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 September NY Harbor ULSD(NYM) as of Jan 01, 2015
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   26 29 30 31 32 33 35 35 35 35 35
Closed Higher   12 14 14 14 15 17 24 22 17 18 20
Exceeded High   10 9 10 13 12 16 23 17 12 17 17
Scenario Percentage   83% 64% 71% 93% 80% 94% 96% 77% 71% 94% 85%
Avg Max Increase   6.81% 8.95% 9.30% 8.52% 11.56% 10.75% 9.84% 8.49% 10.48% 10.47% 10.98%
Max Increase   17.20% 18.97% 18.12% 19.08% 28.33% 22.76% 42.06% 27.26% 24.33% 24.32% 65.72%
Avg Days To Max Increase   14 26 18 15 12 14 16 17 17 15 14
Avg Max Decline   -1.23% -2.34% -1.58% -1.64% -1.50% -1.05% -2.29% -2.64% -2.55% -3.54% -0.92%
Max Decline   -7.03% -4.10% -7.77% -7.22% -5.82% -4.98% -9.53% -13.97% -6.75% -17.00% -4.44%
Avg Days to Max Decline   5 11 8 9 5 9 9 9 8 11 3
2014 Contract Condition     Yes Yes Yes   Yes       Yes  
Action     Yes Yes No   Yes       No  
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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   26 29 30 31 32 33 35 35 35 35 35
Closed Lower   14 15 16 17 17 16 11 13 18 17 15
Penetrated Low   12 13 12 12 12 11 9 8 13 14 8
Scenario Percentage   86% 87% 75% 71% 71% 69% 82% 62% 72% 82% 53%
Avg Max Decline   9.43% 10.69% 12.66% 13.94% 11.76% 6.42% 7.36% 8.36% 7.61% 7.45% 5.69%
Max Decline   39.51% 36.96% 25.29% 35.34% 35.33% 20.48% 15.14% 21.18% 15.83% 19.86% 12.58%
Avg Days To Max Decline   16 17 21 19 14 11 18 16 16 15 13
Avg Max Increase   -1.18% -1.59% -0.73% -3.34% -1.28% -2.02% -2.19% -3.54% -1.89% -2.67% -1.77%
Max Increase   -4.82% -4.87% -6.03% -10.40% -6.27% -9.09% -5.78% -7.00% -7.54% -8.73% -6.50%
Avg Days to Max Increase   9 5 7 8 4 9 8 15 6 10 3
2014 Contract Condition   Yes       Yes   Yes Yes Yes   Yes
Action   Yes       No   Yes No Yes   Yes
High 302.39 299.95 296.85 298.70 303.23 297.60 301.12 302.49 300.22 296.67 308.47 299.30
Low 286.00 285.35 284.90 283.12 292.52 285.81 286.22 287.00 284.27 288.11 286.19 284.05
Close/Last 296.80 288.15 290.70 296.60 300.55 288.27 295.78 292.32 292.01 289.96 298.55 288.99

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!

To learn more about the features of Futures SuperCharts, please visit: https://www.mrci.com/tutorials/supercharts.pdf