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 January NY Harbor ULSD(NYM) as of Jan 01, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 19 21 25 27 30 31 31 31 31 31 31
Closed Higher 10 11 19 18 16 15 19 17 20 13 12
Exceeded High 8 10 18 15 12 15 15 17 16 10 7
Scenario Percentage 80% 91% 95% 83% 75% 100% 79% 100% 80% 77% 58%
Avg Max Increase 12.63% 11.56% 10.78% 11.32% 9.89% 10.32% 14.40% 10.02% 8.40% 12.08% 23.53%
Max Increase 28.58% 23.82% 41.75% 52.14% 25.37% 24.90% 71.34% 38.14% 21.49% 26.77% 77.96%
Avg Days To Max Increase 15 13 20 17 16 18 19 15 16 19 25
Avg Max Decline -1.44% -1.20% -2.69% -2.19% -1.43% -2.82% -1.96% -2.67% -3.33% -1.83% -2.31%
Max Decline -4.68% -4.39% -8.71% -10.66% -5.26% -15.39% -8.11% -13.56% -13.28% -3.38% -7.37%
Avg Days to Max Decline 5 10 9 9 6 13 8 9 10 4 5
2009 Contract Condition   Yes Yes Yes Yes Yes          
Action   Yes Yes Yes Yes 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 19 21 25 27 30 31 31 31 31 31 31
Closed Lower 9 10 6 9 14 16 12 14 11 18 19
Penetrated Low 6 6 4 6 10 13 6 8 9 16 18
Scenario Percentage 67% 60% 67% 67% 71% 81% 50% 57% 82% 89% 95%
Avg Max Decline 9.29% 5.63% 4.55% 5.98% 7.30% 7.39% 9.24% 13.21% 12.54% 14.71% 16.67%
Max Decline 17.36% 18.65% 6.93% 7.89% 13.51% 18.97% 24.06% 40.46% 44.00% 43.61% 55.28%
Avg Days To Max Decline 14 10 7 17 16 17 16 18 17 16 15
Avg Max Increase -0.40% -1.45% -3.10% -3.31% -0.98% -1.73% -4.62% -1.57% -3.84% -2.85% -2.15%
Max Increase -1.54% -3.71% -5.32% -6.82% -6.39% -7.53% -19.07% -5.36% -16.69% -8.52% -10.08%
Avg Days to Max Increase 3 7 10 17 2 7 14 18 9 6 6
2009 Contract Condition Yes           Yes Yes Yes Yes Yes
Action No           Yes Yes Yes Yes Yes
High 266.50 281.43 304.60 336.60 413.00 413.90 431.93 366.05 322.93 295.75 223.80
Low 241.68 245.50 275.00 287.66 315.00 367.00 357.00 315.99 272.98 195.00 165.14
Close/Last 254.91 280.39 291.36 322.70 379.47 406.70 359.48 327.49 294.87 211.27 172.71

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