MRCI Online
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| ScenarioSM Study for November 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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 20 | 24 | 26 | 27 | 30 | 31 | 32 | 32 | 32 | 32 | 32 | |
| Closed Higher | 9 | 12 | 12 | 14 | 23 | 21 | 17 | 16 | 19 | 17 | 21 | |
| Exceeded High | 6 | 12 | 9 | 13 | 22 | 17 | 13 | 16 | 16 | 17 | 16 | |
| Scenario Percentage | 67% | 100% | 75% | 93% | 96% | 81% | 76% | 100% | 84% | 100% | 76% | |
| Avg Max Increase | 9.03% | 7.23% | 11.70% | 12.20% | 12.56% | 10.96% | 9.25% | 10.82% | 15.30% | 10.68% | 5.15% | |
| Max Increase | 15.12% | 17.61% | 28.01% | 23.28% | 51.12% | 53.09% | 23.81% | 24.96% | 76.22% | 39.38% | 15.65% | |
| Avg Days To Max Increase | 12 | 14 | 12 | 15 | 19 | 16 | 15 | 16 | 19 | 13 | 13 | |
| Avg Max Decline | -1.91% | -1.24% | -1.48% | -1.54% | -2.27% | -2.00% | -1.50% | -3.47% | -2.63% | -2.89% | -2.25% | |
| Max Decline | -7.40% | -6.74% | -4.81% | -5.33% | -8.88% | -11.99% | -5.77% | -16.48% | -8.55% | -15.12% | -13.24% | |
| Avg Days to Max Decline | 8 | 9 | 5 | 8 | 7 | 8 | 8 | 12 | 10 | 7 | 3 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
