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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for November RBOB Gasoline(NYM) as of Jul 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   13 22 24 26 30 31 31 32 32 32 32
Closed Higher   7 11 11 17 22 23 14 14 20 19 16
Exceeded High   6 9 10 17 20 20 12 13 18 18 12
Scenario Percentage   86% 82% 91% 100% 91% 87% 86% 93% 90% 95% 75%
Avg Max Increase   10.69% 9.52% 10.94% 9.58% 9.97% 8.58% 7.61% 11.58% 13.52% 11.04% 8.05%
Max Increase   20.71% 17.79% 21.12% 21.93% 28.31% 37.88% 14.84% 40.62% 71.91% 29.31% 15.24%
Avg Days To Max Increase   18 18 18 18 16 15 19 18 18 19 19
Avg Max Decline   -0.84% -0.94% -3.03% -2.32% -2.81% -2.12% -2.39% -3.26% -2.00% -4.38% -2.25%
Max Decline   -7.75% -7.21% -16.67% -14.14% -9.73% -9.50% -6.04% -16.10% -9.62% -14.50% -5.70%
Avg Days to Max Decline   11 10 9 10 5 7 11 10 8 11 2
2017 Contract Condition   Yes Yes         Yes   Yes    
Action   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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   13 22 24 26 30 31 31 32 32 32 32
Closed Lower   6 11 13 9 8 8 17 18 12 13 16
Penetrated Low   5 6 8 2 4 4 11 13 8 6 12
Scenario Percentage   83% 55% 62% 22% 50% 50% 65% 72% 67% 46% 75%
Avg Max Decline   21.53% 15.69% 6.82% 8.06% 5.66% 10.47% 10.34% 9.89% 11.58% 19.51% 10.65%
Max Decline   28.08% 26.63% 14.77% 8.40% 9.60% 22.90% 17.26% 32.27% 24.70% 49.55% 42.21%
Avg Days To Max Decline   21 14 12 17 16 21 17 17 17 21 18
Avg Max Increase   -0.59% -0.61% -1.10% -2.24% -0.13% -3.10% -0.76% -2.59% -3.64% -1.58% -3.02%
Max Increase   -2.97% -4.68% -5.77% -4.80% -1.88% -6.96% -2.95% -8.77% -19.85% -3.97% -6.24%
Avg Days to Max Increase   2 6 4 17 12 9 7 9 12 6 5
2017 Contract Condition       Yes Yes Yes Yes   Yes      
Action       Yes Yes Yes Yes   Not Yet      
High 153.76 151.20 163.64 166.89 158.68 155.01 157.23 151.40 145.10 152.91    
Low 145.26 134.79 152.13 153.94 151.52 139.97 140.58 131.17 127.36 134.20    
Close/Last 145.26 151.20 163.64 155.51 155.35 148.73 141.51 143.33 138.79 152.66    

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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