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 September Brent Crude Oil(ICE) as of Jan 01, 2018
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   19 23 23 23 26 26 26 28 28 28 28
Closed Higher   11 10 10 13 11 13 16 17 18 12 13
Exceeded High   10 9 7 11 10 10 15 16 17 10 10
Scenario Percentage   91% 90% 70% 85% 91% 77% 94% 94% 94% 83% 77%
Avg Max Increase   8.21% 8.37% 6.59% 7.34% 10.40% 12.66% 10.87% 10.74% 9.92% 10.08% 7.82%
Max Increase   28.15% 19.43% 11.95% 17.34% 21.37% 24.34% 27.55% 24.51% 37.42% 16.11% 14.00%
Avg Days To Max Increase   14 13 13 12 18 13 17 15 15 21 17
Avg Max Decline   -1.50% -0.79% -1.28% -1.77% -2.04% -2.36% -2.50% -3.26% -2.22% -2.80% -1.35%
Max Decline   -4.60% -3.75% -2.90% -8.81% -7.13% -10.38% -14.85% -9.71% -7.61% -7.60% -3.19%
Avg Days to Max Decline   8 5 7 6 6 6 9 9 6 8 4
2017 Contract Condition   Yes Yes   Yes Yes   Yes        
Action   Yes Yes   Yes Yes   No        
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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   19 23 23 23 26 26 26 28 28 28 28
Closed Lower   8 13 13 10 15 13 10 11 10 16 15
Penetrated Low   6 11 12 6 10 5 4 6 6 11 8
Scenario Percentage   75% 85% 92% 60% 67% 38% 40% 55% 60% 69% 53%
Avg Max Decline   16.43% 12.13% 11.65% 21.75% 12.23% 10.64% 7.93% 6.49% 12.64% 10.85% 9.63%
Max Decline   41.98% 44.60% 36.28% 37.04% 26.30% 20.26% 13.85% 12.66% 24.86% 21.51% 18.49%
Avg Days To Max Decline   20 14 18 18 16 13 20 7 20 18 19
Avg Max Increase   -0.96% -0.69% -2.35% 1.02% -3.49% -2.46% -3.46% -1.39% -4.04% -1.57% -0.99%
Max Increase   -7.95% -7.93% -6.26% -3.63% -7.84% -6.72% -9.39% -6.01% -8.73% -3.50% -2.70%
Avg Days to Max Increase   9 6 7 1 7 3 14 3 9 6 2
2017 Contract Condition       Yes     Yes   Yes Yes Yes Yes
Action       Yes     Yes   Yes Yes Yes Not Yet
High 54.89 54.26 53.59 57.12 54.91 59.19 60.18 58.20 57.56 57.34 55.14 51.78
Low 47.66 46.53 48.90 52.19 48.41 53.97 55.78 55.48 50.75 51.61 47.24 44.60
Close/Last 48.17 50.30 53.59 52.19 54.46 58.84 56.58 57.11 54.09 52.60 51.09 48.77

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