MRCI Online
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| ScenarioSM Study for June NY Harbor ULSD(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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 22 | 24 | 25 | 26 | 26 | 30 | 31 | 31 | 31 | 31 | 31 | |
| Closed Higher | 12 | 17 | 14 | 13 | 11 | 13 | 15 | 12 | 14 | 23 | 24 | |
| Exceeded High | 12 | 15 | 13 | 9 | 8 | 9 | 13 | 8 | 13 | 22 | 16 | |
| Scenario Percentage | 100% | 88% | 93% | 69% | 73% | 69% | 87% | 67% | 93% | 96% | 67% | |
| Avg Max Increase | 9.22% | 9.89% | 7.71% | 7.85% | 10.58% | 11.96% | 8.86% | 12.40% | 13.33% | 12.20% | 8.78% | |
| Max Increase | 22.79% | 53.13% | 27.06% | 18.49% | 21.26% | 22.51% | 24.36% | 27.54% | 26.61% | 40.66% | 27.15% | |
| Avg Days To Max Increase | 14 | 15 | 14 | 18 | 24 | 14 | 19 | 14 | 15 | 17 | 16 | |
| Avg Max Decline | -1.70% | -0.85% | -0.97% | -1.30% | -2.46% | -2.55% | -2.22% | -2.57% | -2.04% | -2.53% | -1.73% | |
| Max Decline | -13.80% | -7.74% | -5.65% | -6.97% | -5.28% | -8.45% | -7.83% | -6.67% | -6.97% | -7.62% | -5.80% | |
| Avg Days to Max Decline | 10 | 10 | 9 | 3 | 12 | 6 | 12 | 7 | 7 | 6 | 4 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | No | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
