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 Palladium(NYMEX) 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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   18 24 27 31 33 38 38 38 38 38 38
Closed Higher   10 14 15 24 17 24 17 15 14 24 14
Exceeded High   7 11 14 22 11 16 11 10 13 22 12
Scenario Percentage   70% 79% 93% 92% 65% 67% 65% 67% 93% 92% 86%
Avg Max Increase   9.48% 20.53% 21.32% 14.65% 13.65% 14.01% 15.76% 9.87% 15.39% 10.62% 10.17%
Max Increase   23.93% 84.24% 65.00% 52.21% 31.84% 54.33% 44.61% 19.33% 32.57% 34.45% 19.96%
Avg Days To Max Increase   16 21 16 17 16 19 17 15 16 12 12
Avg Max Decline   -2.52% -4.07% -2.01% -2.10% -1.94% -1.51% -4.49% -5.09% -3.36% -3.15% -1.21%
Max Decline   -12.27% -11.92% -7.91% -8.23% -6.67% -5.58% -11.94% -16.18% -17.10% -10.44% -6.07%
Avg Days to Max Decline   5 15 7 7 3 5 13 8 9 9 2
2014 Contract Condition   Yes       Yes Yes Yes Yes Yes Yes Yes
Action   Yes       Yes Yes 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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   18 24 27 31 33 38 38 38 38 38 38
Closed Lower   8 10 12 6 16 13 21 23 24 14 24
Penetrated Low   5 6 7 6 10 10 18 15 17 10 11
Scenario Percentage   63% 60% 58% 100% 63% 77% 86% 65% 71% 71% 46%
Avg Max Decline   13.21% 10.33% 10.80% 3.14% 8.34% 12.31% 11.08% 13.90% 9.42% 12.21% 8.26%
Max Decline   26.18% 43.23% 31.35% 6.73% 15.99% 19.44% 25.58% 33.91% 28.99% 41.59% 26.27%
Avg Days To Max Decline   20 16 11 3 16 15 15 15 17 15 15
Avg Max Increase   -2.17% -1.55% -3.95% -2.35% -2.68% -2.66% -2.18% -2.67% -3.50% -0.95% -0.94%
Max Increase   -6.99% -2.69% -12.69% -6.20% -8.65% -15.56% -10.40% -9.41% -12.24% -3.04% -2.99%
Avg Days to Max Increase   6 4 12 4 8 8 10 8 11 3 4
2014 Contract Condition     Yes Yes Yes              
Action     Yes No Yes              
High 740.35 755.45 767.60 741.10 753.30 746.75 800.45 815.80 845.00 864.60 890.00 909.20
Low 685.20 702.90 717.20 698.10 706.20 701.00 748.40 762.75 796.60 806.35 843.45 837.50
Close/Last 729.55 740.00 721.70 721.00 706.45 745.80 777.80 813.45 836.35 843.15 873.70 908.65

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