MRCI Online
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| ScenarioSM Study for April 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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 26 | 27 | 28 | 28 | 28 | 28 | 28 | 29 | 29 | 29 | 29 | |
| Closed Higher | 18 | 14 | 13 | 18 | 16 | 15 | 13 | 14 | 13 | 16 | 16 | |
| Exceeded High | 16 | 9 | 13 | 15 | 13 | 13 | 9 | 12 | 13 | 14 | 13 | |
| Scenario Percentage | 89% | 64% | 100% | 83% | 81% | 87% | 69% | 86% | 100% | 88% | 81% | |
| Avg Max Increase | 6.52% | 9.99% | 7.97% | 10.33% | 11.64% | 7.79% | 11.03% | 12.70% | 12.57% | 13.06% | 9.73% | |
| Max Increase | 30.99% | 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 | 13 | 17 | 19 | 20 | 16 | 14 | 23 | 15 | 17 | 13 | 12 | |
| Avg Max Decline | -1.15% | -0.87% | -1.88% | -1.06% | -1.59% | -2.60% | -3.03% | -2.73% | -3.16% | -3.98% | -1.17% | |
| Max Decline | -4.57% | -4.14% | -12.26% | -8.61% | -8.69% | -12.12% | -8.10% | -8.69% | -10.65% | -13.62% | -3.63% | |
| Avg Days to Max Decline | 7 | 8 | 9 | 10 | 9 | 5 | 11 | 5 | 13 | 8 | 2 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
