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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for April 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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   22 23 24 24 24 24 24 25 25 25 25
Closed Higher   15 12 11 16 16 14 11 11 12 15 13
Exceeded High   13 7 11 13 13 12 8 9 12 13 10
Scenario Percentage   87% 58% 100% 81% 81% 86% 73% 82% 100% 87% 77%
Avg Max Increase   5.51% 9.06% 8.47% 11.30% 11.64% 7.81% 11.03% 14.72% 12.68% 13.03% 10.80%
Max Increase   13.72% 20.17% 19.95% 52.11% 37.03% 23.10% 19.04% 26.67% 35.74% 27.99% 27.73%
Avg Days To Max Increase   14 18 20 23 16 14 24 15 17 14 13
Avg Max Decline   -1.42% -0.95% -0.93% -1.46% -1.59% -2.68% -2.94% -1.83% -2.90% -3.69% -1.26%
Max Decline   -4.57% -4.14% -4.03% -8.61% -8.69% -12.12% -8.10% -7.02% -10.65% -13.62% -3.63%
Avg Days to Max Decline   8 9 8 11 9 4 13 3 10 8 2
2008 Contract Condition   Yes   Yes Yes   Yes Yes   Yes   Yes
Action   Yes   Yes Yes   Yes Yes   Yes   Yes
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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 Feb
Tested Years   22 23 24 24 24 24 24 25 25 25 25
Closed Lower   7 10 13 8 8 8 13 14 13 10 12
Penetrated Low   5 7 10 3 3 6 12 11 8 4 7
Scenario Percentage   71% 70% 77% 38% 38% 75% 92% 79% 62% 40% 58%
Avg Max Decline   4.82% 7.10% 6.40% 8.23% 12.72% 9.85% 11.60% 13.04% 17.57% 24.26% 7.70%
Max Decline   10.16% 10.27% 18.10% 12.81% 18.05% 24.67% 24.93% 34.10% 48.16% 38.98% 17.10%
Avg Days To Max Decline   19 14 18 21 19 15 19 18 20 14 12
Avg Max Increase   -2.44% -0.23% -1.26% -5.21% -3.90% -1.02% -2.84% -2.53% -2.78% -0.89% -2.13%
Max Increase   -6.17% -1.96% -6.61% -11.96% -12.63% -5.36% -8.69% -13.41% -9.72% -2.91% -6.43%
Avg Days to Max Increase   16 2 5 25 8 5 10 13 13 7 3
2008 Contract Condition     Yes     Yes     Yes   Yes  
Action     No     No     Yes   Not Yet  
High 69.99 71.59 71.65 72.66 74.23 74.34 79.26 90.61 95.80 96.80 99.15 103.05
Low 64.88 68.84 68.42 69.05 72.24 67.80 70.90 75.88 87.18 85.20 85.10 86.34
Close/Last 69.99 71.09 68.94 72.10 74.19 70.75 77.82 90.34 87.43 95.24 91.68 101.84

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