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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for February RBOB Gasoline(NYM) as of Oct 31, 2017
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   10 22 23 26 29 30 32 32 32 32 32
Closed Higher   6 16 17 13 15 19 16 17 15 14 19
Exceeded High   6 15 15 10 14 17 14 14 9 11 18
Scenario Percentage   100% 94% 88% 77% 93% 89% 88% 82% 60% 79% 95%
Avg Max Increase   7.22% 9.56% 8.68% 8.75% 9.99% 10.87% 9.09% 7.15% 11.74% 14.30% 8.43%
Max Increase   11.65% 25.45% 33.12% 15.86% 27.86% 60.66% 32.50% 20.66% 20.48% 26.51% 18.16%
Avg Days To Max Increase   24 17 16 18 17 17 16 16 24 16 14
Avg Max Decline   -4.31% -2.47% -1.80% -2.08% -2.34% -1.25% -2.93% -2.73% -2.41% -3.72% -1.53%
Max Decline   -13.18% -8.60% -7.88% -5.68% -13.16% -8.84% -10.51% -10.64% -6.43% -12.74% -7.44%
Avg Days to Max Decline   9 6 8 7 12 9 8 6 13 5 6
2018 Contract Condition         Yes   Yes Yes Yes Yes    
Action         Yes   Yes Yes Yes Not Yet    
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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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   10 22 23 26 29 30 32 32 32 32 32
Closed Lower   4 5 6 13 14 11 16 15 17 18 13
Penetrated Low   1   4 7 11 8 11 11 14 13 7
Scenario Percentage   25% 0% 67% 54% 79% 73% 69% 73% 82% 72% 54%
Avg Max Decline   5.87%   9.28% 9.37% 9.39% 10.77% 13.08% 14.17% 15.53% 16.33% 15.86%
Max Decline   5.87%   21.77% 16.88% 30.96% 25.75% 49.13% 56.50% 47.23% 33.63% 21.92%
Avg Days To Max Decline   17   16 17 16 18 18 15 17 18 18
Avg Max Increase   -5.10%   -2.84% -0.24% -2.37% -2.32% -1.80% -1.56% -2.45% -3.12% -4.84%
Max Increase   -5.10%   -6.45% -2.10% -8.68% -12.38% -12.11% -7.45% -7.15% -12.85% -20.52%
Avg Days to Max Increase   32   8 4 8 12 10 7 2 10 4
2018 Contract Condition   Yes Yes Yes   Yes            
Action   Yes Yes Yes   No            
High 164.90 156.23 151.26 154.65 149.01 143.30 150.35 152.03 164.40 172.71    
Low 152.88 148.84 137.82 140.00 132.62 127.88 134.13 141.15 148.53 153.69    
Close/Last 153.85 152.42 146.80 141.02 141.91 138.80 150.22 151.98 158.59 171.38    

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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