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 August RBOB Gasoline(NYM) as of Sep 16, 2022
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   20 30 31 32 35 35 37 37 37 37 37
Closed Higher   11 14 17 15 20 21 21 28 27 22 18
Exceeded High   7 12 11 14 19 18 21 25 23 18 12
Scenario Percentage   64% 86% 65% 93% 95% 86% 100% 89% 85% 82% 67%
Avg Max Increase   9.93% 7.88% 8.05% 10.78% 10.75% 16.26% 12.93% 11.87% 13.40% 9.77% 7.93%
Max Increase   27.22% 17.17% 13.02% 20.89% 27.60% 34.59% 26.78% 30.96% 60.45% 21.49% 18.79%
Avg Days To Max Increase   17 15 24 17 19 19 19 16 16 17 15
Avg Max Decline   -0.63% -1.10% -1.73% -0.94% -1.13% -2.62% -2.62% -2.48% -2.67% -4.55% -2.39%
Max Decline   -2.71% -6.20% -7.66% -7.68% -7.85% -16.59% -13.61% -7.23% -12.59% -12.28% -7.35%
Avg Days to Max Decline   4 4 11 6 8 8 8 6 8 12 5
2022 Contract Condition     Yes Yes   Yes Yes Yes Yes Yes Yes  
Action     Yes 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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   20 30 31 32 35 35 37 37 37 37 37
Closed Lower   9 15 14 16 15 14 16 9 10 15 19
Penetrated Low   5 12 11 14 9 8 8 6 7 12 9
Scenario Percentage   56% 80% 79% 88% 60% 57% 50% 67% 70% 80% 47%
Avg Max Decline   17.07% 12.16% 15.15% 12.10% 15.10% 19.57% 14.85% 7.91% 9.95% 10.75% 11.52%
Max Decline   44.19% 48.88% 38.92% 26.88% 38.53% 61.96% 57.24% 13.15% 19.87% 22.71% 21.86%
Avg Days To Max Decline   16 15 17 18 14 15 15 7 17 18 21
Avg Max Increase   -0.23% -0.57% -1.73% -1.65% -2.19% -1.77% -3.44% -1.41% -3.48% -2.31% -2.27%
Max Increase   -2.09% -5.94% -4.96% -11.66% -5.81% -6.71% -8.84% -5.11% -7.24% -10.57% -6.12%
Avg Days to Max Increase   6 6 3 7 8 8 15 6 12 9 4
2022 Contract Condition   Yes     Yes             Yes
Action   No     Yes             Yes
High 213.60 208.49 220.63 239.30 234.30 231.19 254.89 287.39 340.17 332.62 386.67 412.37
Low 195.14 187.96 205.53 219.30 197.70 194.90 224.50 249.50 268.93 287.72 318.35 344.78
Close/Last 213.60 206.53 218.97 230.59 200.64 225.22 252.75 273.52 295.26 327.11 374.55 353.63

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