MRCI Online
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| ScenarioSM Study for July Crude Oil(NYM) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 20 | 21 | 23 | 23 | 24 | 24 | 25 | 25 | 25 | 26 | 26 | |
| Closed Higher | 15 | 13 | 12 | 11 | 10 | 11 | 14 | 15 | 17 | 16 | 14 | |
| Exceeded High | 14 | 12 | 12 | 8 | 8 | 11 | 13 | 14 | 15 | 15 | 9 | |
| Scenario Percentage | 93% | 92% | 100% | 73% | 80% | 100% | 93% | 93% | 88% | 94% | 64% | |
| Avg Max Increase | 8.52% | 10.05% | 6.38% | 9.12% | 13.29% | 10.45% | 12.14% | 12.26% | 9.85% | 10.62% | 9.13% | |
| Max Increase | 38.98% | 29.27% | 21.25% | 15.58% | 22.63% | 22.30% | 28.77% | 28.56% | 21.07% | 26.92% | 14.79% | |
| Avg Days To Max Increase | 18 | 15 | 14 | 22 | 14 | 17 | 18 | 17 | 14 | 11 | 13 | |
| Avg Max Decline | -1.25% | -1.06% | -2.72% | -2.44% | -1.18% | -2.46% | -2.99% | -1.70% | -3.34% | -2.18% | -1.58% | |
| Max Decline | -7.82% | -5.67% | -12.09% | -8.73% | -3.60% | -8.56% | -11.08% | -5.36% | -11.47% | -7.16% | -4.51% | |
| Avg Days to Max Decline | 11 | 9 | 3 | 13 | 3 | 11 | 9 | 9 | 9 | 6 | 4 | |
| 2008 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.
