MRCI Logo
MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for December NY Harbor ULSD(NYM) as of Jan 01, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years 24 26 27 29 31 31 31 31 31 31 31
Closed Higher 12 13 12 21 19 17 15 19 17 20 13
Exceeded High 12 10 11 20 14 13 15 15 17 17 8
Scenario Percentage 100% 77% 92% 95% 74% 76% 100% 79% 100% 85% 62%
Avg Max Increase 7.08% 10.86% 12.23% 10.63% 8.93% 9.36% 10.75% 15.26% 10.60% 8.11% 7.42%
Max Increase 17.69% 28.35% 23.37% 42.04% 28.68% 24.91% 24.98% 74.87% 38.50% 21.61% 18.25%
Avg Days To Max Increase 14 14 13 18 19 15 18 19 14 13 18
Avg Max Decline -1.49% -1.84% -1.23% -1.96% -2.23% -1.52% -3.14% -2.27% -2.94% -3.04% -1.43%
Max Decline -6.64% -5.08% -4.52% -7.19% -11.13% -5.77% -15.93% -8.30% -14.50% -13.85% -2.99%
Avg Days to Max Decline 9 7 9 6 9 5 13 9 7 4 4
2009 Contract Condition       Yes   Yes Yes       Yes
Action       Yes   Yes 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years 24 26 27 29 31 31 31 31 31 31 31
Closed Lower 12 13 15 8 12 14 16 12 14 11 18
Penetrated Low 10 9 9 5 7 10 13 6 10 9 14
Scenario Percentage 83% 69% 60% 62% 58% 71% 81% 50% 71% 82% 78%
Avg Max Decline 9.76% 11.19% 5.66% 5.56% 5.47% 7.46% 7.79% 9.77% 11.51% 12.81% 20.75%
Max Decline 22.42% 34.29% 19.09% 7.74% 7.80% 13.88% 19.13% 24.22% 41.23% 43.86% 59.97%
Avg Days To Max Decline 20 16 8 7 16 16 18 17 17 14 18
Avg Max Increase -4.49% -0.95% -1.63% -2.51% -4.01% -0.97% -1.82% -5.02% -2.33% -4.51% -3.86%
Max Increase -9.89% -3.91% -10.40% -5.43% -6.95% -6.42% -7.66% -19.25% -5.86% -20.44% -12.34%
Avg Days to Max Increase 11 4 6 3 19 2 8 20 13 9 7
2009 Contract Condition Yes Yes Yes   Yes     Yes Yes Yes  
Action Yes Yes No   No     No Yes No  
High 191.19 187.60 163.27 170.80 166.78 185.61 204.07 198.41 205.57 191.76 215.78
Low 147.86 154.31 132.91 134.75 148.19 151.39 188.06 163.57 184.58 171.88 176.77
Close/Last 170.71 162.50 147.13 156.84 153.50 185.37 194.57 193.46 187.11 185.90 200.52

Copyright © 2022 Moore Research Center, Inc. All Rights Reserved.
www.mrci.comsales@mrci.com
Phone: 541-525-0521