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 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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   20 26 29 33 35 40 40 40 40 40 40
Closed Higher   12 15 16 24 18 25 19 15 15 25 14
Exceeded High   8 12 14 22 12 17 12 10 14 23 12
Scenario Percentage   67% 80% 88% 92% 67% 68% 63% 67% 93% 92% 86%
Avg Max Increase   8.78% 18.91% 21.32% 14.65% 12.64% 13.92% 14.73% 9.87% 16.09% 10.39% 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   15 20 16 17 15 20 17 15 16 12 12
Avg Max Decline   -2.81% -3.89% -2.01% -2.10% -1.82% -1.73% -4.17% -5.09% -3.20% -3.16% -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 14 7 7 3 5 12 8 9 9 2
2016 Contract Condition   Yes   Yes     Yes Yes   Yes Yes  
Action   No   No     Yes No   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   20 26 29 33 35 40 40 40 40 40 40
Closed Lower   8 11 13 8 17 14 21 25 25 15 26
Penetrated Low   5 7 8 7 10 10 18 16 18 12 14
Scenario Percentage   63% 64% 62% 88% 59% 71% 86% 64% 72% 80% 54%
Avg Max Decline   13.21% 10.77% 10.14% 3.60% 8.34% 12.31% 11.08% 14.50% 10.15% 12.14% 8.30%
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 15 12 7 16 15 15 16 17 17 17
Avg Max Increase   -2.17% -2.08% -3.73% -3.11% -2.68% -2.66% -2.18% -2.52% -3.56% -1.51% -2.25%
Max Increase   -6.99% -5.23% -12.69% -7.68% -8.65% -15.56% -10.40% -9.41% -12.24% -5.96% -9.09%
Avg Days to Max Increase   6 6 12 8 8 8 10 8 11 4 5
2016 Contract Condition     Yes   Yes Yes     Yes     Yes
Action     Yes   No No     No     Yes
High 668.55 709.30 651.55 572.70 547.10 528.40 607.85 634.65 631.40 600.70 715.90 747.50
Low 578.35 671.95 533.00 526.65 471.45 482.35 510.50 534.70 523.50 527.45 590.60 668.30
Close/Last 651.95 678.35 544.25 562.60 499.65 496.15 564.65 628.60 547.35 597.35 709.75 668.70

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