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, 2013
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   26 27 27 28 28 28 29 29 29 29 29
Closed Higher   19 19 14 13 19 16 17 14 14 15 16
Exceeded High   18 17 9 13 16 13 15 9 12 15 8
Scenario Percentage   95% 89% 64% 100% 84% 81% 88% 64% 86% 100% 50%
Avg Max Increase   8.40% 6.38% 10.27% 8.50% 11.27% 12.42% 7.68% 11.98% 13.74% 10.72% 7.59%
Max Increase   17.96% 30.64% 20.21% 19.96% 57.94% 40.70% 23.66% 22.62% 28.40% 22.83% 12.06%
Avg Days To Max Increase   16 15 19 18 21 15 14 23 14 13 11
Avg Max Decline   -2.32% -1.81% -0.80% -2.01% -1.26% -1.87% -2.53% -3.25% -2.98% -2.80% -0.99%
Max Decline   -9.61% -5.03% -4.51% -12.94% -8.90% -10.27% -12.15% -7.76% -9.26% -10.82% -2.86%
Avg Days to Max Decline   10 9 8 10 8 10 5 10 5 9 2
2012 Contract Condition   Yes Yes           Yes Yes    
Action   Yes 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 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   26 27 27 28 28 28 29 29 29 29 29
Closed Lower   6 8 13 15 9 12 12 14 15 14 13
Penetrated Low   3 5 8 11 5 8 9 13 12 9 7
Scenario Percentage   50% 63% 62% 73% 56% 67% 75% 93% 80% 64% 54%
Avg Max Decline   5.06% 4.95% 7.77% 7.82% 14.80% 14.26% 13.83% 14.10% 15.22% 18.31% 11.99%
Max Decline   5.63% 9.86% 11.14% 19.91% 26.84% 46.42% 50.06% 45.65% 36.34% 45.24% 26.45%
Avg Days To Max Decline   6 20 14 16 21 19 15 18 17 16 12
Avg Max Increase   -1.87% -2.64% -0.29% -2.29% -4.19% -2.46% -1.25% -2.64% -1.72% -4.71% -1.57%
Max Increase   -6.17% -6.41% -1.91% -9.13% -12.86% -13.48% -5.76% -5.18% -8.32% -12.69% -7.07%
Avg Days to Max Increase   1 10 2 8 15 12 6 6 10 12 3
2012 Contract Condition       Yes Yes Yes Yes Yes     Yes Yes
Action       Yes Yes Yes Yes Yes     Not Yet Yes
High 103.13 107.80 114.16 114.87 104.99 102.81 100.59 91.34 93.98 103.20 102.68 103.88
Low 97.07 99.50 107.28 96.87 93.46 97.38 79.11 78.54 75.92 88.85 92.95 97.40
Close/Last 101.41 107.79 114.16 104.91 98.78 98.34 90.35 79.80 92.92 100.55 99.00 98.48

Banner

Login

Newsflash

Quotes and Charts! https://www.mrci.com/ohlc/ohlc-all.php

MRCI is delighted to provide our new Futures SuperCharts via End-of-Day Commodity Quotes pages.

There are now links not only to the Nearby Weekly and Monthly charts for each particular commodity but also to the daily Superchart for each delivery month --- over which you can even hover!

No more toggling from one section to another.  Now MRCI's tables of daily OHLC, volume, and open interest data offer you immediate access to the relevant charts

--- all in one place and at your fingertips.  Try it --- you'll like it!

To learn more about the features of Futures SuperCharts, please visit: https://www.mrci.com/tutorials/supercharts.pdf