MRCI Online
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| ScenarioSM Study for August Crude Oil(NYM) as of Oct 20, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 30 | 32 | 34 | 35 | 35 | 35 | 36 | 36 | 37 | 37 | 37 | |
| Closed Higher | 17 | 15 | 15 | 16 | 16 | 18 | 22 | 26 | 23 | 17 | 19 | |
| Exceeded High | 15 | 13 | 9 | 14 | 15 | 16 | 20 | 23 | 20 | 14 | 15 | |
| Scenario Percentage | 88% | 87% | 60% | 88% | 94% | 89% | 91% | 88% | 87% | 82% | 79% | |
| Avg Max Increase | 9.42% | 7.34% | 10.11% | 11.09% | 9.41% | 11.38% | 10.73% | 10.50% | 9.02% | 10.37% | 6.58% | |
| 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 | 15 | 14 | 24 | 16 | 19 | 18 | 19 | 15 | 14 | 15 | 13 | |
| Avg Max Decline | -1.38% | -1.42% | -2.75% | -1.97% | -2.03% | -3.50% | -2.25% | -3.35% | -2.92% | -3.19% | -1.44% | |
| Max Decline | -4.92% | -7.41% | -9.42% | -8.41% | -9.24% | -10.57% | -14.27% | -11.02% | -9.71% | -10.55% | -4.21% | |
| Avg Days to Max Decline | 9 | 6 | 15 | 6 | 8 | 9 | 10 | 8 | 9 | 8 | 4 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | No | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
