MRCI Online
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| ScenarioSM Study for June Crude Oil(NYM) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 22 | 24 | 26 | 26 | 26 | 26 | 27 | 27 | 27 | 27 | 28 | |
| Closed Higher | 12 | 16 | 15 | 13 | 12 | 11 | 11 | 15 | 16 | 19 | 17 | |
| Exceeded High | 12 | 14 | 12 | 12 | 8 | 9 | 11 | 14 | 14 | 18 | 11 | |
| Scenario Percentage | 100% | 88% | 80% | 92% | 67% | 82% | 100% | 93% | 88% | 95% | 65% | |
| Avg Max Increase | 7.72% | 9.34% | 11.22% | 7.07% | 9.59% | 13.14% | 10.90% | 12.26% | 13.37% | 11.09% | 8.62% | |
| Max Increase | 19.13% | 43.12% | 30.49% | 22.29% | 16.58% | 23.16% | 24.05% | 31.02% | 29.08% | 24.43% | 28.94% | |
| Avg Days To Max Increase | 19 | 21 | 17 | 14 | 24 | 14 | 17 | 17 | 16 | 13 | 12 | |
| Avg Max Decline | -2.08% | -1.57% | -1.79% | -2.57% | -2.82% | -2.10% | -2.65% | -3.02% | -1.76% | -3.29% | -1.48% | |
| Max Decline | -12.23% | -8.47% | -6.96% | -11.29% | -8.76% | -8.80% | -9.65% | -11.76% | -5.86% | -10.69% | -6.38% | |
| Avg Days to Max Decline | 8 | 11 | 9 | 3 | 11 | 4 | 10 | 8 | 7 | 6 | 2 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | No | Yes | Yes | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
