MRCI Online
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| ScenarioSM Study for May Crude Oil(NYM) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
| Tested Years | 24 | 25 | 26 | 27 | 27 | 27 | 28 | 28 | 28 | 28 | 28 | |
| Closed Higher | 13 | 12 | 17 | 16 | 15 | 12 | 12 | 12 | 16 | 17 | 20 | |
| Exceeded High | 10 | 12 | 15 | 14 | 13 | 8 | 10 | 12 | 15 | 15 | 16 | |
| Scenario Percentage | 77% | 100% | 88% | 88% | 87% | 67% | 83% | 100% | 94% | 88% | 80% | |
| Avg Max Increase | 9.74% | 7.80% | 9.53% | 10.09% | 7.13% | 10.20% | 13.87% | 11.71% | 13.31% | 14.21% | 8.27% | |
| Max Increase | 19.67% | 19.00% | 47.75% | 33.91% | 22.30% | 17.51% | 24.18% | 27.19% | 32.58% | 38.62% | 19.70% | |
| Avg Days To Max Increase | 20 | 19 | 20 | 15 | 14 | 24 | 15 | 17 | 16 | 14 | 13 | |
| Avg Max Decline | -1.39% | -1.74% | -1.03% | -1.52% | -2.62% | -2.92% | -1.71% | -3.01% | -3.48% | -1.96% | -1.69% | |
| Max Decline | -7.04% | -11.71% | -8.10% | -7.53% | -11.42% | -9.01% | -8.59% | -10.12% | -12.77% | -6.76% | -6.88% | |
| Avg Days to Max Decline | 8 | 7 | 10 | 7 | 5 | 13 | 3 | 12 | 11 | 7 | 2 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
