MRCI Online
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| ScenarioSM Study for February Crude Oil(NYM) as of May 10, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Tested Years | 34 | 35 | 36 | 37 | 37 | 38 | 38 | 38 | 38 | 38 | 38 | |
| Closed Higher | 19 | 24 | 24 | 19 | 19 | 25 | 21 | 19 | 18 | 19 | 21 | |
| Exceeded High | 18 | 23 | 20 | 13 | 17 | 23 | 16 | 16 | 12 | 17 | 18 | |
| Scenario Percentage | 95% | 96% | 83% | 68% | 89% | 92% | 76% | 84% | 67% | 89% | 86% | |
| Avg Max Increase | 9.10% | 8.61% | 7.32% | 10.21% | 8.76% | 10.21% | 10.72% | 8.16% | 12.76% | 14.07% | 8.22% | |
| Max Increase | 17.47% | 19.47% | 31.97% | 19.87% | 21.18% | 63.08% | 43.64% | 24.44% | 27.15% | 28.47% | 15.94% | |
| Avg Days To Max Increase | 18 | 17 | 14 | 19 | 18 | 20 | 13 | 13 | 24 | 11 | 11 | |
| Avg Max Decline | -1.48% | -2.38% | -1.70% | -0.93% | -2.31% | -2.00% | -2.99% | -2.72% | -2.48% | -2.82% | -1.27% | |
| Max Decline | -12.87% | -9.77% | -5.06% | -5.01% | -13.43% | -13.50% | -12.70% | -12.01% | -7.14% | -9.95% | -6.17% | |
| Avg Days to Max Decline | 12 | 8 | 9 | 6 | 11 | 7 | 10 | 5 | 8 | 5 | 4 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
