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 June NY Harbor ULSD(NYM) as of Nov 09, 2020
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   32 34 35 36 36 40 41 41 41 41 41
Closed Higher   17 23 20 18 14 20 20 17 20 27 31
Exceeded High   15 20 17 13 11 15 17 12 18 26 20
Scenario Percentage   88% 87% 85% 72% 79% 75% 85% 71% 90% 96% 65%
Avg Max Increase   8.25% 8.84% 7.98% 7.56% 9.33% 11.15% 8.76% 11.49% 11.10% 12.07% 8.17%
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   16 15 14 16 23 17 18 14 15 16 16
Avg Max Decline   -1.96% -1.12% -1.26% -1.42% -2.51% -2.10% -2.18% -1.97% -2.56% -2.71% -2.10%
Max Decline   -13.80% -7.74% -5.65% -6.97% -5.28% -8.45% -7.83% -6.67% -14.35% -9.71% -7.64%
Avg Days to Max Decline   9 9 9 4 10 6 10 5 7 5 4
2020 Contract Condition   Yes Yes   Yes   Yes Yes        
Action   Yes No   No   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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   32 34 35 36 36 40 41 41 41 41 41
Closed Lower   15 11 15 18 22 20 21 24 21 14 10
Penetrated Low   11 8 9 15 19 17 15 16 15 11 5
Scenario Percentage   73% 73% 60% 83% 86% 85% 71% 67% 71% 79% 50%
Avg Max Decline   6.77% 8.36% 12.55% 10.81% 14.18% 14.08% 15.28% 14.22% 10.36% 10.57% 5.57%
Max Decline   25.78% 23.19% 38.38% 41.24% 39.69% 36.31% 38.28% 41.45% 54.35% 33.92% 8.78%
Avg Days To Max Decline   15 17 19 17 20 20 19 15 13 11 11
Avg Max Increase   -2.77% -2.26% -2.32% -1.82% -2.08% -2.31% -3.91% -2.55% -2.49% -4.15% -1.27%
Max Increase   -7.73% -8.83% -12.29% -7.00% -6.14% -8.57% -11.53% -7.28% -10.34% -14.01% -5.13%
Avg Days to Max Increase   10 10 15 8 5 9 9 7 11 8 2
2020 Contract Condition       Yes   Yes     Yes Yes Yes Yes
Action       No   No     Yes Yes Yes Not Yet
High 208.70 195.30 198.40 190.50 197.34 189.26 191.17 202.24 207.73 171.09 156.69 116.02
Low 182.76 175.09 183.44 172.53 173.50 173.85 179.73 182.25 163.22 143.98 96.14 67.24
Close/Last 183.91 191.80 192.30 178.70 180.20 179.95 182.92 197.13 164.19 147.30 101.76 83.31

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