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 December Brent Crude Oil(ICE) as of Dec 30, 2016
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 Sep
Tested Years   18 22 22 22 25 25 25 27 27 27 28
Closed Higher   9 11 10 14 17 17 11 13 18 16 15
Exceeded High   8 9 10 14 16 15 10 12 17 12 11
Scenario Percentage   89% 82% 100% 100% 94% 88% 91% 92% 94% 75% 73%
Avg Max Increase   6.72% 11.00% 11.34% 10.69% 10.35% 10.28% 9.38% 11.36% 15.28% 16.78% 7.47%
Max Increase   16.86% 20.24% 25.17% 24.34% 22.25% 33.88% 17.35% 19.80% 86.32% 53.95% 14.72%
Avg Days To Max Increase   14 16 14 18 18 15 17 19 19 17 15
Avg Max Decline   -2.71% -2.17% -2.85% -2.60% -3.44% -2.34% -1.67% -2.55% -1.64% -2.23% -2.31%
Max Decline   -8.69% -7.31% -9.48% -13.88% -9.24% -6.57% -4.93% -14.47% -10.12% -13.31% -12.61%
Avg Days to Max Decline   7 7 7 9 7 8 6 7 6 9 3
2016 Contract Condition           Yes Yes Yes     Yes Yes
Action           Yes Yes Yes     Yes 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   18 22 22 22 25 25 25 27 27 27 28
Closed Lower   9 11 12 8 8 8 14 14 9 11 13
Penetrated Low   5 7 4 3 3 4 8 9 7 9 9
Scenario Percentage   56% 64% 33% 38% 38% 50% 57% 64% 78% 82% 69%
Avg Max Decline   22.44% 15.61% 9.57% 7.34% 3.69% 10.19% 9.50% 11.41% 13.74% 14.42% 11.07%
Max Decline   35.56% 25.56% 16.55% 11.41% 6.89% 23.02% 20.92% 33.34% 28.79% 49.34% 40.72%
Avg Days To Max Decline   17 16 11 12 3 19 18 13 17 19 15
Avg Max Increase   -0.41% -3.63% -2.41% -1.08% -0.36% -3.80% -1.30% -1.29% -4.21% -3.56% -1.88%
Max Increase   -3.57% -7.63% -6.39% -2.61% -1.12% -7.61% -2.99% -6.20% -21.51% -15.64% -10.83%
Avg Days to Max Increase   1 9 4 12 1 6 5 6 12 15 2
2016 Contract Condition   Yes Yes Yes Yes       Yes Yes    
Action   Yes Yes No No       Yes Yes    
High 59.51 57.96 51.69 45.62 41.74 45.33 49.66 52.11 54.12 52.31 51.87 50.57
Low 53.83 50.71 42.96 33.05 35.85 40.16 39.70 45.62 48.59 43.52 42.50 45.57
Close/Last 56.68 51.29 44.40 41.50 40.71 43.20 48.83 51.21 51.06 44.57 47.27 50.19

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!