|
ScenarioSM Study for June 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 23 | 25 | 27 | 27 | 27 | 27 | 28 | 28 | 28 | 28 | 29 | |
Closed Higher | 12 | 17 | 15 | 14 | 12 | 12 | 12 | 16 | 17 | 20 | 18 | |
Exceeded High | 12 | 15 | 12 | 13 | 8 | 10 | 12 | 15 | 15 | 19 | 12 | |
Scenario Percentage | 100% | 88% | 80% | 93% | 67% | 83% | 100% | 94% | 88% | 95% | 67% | |
Avg Max Increase | 7.72% | 8.99% | 11.22% | 7.08% | 9.59% | 13.17% | 11.04% | 12.27% | 13.47% | 10.87% | 7.97% | |
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 | 20 | 17 | 14 | 24 | 15 | 17 | 16 | 17 | 12 | 11 | |
Avg Max Decline | -2.08% | -1.45% | -1.79% | -2.50% | -2.82% | -1.91% | -2.72% | -3.15% | -1.76% | -3.18% | -1.59% | |
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 | 10 | 9 | 5 | 11 | 4 | 12 | 9 | 7 | 7 | 2 | |
2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |