MRCI Online
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| ScenarioSM Study for August Crude Oil(NYM) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 20 | 22 | 24 | 25 | 25 | 25 | 26 | 26 | 27 | 27 | 27 |
| Closed Higher | 12 | 11 | 11 | 10 | 11 | 13 | 15 | 19 | 16 | 15 | 14 |
| Exceeded High | 11 | 9 | 7 | 8 | 10 | 11 | 14 | 16 | 14 | 12 | 12 |
| Scenario Percentage | 92% | 82% | 64% | 80% | 91% | 85% | 93% | 84% | 88% | 80% | 86% |
| Avg Max Increase | 10.24% | 7.49% | 10.05% | 12.62% | 10.76% | 13.05% | 11.58% | 11.02% | 10.83% | 11.17% | 6.64% |
| Max Increase | 28.65% | 20.96% | 14.74% | 22.27% | 21.37% | 26.54% | 27.22% | 24.96% | 28.31% | 18.91% | 12.17% |
| Avg Days To Max Increase | 17 | 16 | 25 | 15 | 20 | 20 | 18 | 16 | 17 | 15 | 13 |
| Avg Max Decline | -1.05% | -1.48% | -2.87% | -0.91% | -1.86% | -3.26% | -1.33% | -3.75% | -2.85% | -3.41% | -1.23% |
| Max Decline | -4.92% | -7.41% | -9.42% | -3.89% | -9.24% | -10.57% | -5.16% | -11.02% | -9.71% | -10.55% | -4.21% |
| Avg Days to Max Decline | 10 | 5 | 20 | 3 | 10 | 10 | 10 | 10 | 8 | 9 | 4 |
| 2009 Contract Condition | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
