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 May 09, 2024
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   19 30 32 34 37 38 39 39 39 39 39
Closed Higher   11 18 19 18 15 21 20 22 25 21 29
Exceeded High   9 17 17 14 13 14 17 22 22 21 22
Scenario Percentage   82% 94% 89% 78% 87% 67% 85% 100% 88% 100% 76%
Avg Max Increase   8.05% 8.18% 9.38% 8.28% 7.93% 9.95% 13.25% 12.24% 15.17% 17.79% 9.93%
Max Increase   14.52% 26.43% 52.64% 28.22% 17.98% 17.01% 24.88% 30.79% 44.10% 47.38% 22.82%
Avg Days To Max Increase   18 18 18 15 15 23 17 18 19 18 19
Avg Max Decline   -0.74% -2.29% -2.02% -1.19% -1.59% -1.47% -1.70% -2.21% -4.13% -3.54% -2.55%
Max Decline   -3.70% -11.73% -12.56% -3.56% -7.87% -5.12% -8.63% -9.31% -17.17% -14.16% -8.74%
Avg Days to Max Decline   7 12 9 8 5 15 5 8 9 9 3
2024 Contract Condition     Yes Yes           Yes Yes Yes
Action     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   19 30 32 34 37 38 39 39 39 39 39
Closed Lower   8 12 13 16 21 17 19 17 14 18 10
Penetrated Low   5 8 9 9 16 15 17 10 9 12 6
Scenario Percentage   63% 67% 69% 56% 76% 88% 89% 59% 64% 67% 60%
Avg Max Decline   8.42% 10.07% 10.80% 13.54% 12.36% 14.09% 12.57% 14.96% 19.69% 13.99% 8.45%
Max Decline   13.48% 24.71% 23.72% 45.12% 51.46% 41.40% 28.66% 40.25% 72.41% 68.82% 14.32%
Avg Days To Max Decline   19 17 20 17 16 17 17 16 14 14 13
Avg Max Increase   -0.55% -2.71% -1.44% -1.37% -0.80% -1.99% -2.34% -3.39% -1.71% -4.35% -2.74%
Max Increase   -1.90% -7.88% -10.59% -6.70% -6.82% -5.02% -12.19% -9.03% -7.53% -10.04% -5.59%
Avg Days to Max Increase   5 11 10 8 9 2 9 13 7 16 4
2024 Contract Condition   Yes     Yes Yes Yes Yes Yes      
Action   No     Yes Yes Yes Yes No      
High 248.72 230.16 229.39 254.79 258.72 271.71 255.56 247.70 242.89 256.05 262.19 275.49
Low 226.88 213.54 216.13 223.47 247.51 251.11 233.68 228.82 220.46 225.12 235.93 250.42
Close/Last 230.85 216.60 227.84 254.79 254.65 251.28 242.87 238.57 231.59 246.49 257.11 272.06

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