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 March Crude Oil(NYM) as of Jan 01, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years 23 24 24 25 25 25 26 26 26 26 26
Closed Higher 16 17 13 12 17 16 16 12 11 13 16
Exceeded High 15 15 8 12 14 13 14 8 9 13 8
Scenario Percentage 94% 88% 62% 100% 82% 81% 88% 67% 82% 100% 50%
Avg Max Increase 7.85% 7.07% 10.28% 8.65% 12.25% 12.42% 7.67% 12.10% 16.22% 10.39% 7.56%
Max Increase 17.96% 30.64% 20.21% 19.96% 57.94% 40.70% 23.66% 22.62% 28.40% 22.83% 11.76%
Avg Days To Max Increase 17 16 20 20 23 15 14 24 15 12 11
Avg Max Decline -2.46% -2.02% -1.07% -1.10% -1.60% -1.87% -2.59% -3.11% -2.05% -2.19% -0.99%
Max Decline -9.61% -5.03% -4.51% -4.19% -8.90% -10.27% -12.15% -7.76% -7.84% -10.82% -2.86%
Avg Days to Max Decline 9 10 8 10 9 10 4 12 3 8 2
2009 Contract Condition   Yes Yes Yes              
Action   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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years 23 24 24 25 25 25 26 26 26 26 26
Closed Lower 6 7 11 13 8 9 10 14 15 13 10
Penetrated Low 3 5 7 9 4 6 8 13 12 9 8
Scenario Percentage 50% 71% 64% 69% 50% 67% 80% 93% 80% 69% 80%
Avg Max Decline 5.06% 4.95% 7.33% 6.75% 13.46% 15.05% 14.95% 14.10% 15.22% 18.12% 21.22%
Max Decline 5.63% 9.86% 11.14% 17.71% 26.84% 46.42% 50.06% 45.65% 36.34% 43.46% 30.22%
Avg Days To Max Decline 6 20 13 16 19 21 16 18 17 16 14
Avg Max Increase -1.87% -2.64% -0.32% -1.33% -4.67% -2.67% -1.32% -2.64% -1.72% -4.71% -4.00%
Max Increase -6.17% -6.41% -1.91% -5.99% -12.86% -13.48% -5.76% -5.18% -8.32% -12.69% -9.10%
Avg Days to Max Increase 1 10 2 3 19 13 6 6 10 12 9
2009 Contract Condition Yes       Yes Yes Yes Yes Yes Yes Yes
Action No       Yes Yes Yes Yes Yes Yes Yes
High 103.15 113.18 135.41 141.60 148.35 127.94 115.30 102.30 73.54 56.66 54.74
Low 95.20 96.65 107.76 122.78 122.70 113.01 91.80 62.76 50.49 38.00 39.11
Close/Last 97.18 108.39 126.29 141.60 125.48 117.13 101.10 69.92 57.09 48.59 41.68

Banner

Login

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/catalog/product_info.php?products_id=436