MRCI's ScenarioSM Study

ScenarioSM Study for August Crude Oil(NYM) as of Jan 01, 2014
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		24	26	28	29	29	29	30	30	31	31	31
Closed Higher		13	12	13	14	13	16	18	22	19	15	16
Exceeded High		12	10	8	12	12	14	17	19	17	12	13
Scenario Percentage		92%	83%	62%	86%	92%	88%	94%	86%	89%	80%	81%
Avg Max Increase		9.59%	7.41%	10.06%	10.90%	10.51%	11.95%	11.21%	10.08%	9.15%	11.18%	7.16%
Max Increase		28.65%	20.96%	14.74%	22.27%	21.37%	26.54%	27.22%	24.96%	28.31%	18.91%	13.21%
Avg Days To Max Increase		16	15	24	16	19	16	19	14	14	15	14
Avg Max Decline		-1.10%	-1.49%	-2.98%	-2.10%	-1.81%	-3.10%	-1.32%	-3.30%	-2.54%	-3.41%	-1.17%
Max Decline		-4.92%	-7.41%	-9.42%	-8.41%	-9.24%	-10.57%	-5.16%	-11.02%	-9.71%	-10.55%	-4.21%
Avg Days to Max Decline		9	6	17	5	9	9	9	10	7	9	4
2013 Contract Condition		Yes			Yes	Yes	Yes		Yes			Yes
Action		Yes			Yes	Yes	Yes		Yes			Yes

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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	Jun
Tested Years		24	26	28	29	29	29	30	30	31	31	31
Closed Lower		11	14	15	15	16	13	12	8	12	16	15
Penetrated Low		6	12	14	12	11	7	7	5	7	11	8
Scenario Percentage		55%	86%	93%	80%	69%	54%	58%	63%	58%	69%	53%
Avg Max Decline		14.14%	10.99%	10.37%	13.96%	14.50%	16.35%	8.81%	9.89%	9.31%	11.41%	6.67%
Max Decline		43.39%	45.17%	38.13%	27.48%	38.92%	42.72%	28.07%	17.44%	21.18%	18.58%	16.28%
Avg Days To Max Decline		15	17	18	21	17	17	11	14	20	15	14
Avg Max Increase		-1.64%	-1.88%	-3.03%	-1.16%	-2.70%	-2.41%	-3.40%	-2.57%	-4.29%	-1.46%	-2.43%
Max Increase		-9.16%	-14.20%	-6.80%	-11.92%	-9.25%	-6.44%	-10.55%	-7.75%	-10.62%	-4.03%	-7.85%
Avg Days to Max Increase		10	9	9	11	8	4	14	7	12	5	3
2013 Contract Condition			Yes	Yes				Yes		Yes	Yes
Action			Yes	Yes				Yes		No	Not Yet
High	94.16	98.21	99.98	95.51	92.32	93.76	99.18	99.98	97.64	97.94	97.46	99.21
Low	86.99	89.71	90.82	88.18	87.97	88.64	93.29	92.81	90.74	86.29	90.29	91.50
Close/Last	90.45	97.57	93.91	89.39	91.73	93.76	98.94	93.23	97.57	93.67	92.21	96.56