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 December Crude Oil(NYM) as of Jan 01, 2014
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   28 29 30 30 31 31 31 31 31 31 31
Closed Higher   14 15 18 23 21 15 15 21 17 17 15
Exceeded High   13 13 17 20 18 9 15 19 13 15 7
Scenario Percentage   93% 87% 94% 87% 86% 60% 100% 90% 76% 88% 47%
Avg Max Increase   10.25% 10.06% 10.19% 8.86% 7.57% 12.03% 9.94% 12.74% 12.96% 7.74% 7.51%
Max Increase   19.00% 24.64% 21.78% 20.39% 31.94% 19.60% 21.06% 75.72% 50.17% 22.54% 15.08%
Avg Days To Max Increase   19 12 17 15 15 19 17 18 17 11 12
Avg Max Decline   -1.70% -1.78% -1.11% -2.78% -2.26% -1.68% -2.53% -1.47% -2.40% -3.80% -1.59%
Max Decline   -7.77% -4.39% -4.90% -10.42% -5.98% -6.66% -14.44% -10.31% -14.04% -14.87% -4.31%
Avg Days to Max Decline   11 7 8 8 9 6 8 7 8 6 2
2013 Contract Condition   Yes Yes   Yes     Yes Yes Yes    
Action   Yes Yes   Yes     Yes Yes No    
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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   28 29 30 30 31 31 31 31 31 31 31
Closed Lower   14 14 12 7 10 16 16 9 14 14 16
Penetrated Low   10 7 6 4 5 10 11 7 8 12 12
Scenario Percentage   71% 50% 50% 57% 50% 63% 69% 78% 57% 86% 75%
Avg Max Decline   14.39% 14.22% 9.15% 9.31% 5.36% 8.47% 8.64% 12.50% 15.95% 12.98% 9.02%
Max Decline   32.91% 39.08% 27.46% 17.05% 8.21% 13.26% 20.93% 27.64% 47.30% 47.35% 22.15%
Avg Days To Max Decline   17 19 12 18 20 18 18 13 18 12 14
Avg Max Increase   -2.35% -2.34% -1.80% -2.97% -3.08% -1.19% -2.55% -4.18% -3.90% -1.75% -2.89%
Max Increase   -9.13% -6.26% -4.23% -7.36% -7.29% -5.62% -8.98% -16.88% -17.88% -6.16% -5.84%
Avg Days to Max Increase   9 4 9 6 9 3 10 12 15 4 4
2013 Contract Condition       Yes   Yes Yes       Yes Yes
Action       Yes   No No       Yes Yes
High 92.44 93.40 97.65 98.65 95.95 96.43 95.75 97.78 103.64 109.70 108.12 103.96
Low 88.01 88.71 92.53 92.09 90.17 85.52 88.78 90.69 93.94 99.65 100.64 95.95
Close/Last 91.85 93.37 97.45 92.52 95.89 92.11 91.28 94.38 101.65 105.71 101.90 96.38

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy