MRCI Online
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| ScenarioSM Study for January Crude Oil(NYM) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 21 | 24 | 25 | 25 | 25 | 25 | 26 | 26 | 26 | 26 | 26 | |
| Closed Higher | 8 | 13 | 18 | 17 | 14 | 12 | 17 | 15 | 15 | 11 | 11 | |
| Exceeded High | 7 | 12 | 17 | 15 | 8 | 12 | 15 | 12 | 12 | 7 | 7 | |
| Scenario Percentage | 88% | 92% | 94% | 88% | 57% | 100% | 88% | 80% | 80% | 64% | 64% | |
| Avg Max Increase | 12.19% | 10.37% | 7.82% | 8.40% | 11.90% | 9.63% | 13.05% | 12.63% | 8.51% | 11.22% | 10.07% | |
| Max Increase | 24.77% | 19.42% | 18.25% | 31.57% | 19.69% | 20.90% | 68.88% | 46.36% | 24.77% | 24.26% | 16.21% | |
| Avg Days To Max Increase | 14 | 15 | 17 | 16 | 22 | 18 | 20 | 17 | 13 | 16 | 15 | |
| Avg Max Decline | -1.35% | -0.47% | -2.59% | -1.60% | -1.43% | -1.44% | -1.36% | -2.30% | -3.91% | -2.70% | -1.20% | |
| Max Decline | -4.10% | -4.27% | -9.96% | -5.44% | -5.66% | -5.74% | -9.55% | -13.14% | -13.15% | -5.97% | -2.53% | |
| Avg Days to Max Decline | 6 | 10 | 10 | 11 | 8 | 10 | 7 | 7 | 5 | 9 | 4 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
