MRCI Online
|
| ScenarioSM Study for December Crude Oil(NYM) as of Dec 07, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 37 | 38 | 39 | 39 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | |
| Closed Higher | 20 | 19 | 23 | 28 | 27 | 20 | 20 | 25 | 21 | 21 | 20 | |
| Exceeded High | 19 | 17 | 22 | 25 | 23 | 14 | 18 | 23 | 16 | 19 | 9 | |
| Scenario Percentage | 95% | 89% | 96% | 89% | 85% | 70% | 90% | 92% | 76% | 90% | 45% | |
| Avg Max Increase | 10.67% | 12.06% | 10.38% | 9.65% | 8.40% | 11.31% | 9.38% | 11.68% | 12.16% | 8.03% | 6.59% | |
| Max Increase | 26.11% | 33.84% | 27.43% | 20.39% | 31.94% | 19.60% | 21.06% | 75.72% | 50.17% | 22.54% | 10.92% | |
| Avg Days To Max Increase | 18 | 13 | 18 | 18 | 15 | 17 | 16 | 19 | 16 | 11 | 11 | |
| Avg Max Decline | -1.85% | -2.16% | -1.93% | -2.80% | -2.43% | -1.63% | -2.43% | -2.86% | -3.27% | -3.38% | -1.19% | |
| Max Decline | -7.77% | -9.97% | -13.40% | -10.42% | -5.98% | -6.66% | -14.44% | -14.62% | -14.04% | -14.87% | -4.31% | |
| Avg Days to Max Decline | 9 | 7 | 8 | 7 | 9 | 5 | 7 | 8 | 9 | 5 | 1 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
