenario Percentage 50% 71% 33% 50% 50% 80% 67% 75% 50% 86% 67%
Avg Max Decline 26.89% 7.47% 13.76% 6.55% 5.90% 8.41% 6.54% 6.39% 8.77% 9.29% 11.20%
Max Decline 26.89% 11.17% 18.56% 9.10% 7.18% 13.77% 16.11% 15.94% 13.90% 25.52% 22.12%
Avg Days To Max Decline 19 17 24 21 19 14 18 15 8 13 18
Avg Max Increase -1.95% -0.71% -2.03% -0.25% -3.48% -0.78% -1.62% -4.12% -1.62% -3.42% -3.51%
Max Increase -1.95% -1.59% -4.19% -2.10% -6.92% -3.88% -7.87% -15.40% -3.40% -6.53% -8.54%
Avg Days to Max Increase 14 11 10 16 10 4 3 18 10 6 3
2003 Contract Condition       Yes Yes         Yes  
Action       Yes No         Not Yet  
High 70.97 75.80 80.00 83.25 72.45 73.75 77.62 81.40 84.50 82.50 88.20
Low 67.50 69.67 74.98 68.81 67.45 68.12 73.00 76.20 79.70 72.20 76.50
Close/Last 68.90 75.80 79.70 74.20 68.72 73.75 76.67 79.12 83.07 77.72 79.53