MRCI Logo
MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for August NY Harbor ULSD(NYM) as of Jan 01, 2018
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   29 32 32 33 34 35 36 38 38 38 38
Closed Higher   16 13 14 15 15 14 18 26 25 19 18
Exceeded High   12 11 9 12 13 11 16 25 19 14 15
Scenario Percentage   75% 85% 64% 80% 87% 79% 89% 96% 76% 74% 83%
Avg Max Increase   7.33% 6.89% 9.23% 8.88% 8.88% 10.82% 11.07% 11.21% 10.27% 10.38% 6.63%
Max Increase   25.68% 17.53% 19.33% 18.14% 19.50% 28.10% 23.37% 41.95% 30.49% 24.23% 13.78%
Avg Days To Max Increase   14 15 25 16 16 11 15 17 15 17 17
Avg Max Decline   -1.39% -1.88% -2.54% -1.16% -1.96% -1.55% -1.90% -2.61% -2.99% -3.30% -1.83%
Max Decline   -4.78% -8.34% -4.20% -7.91% -7.49% -6.01% -13.58% -9.65% -15.01% -10.81% -5.19%
Avg Days to Max Decline   9 5 13 6 9 4 9 8 8 9 4
2017 Contract Condition   Yes Yes   Yes Yes   Yes     Yes  
Action   Yes Yes   Yes Yes   No     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   29 32 32 33 34 35 36 38 38 38 38
Closed Lower   13 19 18 18 19 21 18 12 13 19 20
Penetrated Low   9 16 16 14 14 13 11 10 9 14 13
Scenario Percentage   69% 84% 89% 78% 74% 62% 61% 83% 69% 74% 65%
Avg Max Decline   12.11% 9.76% 12.62% 15.39% 14.94% 11.97% 7.24% 8.23% 8.80% 8.69% 8.06%
Max Decline   37.28% 39.95% 37.73% 34.53% 36.41% 35.98% 20.69% 15.31% 21.32% 19.78% 19.71%
Avg Days To Max Decline   19 17 19 19 18 15 14 13 16 16 17
Avg Max Increase   -1.98% -1.52% -2.05% -1.14% -3.51% -1.57% -2.11% -2.69% -4.28% -2.09% -1.64%
Max Increase   -10.49% -6.12% -5.62% -6.30% -10.36% -6.18% -10.29% -5.92% -7.91% -8.30% -9.54%
Avg Days to Max Increase   12 8 7 7 7 4 13 11 17 9 3
2017 Contract Condition       Yes     Yes   Yes Yes   Yes
Action       Yes     Yes   Yes Yes   Not Yet
High 162.97 162.02 159.71 168.76 164.20 177.16 179.83 172.16 169.53 168.99 163.74 154.53
Low 142.55 139.80 147.54 157.42 146.30 166.73 166.47 163.81 151.16 151.28 139.22 136.09
Close/Last 144.42 151.73 159.71 157.51 163.07 176.66 167.54 167.78 159.70 152.49 152.58 148.31

Copyright © 2024 Moore Research Center, Inc. All Rights Reserved.
www.mrci.comsales@mrci.com
Phone: 541-525-0521