MRCI Online
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| ScenarioSM Study for September 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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 20 | 22 | 23 | 23 | 25 | 25 | 25 | 26 | 26 | 26 | 26 | |
| Closed Higher | 11 | 10 | 9 | 11 | 14 | 14 | 18 | 17 | 13 | 13 | 18 | |
| Exceeded High | 9 | 6 | 7 | 11 | 13 | 13 | 16 | 15 | 10 | 13 | 16 | |
| Scenario Percentage | 82% | 60% | 78% | 100% | 93% | 93% | 89% | 88% | 77% | 100% | 89% | |
| Avg Max Increase | 7.27% | 8.28% | 10.54% | 9.94% | 11.03% | 11.24% | 8.96% | 9.80% | 11.19% | 9.84% | 8.62% | |
| Max Increase | 21.09% | 14.18% | 17.87% | 20.30% | 24.34% | 25.29% | 20.95% | 29.55% | 18.59% | 16.41% | 40.41% | |
| Avg Days To Max Increase | 14 | 26 | 12 | 19 | 19 | 17 | 15 | 16 | 21 | 9 | 10 | |
| Avg Max Decline | -1.07% | -2.82% | -0.85% | -2.18% | -2.82% | -1.03% | -3.32% | -2.35% | -3.28% | -2.20% | -0.80% | |
| Max Decline | -5.19% | -9.17% | -4.14% | -8.33% | -10.21% | -4.50% | -11.27% | -8.44% | -9.48% | -12.43% | -3.77% | |
| Avg Days to Max Decline | 3 | 19 | 3 | 11 | 9 | 10 | 10 | 8 | 11 | 13 | 1 | |
| 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.
