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 May RBOB Gasoline(NYM) as of Oct 20, 2019
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   14 25 27 29 32 33 34 34 34 34 34
Closed Higher   8 14 15 17 13 18 18 18 21 18 25
Exceeded High   6 13 14 14 11 12 15 18 19 18 20
Scenario Percentage   75% 93% 93% 82% 85% 67% 83% 100% 90% 100% 80%
Avg Max Increase   7.42% 8.29% 10.05% 8.28% 7.59% 10.04% 12.73% 10.86% 13.05% 17.76% 10.28%
Max Increase   14.52% 26.43% 52.64% 28.22% 17.98% 17.01% 24.88% 26.92% 31.39% 47.38% 22.82%
Avg Days To Max Increase   16 18 17 15 14 24 17 18 20 19 20
Avg Max Decline   -0.45% -2.07% -1.33% -1.19% -1.54% -1.85% -1.74% -1.94% -4.45% -3.94% -2.77%
Max Decline   -3.30% -11.73% -7.94% -3.56% -7.87% -5.12% -8.63% -9.31% -17.17% -14.16% -8.74%
Avg Days to Max Decline   2 14 8 8 5 17 6 9 10 10 3
2019 Contract Condition   Yes Yes   Yes Yes       Yes Yes Yes
Action   No 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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   14 25 27 29 32 33 34 34 34 34 34
Closed Lower   6 11 12 12 18 15 16 16 13 16 9
Penetrated Low   4 7 8 7 14 13 14 10 8 10 6
Scenario Percentage   67% 64% 67% 58% 78% 87% 88% 63% 62% 63% 67%
Avg Max Decline   9.27% 9.95% 10.24% 15.19% 12.43% 15.27% 13.59% 14.96% 13.10% 8.88% 8.45%
Max Decline   13.48% 24.71% 23.72% 45.12% 51.46% 41.40% 28.66% 40.25% 34.05% 17.21% 14.32%
Avg Days To Max Decline   23 18 20 18 17 19 19 16 13 13 13
Avg Max Increase   -0.51% -2.66% -1.68% -0.32% -0.74% -1.95% -2.43% -3.39% -0.98% -3.87% -2.74%
Max Increase   -1.90% -7.88% -10.59% -2.70% -6.82% -5.02% -12.19% -9.03% -6.84% -10.04% -5.59%
Avg Days to Max Increase   6 12 10 6 8 2 11 13 5 19 4
2019 Contract Condition       Yes     Yes Yes Yes      
Action       No     Yes Yes No      
High 204.26 220.12 215.00 216.70 217.04 228.74 235.33 200.39 174.24 168.34 179.40 192.23
Low 189.84 201.07 199.70 200.50 202.02 210.30 199.26 159.97 143.37 147.36 159.40 172.62
Close/Last 204.26 213.80 214.69 210.01 215.87 227.30 199.71 163.27 150.23 159.92 176.58 188.25

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