MRCI Online
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| ScenarioSM Study for November Crude Oil(NYM) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 23 | 23 | 26 | 27 | 27 | 28 | 28 | 28 | 28 | 28 | 28 | |
| Closed Higher | 9 | 10 | 12 | 16 | 20 | 19 | 15 | 14 | 19 | 15 | 17 | |
| Exceeded High | 7 | 10 | 9 | 15 | 18 | 17 | 11 | 14 | 17 | 13 | 14 | |
| Scenario Percentage | 78% | 100% | 75% | 94% | 90% | 89% | 73% | 100% | 89% | 87% | 82% | |
| Avg Max Increase | 7.69% | 9.35% | 12.18% | 10.51% | 9.02% | 8.04% | 10.43% | 9.79% | 13.96% | 12.61% | 5.32% | |
| Max Increase | 14.39% | 19.47% | 24.33% | 22.99% | 21.11% | 30.62% | 19.30% | 21.00% | 85.48% | 52.07% | 11.46% | |
| Avg Days To Max Increase | 11 | 20 | 17 | 19 | 16 | 14 | 18 | 14 | 17 | 14 | 12 | |
| Avg Max Decline | -1.80% | -1.63% | -1.44% | -0.99% | -2.97% | -2.04% | -2.11% | -2.80% | -1.53% | -3.11% | -2.86% | |
| Max Decline | -7.78% | -7.26% | -4.05% | -4.42% | -10.64% | -6.56% | -7.56% | -14.99% | -10.88% | -14.66% | -14.33% | |
| Avg Days to Max Decline | 4 | 11 | 7 | 9 | 11 | 11 | 7 | 9 | 7 | 8 | 3 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | 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.
