Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for October Crude Oil(NYM) as of Jan 01, 2019
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   29 32 33 35 35 35 36 36 36 36 36
Closed Higher   10 14 16 17 20 25 23 17 17 22 20
Exceeded High   6 12 16 15 18 23 20 12 14 20 12
Scenario Percentage   60% 86% 100% 88% 90% 92% 87% 71% 82% 91% 60%
Avg Max Increase   8.01% 8.81% 8.81% 9.37% 9.81% 9.30% 8.18% 10.49% 10.99% 11.53% 8.50%
Max Increase   11.14% 15.18% 19.73% 23.95% 23.22% 22.54% 30.51% 19.08% 21.40% 59.28% 23.72%
Avg Days To Max Increase   21 15 17 15 19 16 15 18 16 12 13
Avg Max Decline   -1.29% -1.95% -1.67% -2.30% -1.81% -3.18% -2.28% -2.33% -1.98% -1.64% -0.86%
Max Decline   -1.88% -8.05% -7.95% -10.00% -13.93% -10.86% -7.80% -8.52% -10.10% -11.56% -4.69%
Avg Days to Max Decline   5 7 9 7 10 10 8 7 8 4 3
2018 Contract Condition   Yes Yes Yes Yes   Yes Yes   Yes   Yes
Action   Yes Yes Yes Yes   Yes Yes   No   Yes
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   29 32 33 35 35 35 36 36 36 36 36
Closed Lower   18 18 17 17 15 10 13 19 19 14 16
Penetrated Low   15 16 12 9 7 6 7 14 13 10 7
Scenario Percentage   83% 89% 71% 53% 47% 60% 54% 74% 68% 71% 44%
Avg Max Decline   11.12% 13.41% 14.97% 13.72% 8.30% 9.20% 7.57% 10.19% 12.22% 11.17% 8.62%
Max Decline   36.38% 30.25% 35.26% 40.71% 27.42% 17.19% 15.47% 22.74% 37.19% 27.31% 21.61%
Avg Days To Max Decline   18 19 17 19 12 13 22 18 16 10 12
Avg Max Increase   -2.03% -1.48% -2.06% -3.06% -2.66% -2.90% -3.32% -1.52% -2.46% -1.66% -1.12%
Max Increase   -6.61% -11.57% -7.39% -9.81% -8.35% -6.97% -8.32% -5.26% -8.88% -4.90% -2.72%
Avg Days to Max Increase   8 9 8 3 10 3 13 4 10 5 2
2018 Contract Condition           Yes     Yes   Yes  
Action           No     Yes   Yes  
High 52.51 53.57 56.42 58.86 63.27 62.86 64.19 67.84 71.63 71.29 71.05 70.50
Low 49.77 50.06 52.91 54.69 58.58 55.77 57.66 60.55 65.03 62.60 65.20 63.89
Close/Last 51.65 53.43 55.55 58.72 61.97 59.04 62.92 67.09 66.11 70.92 67.63 69.80

Banner

Login

Newsflash

Quotes and Charts! https://www.mrci.com/ohlc/ohlc-all.php

MRCI is delighted to provide our new Futures SuperCharts via End-of-Day Commodity Quotes pages.

There are now links not only to the Nearby Weekly and Monthly charts for each particular commodity but also to the daily Superchart for each delivery month --- over which you can even hover!

No more toggling from one section to another.  Now MRCI's tables of daily OHLC, volume, and open interest data offer you immediate access to the relevant charts

--- all in one place and at your fingertips.  Try it --- you'll like it!

To learn more about the features of Futures SuperCharts, please visit: https://www.mrci.com/tutorials/supercharts.pdf