MRCI Online
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| ScenarioSM Study for January Crude Oil(NYM) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 23 | 26 | 27 | 27 | 27 | 27 | 28 | 28 | 28 | 28 | 28 | |
| Closed Higher | 8 | 14 | 20 | 18 | 15 | 13 | 19 | 15 | 16 | 13 | 12 | |
| Exceeded High | 7 | 13 | 19 | 16 | 9 | 13 | 17 | 12 | 13 | 8 | 8 | |
| Scenario Percentage | 88% | 93% | 95% | 89% | 60% | 100% | 89% | 80% | 81% | 62% | 67% | |
| Avg Max Increase | 12.19% | 10.47% | 8.48% | 7.97% | 11.71% | 9.34% | 12.06% | 12.63% | 8.54% | 12.46% | 11.66% | |
| Max Increase | 24.77% | 19.42% | 19.11% | 31.57% | 19.69% | 20.90% | 68.88% | 46.36% | 24.77% | 34.22% | 18.80% | |
| Avg Days To Max Increase | 14 | 16 | 17 | 15 | 21 | 17 | 18 | 17 | 13 | 16 | 15 | |
| Avg Max Decline | -1.35% | -0.55% | -2.55% | -1.49% | -1.21% | -2.39% | -1.19% | -2.30% | -3.72% | -2.65% | -1.13% | |
| Max Decline | -4.10% | -4.27% | -9.96% | -5.44% | -5.66% | -13.78% | -9.55% | -13.14% | -13.15% | -5.97% | -2.53% | |
| Avg Days to Max Decline | 6 | 9 | 10 | 10 | 7 | 11 | 7 | 7 | 6 | 11 | 3 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | Not Yet | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
