MRCI Online
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| ScenarioSM Study for July 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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 22 | 25 | 27 | 27 | 29 | 30 | 31 | 31 | 31 | 31 | 31 | |
| Closed Higher | 17 | 14 | 15 | 12 | 13 | 12 | 12 | 14 | 23 | 23 | 17 | |
| Exceeded High | 14 | 13 | 11 | 9 | 10 | 11 | 9 | 13 | 22 | 19 | 10 | |
| Scenario Percentage | 82% | 93% | 73% | 75% | 77% | 92% | 75% | 93% | 96% | 83% | 59% | |
| Avg Max Increase | 9.99% | 7.05% | 8.54% | 10.25% | 9.96% | 9.22% | 10.75% | 12.65% | 11.61% | 10.00% | 9.05% | |
| Max Increase | 51.79% | 26.41% | 26.16% | 20.60% | 19.67% | 21.36% | 27.58% | 25.97% | 41.58% | 29.68% | 17.24% | |
| Avg Days To Max Increase | 15 | 14 | 16 | 21 | 12 | 16 | 12 | 15 | 16 | 16 | 17 | |
| Avg Max Decline | -0.72% | -0.81% | -1.74% | -2.07% | -2.11% | -1.94% | -2.12% | -1.54% | -2.30% | -2.95% | -1.57% | |
| Max Decline | -7.21% | -6.28% | -8.40% | -4.74% | -8.27% | -7.42% | -6.29% | -5.57% | -6.96% | -16.05% | -7.53% | |
| Avg Days to Max Decline | 10 | 9 | 4 | 13 | 6 | 13 | 6 | 7 | 8 | 8 | 7 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | 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.
