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 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
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 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 Lower   11 13 9 11 12 15 16 16 12 11 8
Penetrated Low   7 10 4 6 9 14 13 11 6 5 4
Scenario Percentage   64% 77% 44% 55% 75% 93% 81% 69% 50% 45% 50%
Avg Max Decline   6.91% 5.83% 12.34% 15.00% 13.87% 12.47% 15.15% 16.34% 20.43% 11.70% 10.31%
Max Decline   10.52% 16.54% 26.20% 45.01% 48.41% 42.05% 31.02% 44.68% 45.53% 28.26% 19.87%
Avg Days To Max Decline   14 16 20 20 20 20 18 18 16 12 6
Avg Max Increase   -0.31% -0.86% -3.74% -1.59% -2.31% -3.23% -1.92% -4.12% -2.20% -4.89% -3.04%
Max Increase   -2.07% -6.60% -11.04% -11.54% -13.79% -7.53% -13.18% -12.22% -7.03% -11.53% -9.40%
Avg Days to Max Increase   2 5 19 11 15 9 10 11 6 11 2
2011 Contract Condition   Yes Yes   Yes   Yes          
Action   No Yes   No   Yes          
High 92.73 94.19 83.25 82.83 86.21 84.07 87.37 90.26 93.89 96.40 104.95 108.25
Low 87.29 73.29 78.34 75.46 75.91 79.15 82.75 82.22 86.45 89.40 90.27 97.02
Close/Last 92.73 80.15 79.06 82.83 78.57 84.05 83.99 85.63 93.41 95.82 98.64 106.72

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