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ScenarioSM Study for August Crude Oil(NYM) as of Dec 31, 2010 | ||||||||||||
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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 | Jun |
Tested Years | 21 | 23 | 25 | 26 | 26 | 26 | 27 | 27 | 28 | 28 | 28 | |
Closed Higher | 12 | 11 | 12 | 11 | 11 | 13 | 16 | 20 | 17 | 15 | 15 | |
Exceeded High | 11 | 9 | 7 | 9 | 10 | 11 | 15 | 17 | 15 | 12 | 12 | |
Scenario Percentage | 92% | 82% | 58% | 82% | 91% | 85% | 94% | 85% | 88% | 80% | 80% | |
Avg Max Increase | 10.24% | 7.49% | 10.05% | 11.59% | 10.76% | 13.05% | 11.54% | 10.83% | 10.24% | 11.17% | 6.62% | |
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 | 14 | 20 | 20 | 19 | 15 | 16 | 13 | 13 | |
Avg Max Decline | -1.05% | -1.48% | -2.87% | -1.74% | -1.86% | -3.26% | -1.36% | -3.56% | -2.68% | -2.51% | -1.23% | |
Max Decline | -4.92% | -7.41% | -9.42% | -8.41% | -9.24% | -10.57% | -5.16% | -11.02% | -9.71% | -7.11% | -4.21% | |
Avg Days to Max Decline | 10 | 5 | 20 | 4 | 10 | 10 | 9 | 10 | 8 | 7 | 4 | |
2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | No | Yes | Yes | Yes | Yes | Not Yet |
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