|
 |
| MRCI's ScenarioSM Study |
| ScenarioSM Study for September Crude Oil(NYM) as of Apr 30, 2011 |
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 |
|
22 |
24 |
25 |
25 |
27 |
27 |
27 |
28 |
28 |
28 |
28 |
| Closed Higher |
|
11 |
11 |
10 |
11 |
14 |
15 |
20 |
18 |
14 |
15 |
19 |
| Exceeded High |
|
9 |
6 |
8 |
11 |
13 |
14 |
18 |
16 |
11 |
14 |
17 |
| Scenario Percentage |
|
82% |
55% |
80% |
100% |
93% |
93% |
90% |
89% |
79% |
93% |
89% |
| Avg Max Increase |
|
7.27% |
8.28% |
9.74% |
9.94% |
11.03% |
11.25% |
9.76% |
9.31% |
11.11% |
9.94% |
8.76% |
| Max Increase |
|
21.09% |
14.18% |
17.87% |
20.30% |
24.34% |
25.29% |
23.85% |
29.55% |
18.59% |
16.41% |
41.37% |
| Avg Days To Max Increase |
|
14 |
26 |
12 |
19 |
19 |
18 |
15 |
15 |
20 |
10 |
12 |
| Avg Max Decline |
|
-1.07% |
-2.82% |
-1.73% |
-2.18% |
-2.82% |
-1.08% |
-3.27% |
-2.21% |
-3.10% |
-2.49% |
-0.83% |
| Max Decline |
|
-5.19% |
-9.17% |
-7.94% |
-8.33% |
-10.21% |
-4.50% |
-11.27% |
-8.44% |
-9.48% |
-12.43% |
-3.77% |
| Avg Days to Max Decline |
|
3 |
19 |
4 |
11 |
9 |
10 |
11 |
8 |
10 |
12 |
2 |
| 2011 Contract Condition |
|
Yes |
|
Yes |
Yes |
Yes |
Yes |
Yes |
Yes |
|
|
|
| Action |
|
Yes |
|
Yes |
Yes |
Yes |
Yes |
Yes |
Yes |
|
|
|
Condition 2:
Lower Monthly Close.
Action --->
Sell that month's close with objective of penetrating month's
low within 2 months.
|
| Tested Month |
Aug |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
| Tested Years |
|
22 |
24 |
25 |
25 |
27 |
27 |
27 |
28 |
28 |
28 |
28 |
| Closed Lower |
|
11 |
13 |
15 |
14 |
13 |
12 |
7 |
10 |
14 |
13 |
9 |
| Penetrated Low |
|
8 |
11 |
13 |
10 |
7 |
6 |
4 |
6 |
9 |
9 |
5 |
| Scenario Percentage |
|
73% |
85% |
87% |
71% |
54% |
50% |
57% |
60% |
64% |
69% |
56% |
| Avg Max Decline |
|
13.33% |
12.15% |
12.44% |
15.28% |
15.68% |
8.72% |
6.81% |
6.75% |
10.57% |
8.37% |
6.37% |
| Max Decline |
|
44.61% |
37.24% |
26.93% |
37.89% |
41.53% |
27.40% |
10.50% |
13.57% |
18.42% |
20.16% |
11.61% |
| Avg Days To Max Decline |
|
21 |
18 |
19 |
18 |
17 |
12 |
16 |
22 |
14 |
16 |
9 |
| Avg Max Increase |
|
-0.55% |
-2.70% |
-1.53% |
-2.48% |
-2.18% |
-2.74% |
-2.88% |
-3.65% |
-1.42% |
-2.31% |
-2.20% |
| Max Increase |
|
-4.17% |
-5.65% |
-11.90% |
-9.95% |
-6.44% |
-10.12% |
-8.52% |
-9.34% |
-3.66% |
-7.70% |
-4.10% |
| Avg Days to Max Increase |
|
11 |
9 |
7 |
10 |
4 |
7 |
1 |
12 |
5 |
7 |
2 |
| 2011 Contract Condition |
|
|
Yes |
|
|
|
|
|
|
Yes |
|
|
| Action |
|
|
Yes |
|
|
|
|
|
|
|
|
|
| High |
86.98 |
85.35 |
88.36 |
90.93 |
94.35 |
98.92 |
106.00 |
109.30 |
115.03 |
115.60 |
|
|
| Low |
76.88 |
80.74 |
83.85 |
83.56 |
87.35 |
91.94 |
94.50 |
99.72 |
106.91 |
111.82 |
|
|
| Close/Last |
80.05 |
85.26 |
85.11 |
86.41 |
94.34 |
98.40 |
100.85 |
108.18 |
114.83 |
114.44 |
|
|
|
|
| Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. |
| www.mrci.com | sales@mrci.com | | Phone: 541-525-0521 |
|
