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 August 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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   22 25 25 26 27 28 29 31 31 31 31
Closed Higher   12 11 12 10 12 11 13 23 22 17 16
Exceeded High   10 9 7 8 11 8 12 22 17 12 14
Scenario Percentage   83% 82% 58% 80% 92% 73% 92% 96% 77% 71% 88%
Avg Max Increase   7.53% 7.14% 10.50% 9.13% 8.60% 11.22% 13.11% 11.27% 10.50% 10.90% 6.29%
Max Increase   25.68% 17.53% 19.33% 16.91% 19.50% 28.10% 23.37% 41.95% 30.49% 24.23% 12.36%
Avg Days To Max Increase   14 15 27 12 16 11 15 17 16 17 17
Avg Max Decline   -1.28% -1.96% -2.52% -1.72% -1.91% -1.97% -1.38% -2.51% -2.85% -2.79% -1.94%
Max Decline   -4.78% -8.34% -4.20% -7.91% -7.49% -6.01% -5.30% -9.65% -15.01% -7.23% -5.19%
Avg Days to Max Decline   10 3 16 6 10 4 8 9 8 8 4
2010 Contract Condition       Yes Yes     Yes Yes Yes    
Action       No 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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   22 25 25 26 27 28 29 31 31 31 31
Closed Lower   10 14 13 16 15 17 16 8 9 14 15
Penetrated Low   7 11 12 12 12 12 10 7 7 10 11
Scenario Percentage   70% 79% 92% 75% 80% 71% 63% 88% 78% 71% 73%
Avg Max Decline   11.39% 10.72% 11.82% 12.98% 14.38% 12.15% 7.09% 7.33% 6.73% 8.06% 6.53%
Max Decline   37.28% 39.95% 37.73% 26.57% 36.41% 35.98% 20.69% 11.26% 9.68% 16.02% 19.71%
Avg Days To Max Decline   21 18 19 20 19 14 13 14 14 13 15
Avg Max Increase   -2.45% -1.13% -2.29% -0.85% -3.86% -1.47% -2.07% -2.62% -4.40% -1.82% -1.75%
Max Increase   -10.49% -5.00% -5.62% -6.30% -10.36% -6.18% -10.29% -5.92% -7.91% -8.30% -9.54%
Avg Days to Max Increase   14 9 9 8 8 4 11 14 19 8 3
2010 Contract Condition   Yes Yes     Yes Yes       Yes Yes
Action   Yes No     Yes Yes       No Yes
High 207.91 216.63 204.60 225.58 223.55 221.62 226.15 214.94 222.61 236.83 240.47 218.74
Low 179.00 200.10 188.34 193.22 210.65 200.50 197.68 191.00 206.80 221.53 186.77 194.20
Close/Last 207.91 200.10 199.67 214.14 217.72 217.06 197.68 210.18 222.55 236.26 202.38 201.43

Banner

Login

Newsflash

Quotes and Charts! https://www.mrci.com/ohlc/ohlc-all.php

MRCI is delighted to provide our new Futures SuperCharts via End-of-Day Commodity Quotes pages.

There are now links not only to the Nearby Weekly and Monthly charts for each particular commodity but also to the daily Superchart for each delivery month --- over which you can even hover!

No more toggling from one section to another.  Now MRCI's tables of daily OHLC, volume, and open interest data offer you immediate access to the relevant charts

--- all in one place and at your fingertips.  Try it --- you'll like it!

Learn more: https://www.mrci.com/tutorials/supercharts.pdf