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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Crude Oil(NYM) as of Jan 01, 2008
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years 19 20 22 22 23 23 24 24 24 25 25
Closed Higher 14 13 11 10 10 10 14 14 17 15 13
Exceeded High 13 12 11 7 8 10 13 13 15 14 8
Scenario Percentage 93% 92% 100% 70% 80% 100% 93% 93% 88% 93% 62%
Avg Max Increase 8.74% 10.05% 5.03% 9.37% 13.29% 10.60% 12.14% 11.91% 9.85% 9.65% 9.04%
Max Increase 38.98% 29.27% 13.56% 15.58% 22.63% 22.30% 28.77% 28.56% 21.07% 26.92% 14.79%
Avg Days To Max Increase 17 15 13 22 14 16 18 16 14 11 12
Avg Max Decline -0.75% -1.06% -2.79% -2.37% -1.18% -1.85% -2.99% -1.52% -3.34% -2.13% -1.21%
Max Decline -3.07% -5.67% -12.09% -8.73% -3.60% -6.89% -11.08% -5.36% -11.47% -7.16% -3.99%
Avg Days to Max Decline 10 9 3 10 3 10 9 10 9 6 4
2007 Contract Condition Yes       Yes     Yes Yes    
Action Yes       Yes     Yes No    
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years 19 20 22 22 23 23 24 24 24 25 25
Closed Lower 5 7 11 12 13 13 10 10 7 9 12
Penetrated Low 2 5 9 11 10 9 5 5 5 7 11
Scenario Percentage 40% 71% 82% 92% 77% 69% 50% 50% 71% 78% 92%
Avg Max Decline 9.06% 7.79% 8.63% 9.89% 14.54% 14.60% 19.67% 10.83% 9.60% 10.75% 17.26%
Max Decline 11.58% 16.97% 20.52% 21.64% 27.64% 40.73% 43.39% 27.71% 16.29% 28.62% 52.39%
Avg Days To Max Decline 26 11 19 19 19 19 19 11 10 14 12
Avg Max Increase -4.69% -2.53% -2.99% -2.28% -1.20% -2.67% -1.23% -4.25% -2.68% -4.42% -3.45%
Max Increase -9.32% -10.57% -13.94% -4.82% -5.08% -8.61% -5.35% -11.25% -9.27% -10.98% -12.35%
Avg Days to Max Increase 25 10 12 11 9 9 4 12 2 8 7
2007 Contract Condition   Yes Yes Yes   Yes Yes     Yes Yes
Action   Yes Yes Yes   Yes No     Yes Not Yet
High 80.20 80.86 74.15 68.15 67.85 68.43 64.13 64.90 69.53 69.03 67.78
Low 76.57 73.95 65.21 64.58 64.01 64.04 53.34 59.00 61.23 64.08 62.36
Close/Last 78.40 75.16 68.15 65.32 67.85 65.04 60.67 64.70 68.25 67.21 64.01

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