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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Coffee "C"(ICE) as of Sep 30, 2017
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 Nov
Tested Years   43 43 43 43 43 43 43 43 44 44 44
Closed Higher   23 18 18 21 19 11 16 24 16 21 22
Exceeded High   18 14 13 14 11 8 14 18 14 19 15
Scenario Percentage   78% 78% 72% 67% 58% 73% 88% 75% 88% 90% 68%
Avg Max Increase   16.39% 13.27% 14.15% 19.09% 20.43% 13.60% 9.45% 11.53% 14.86% 14.87% 10.66%
Max Increase   60.95% 28.74% 58.95% 75.81% 102.19% 53.42% 20.58% 38.16% 34.86% 44.71% 27.08%
Avg Days To Max Increase   15 19 19 18 13 14 15 13 14 12 14
Avg Max Decline   -1.93% -2.40% -3.00% -2.60% -1.45% -5.87% -5.05% -3.10% -2.31% -2.29% -0.95%
Max Decline   -7.62% -11.73% -10.40% -11.13% -5.28% -20.62% -20.13% -12.33% -12.69% -9.64% -4.40%
Avg Days to Max Decline   8 9 8 5 6 12 11 9 5 5 2
2017 Contract Condition   Yes           Yes        
Action   No           Yes        
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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 Nov
Tested Years   43 43 43 43 43 43 43 43 44 44 44
Closed Lower   20 25 25 22 24 32 27 19 28 23 22
Penetrated Low   18 22 19 18 20 29 20 15 21 19 13
Scenario Percentage   90% 88% 76% 82% 83% 91% 74% 79% 75% 83% 59%
Avg Max Decline   9.12% 8.62% 7.71% 12.94% 14.70% 11.39% 10.35% 10.61% 11.51% 10.02% 6.76%
Max Decline   19.81% 20.31% 15.48% 33.87% 34.05% 27.40% 24.43% 22.36% 29.23% 25.29% 13.93%
Avg Days To Max Decline   17 17 19 23 21 16 19 19 14 12 11
Avg Max Increase   -2.69% -2.44% -4.20% -4.22% -2.68% -3.90% -5.42% -4.80% -3.40% -2.86% -1.20%
Max Increase   -9.34% -8.94% -11.74% -19.50% -9.15% -36.22% -19.40% -14.83% -13.39% -13.90% -5.00%
Avg Days to Max Increase   6 8 14 12 11 6 11 9 9 8 2
2017 Contract Condition     Yes Yes Yes Yes Yes   Yes Yes Yes  
Action     Yes Yes Yes Yes No   Yes Yes    
High 160.10 166.75 161.10 154.25 152.00 143.45 135.80 142.90 147.25 143.25 128.00  
Low 142.55 144.60 148.20 144.40 134.65 133.15 119.10 129.40 126.90 126.75 125.30  
Close/Last 146.70 159.60 150.30 147.35 139.35 135.25 129.20 142.75 129.35 128.05 127.20  

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Newsflash

Crude oil, gasoline, heating oil, natural gas --- Buy 'em?  Sell 'em?  When?

From crude oil at an all-time high above $145/barrel --- collapsing down to $35. A run back up to almost $115, a three-year churn, and a plunge from $107 to barely $42 in only nine months. Sellers above $60 eventually drove prices down to barely $26! Major producers are trying to support prices, currently in a range of $40-55. Can seasonal influences be muted for long?

Know the seasonal trends with MRCI's new 2017 Energy Report! https://goo.gl/08atzl