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 December Brent Crude Oil(ICE) as of Jan 01, 2014
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   19 19 19 22 22 22 24 24 24 25 25
Closed Higher   10 10 12 16 15 9 12 18 14 14 12
Exceeded High   9 10 12 15 13 8 12 17 11 11 4
Scenario Percentage   90% 100% 100% 94% 87% 89% 100% 94% 79% 79% 33%
Avg Max Increase   11.00% 11.34% 12.08% 9.66% 10.71% 10.21% 11.36% 15.28% 17.06% 8.65% 5.51%
Max Increase   20.24% 25.17% 24.34% 22.25% 33.88% 17.35% 19.80% 86.32% 53.95% 20.68% 7.88%
Avg Days To Max Increase   16 14 19 17 16 18 19 19 17 13 9
Avg Max Decline   -2.17% -2.85% -1.89% -3.13% -2.09% -1.66% -2.55% -1.64% -2.11% -4.27% -1.64%
Max Decline   -7.31% -9.48% -4.50% -9.24% -5.31% -4.93% -14.47% -10.12% -13.31% -13.18% -3.16%
Avg Days to Max Decline   7 7 9 7 8 7 7 6 8 6 1
2013 Contract Condition     Yes   Yes     Yes Yes Yes   Yes
Action     Yes   Yes     Yes Yes No   Not Yet
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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   19 19 19 22 22 22 24 24 24 25 25
Closed Lower   9 9 7 6 7 13 12 6 10 11 13
Penetrated Low   5 3 3 2 4 7 7 4 8 8 9
Scenario Percentage   56% 33% 43% 33% 57% 54% 58% 67% 80% 73% 69%
Avg Max Decline   13.70% 12.53% 7.34% 4.11% 10.19% 7.87% 7.51% 15.26% 13.87% 13.94% 8.06%
Max Decline   23.63% 16.55% 11.41% 6.89% 23.02% 13.95% 14.47% 28.79% 49.34% 49.18% 22.54%
Avg Days To Max Decline   16 13 12 4 19 16 14 15 20 11 10
Avg Max Increase   -4.21% -3.11% -1.08% -0.54% -3.80% -1.30% -1.38% -7.09% -4.00% -1.38% -2.59%
Max Increase   -7.63% -6.39% -2.61% -1.12% -7.61% -2.99% -6.20% -21.51% -15.64% -3.60% -6.19%
Avg Days to Max Increase   11 4 12 1 6 5 7 18 17 5 3
2013 Contract Condition   Yes   Yes   Yes Yes       Yes  
Action   No   Yes   No No       Yes  
High 106.25 106.46 108.98 112.24 106.72 108.30 103.80 105.19 107.06 114.44 113.28 111.30
Low 100.07 101.33 103.56 105.09 103.40 95.96 96.80 98.31 99.99 103.29 106.30 106.00
Close/Last 105.54 104.81 108.84 105.55 106.65 100.46 99.02 100.46 105.75 110.99 107.43 108.84

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Quotes and Charts! https://www.mrci.com/ohlc/ohlc-all.php
MRCI is delighted to provide our 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