Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for May Brent Crude Oil(ICE) as of Jan 01, 2015
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   19 20 20 23 23 23 24 24 25 25 25
Closed Higher   8 13 15 13 11 10 12 11 15 16 14
Exceeded High   7 13 14 11 9 7 10 10 13 14 11
Scenario Percentage   88% 100% 93% 85% 82% 70% 83% 91% 87% 88% 79%
Avg Max Increase   9.82% 9.95% 8.41% 9.41% 9.03% 7.45% 9.32% 12.99% 14.94% 13.07% 8.38%
Max Increase   16.30% 24.89% 17.56% 29.43% 21.10% 14.65% 23.89% 24.67% 32.80% 37.14% 20.04%
Avg Days To Max Increase   19 18 15 17 14 19 16 19 13 8 9
Avg Max Decline   -0.56% -1.34% -0.93% -1.16% -1.66% -1.75% -2.62% -3.77% -2.60% -1.92% -0.96%
Max Decline   -3.56% -11.46% -8.19% -7.43% -8.00% -3.80% -9.12% -13.71% -12.55% -6.05% -4.00%
Avg Days to Max Decline   8 7 6 9 5 8 8 11 8 7 2
2014 Contract Condition     Yes Yes Yes   Yes Yes Yes   Yes  
Action     Yes Yes No   Yes Yes No   Yes  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   19 20 20 23 23 23 24 24 25 25 25
Closed Lower   11 7 5 10 12 13 12 13 10 9 11
Penetrated Low   4 5 4 8 10 10 9 8 7 4 7
Scenario Percentage   36% 71% 80% 80% 83% 77% 75% 62% 70% 44% 64%
Avg Max Decline   6.99% 6.98% 11.53% 12.17% 12.57% 14.24% 15.22% 11.87% 12.24% 9.02% 8.42%
Max Decline   10.73% 12.92% 27.01% 45.15% 48.62% 40.58% 29.33% 23.65% 26.99% 17.82% 14.01%
Avg Days To Max Decline   20 13 20 20 16 19 18 15 10 16 6
Avg Max Increase   -0.91% -0.78% -4.07% -2.74% -1.39% -2.58% -2.87% -5.09% -2.46% -4.79% -1.07%
Max Increase   -1.98% -5.47% -11.39% -11.11% -6.55% -6.78% -15.55% -12.81% -7.28% -11.92% -1.82%
Avg Days to Max Increase   4 6 24 16 9 5 14 12 3 19 1
2014 Contract Condition   Yes       Yes       Yes   Yes
Action   No       Yes       Yes   Yes
High 105.26 101.55 103.10 103.86 109.37 108.03 108.25 110.17 111.63 110.42 110.47 111.87
Low 95.95 96.78 97.77 99.33 100.98 102.76 102.65 102.64 106.95 104.48 104.33 105.41
Close/Last 98.96 97.72 98.78 103.21 106.46 103.91 106.69 108.54 109.92 105.37 108.63 107.76

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy