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 July Lumber(CME) as of Sep 16, 2022
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   34 40 43 44 44 45 45 45 45 45 45
Closed Higher   15 17 25 30 26 24 22 23 20 23 21
Exceeded High   8 16 20 23 24 21 19 16 15 16 11
Scenario Percentage   53% 94% 80% 77% 92% 88% 86% 70% 75% 70% 52%
Avg Max Increase   8.68% 8.55% 8.85% 10.55% 10.51% 9.43% 14.42% 19.00% 17.39% 12.38% 8.27%
Max Increase   23.27% 25.83% 51.58% 45.22% 40.42% 55.50% 79.28% 95.02% 39.21% 58.81% 33.81%
Avg Days To Max Increase   23 14 22 21 18 18 18 17 19 12 10
Avg Max Decline   -1.90% -2.11% -2.50% -2.69% -3.39% -2.11% -2.55% -2.55% -1.42% -2.28% -1.36%
Max Decline   -5.02% -9.32% -7.04% -8.09% -19.60% -7.94% -8.75% -10.49% -3.69% -9.18% -4.12%
Avg Days to Max Decline   22 9 13 11 11 9 8 13 5 5 3
2022 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   34 40 43 44 44 45 45 45 45 45 45
Closed Lower   19 23 18 13 18 21 23 22 25 22 24
Penetrated Low   15 15 12 9 12 17 20 19 17 19 8
Scenario Percentage   79% 65% 67% 69% 67% 81% 87% 86% 68% 86% 33%
Avg Max Decline   7.90% 5.49% 4.55% 6.21% 8.84% 8.32% 11.70% 10.78% 14.20% 13.89% 11.22%
Max Decline   16.39% 12.07% 12.06% 15.43% 23.33% 23.99% 33.20% 25.98% 32.97% 60.18% 27.18%
Avg Days To Max Decline   21 15 12 11 20 18 16 16 17 14 10
Avg Max Increase   -2.21% -3.03% -1.98% -2.51% -1.38% -3.85% -2.36% -2.88% -3.03% -2.82% -2.25%
Max Increase   -7.91% -12.19% -8.45% -11.10% -5.17% -15.42% -8.46% -14.77% -8.46% -8.95% -15.31%
Avg Days to Max Increase   14 8 6 7 8 8 10 6 7 5 3
2022 Contract Condition   Yes   Yes     Yes   Yes   Yes  
Action   No   Yes     No   Yes   Yes  
High 795.2 679.2 680.2 822.6 820.0 1012.5 1123.7 1152.5 1204.7 986.6 939.0 670.0
Low 544.6 534.2 552.4 664.1 653.7 810.0 804.0 825.2 835.1 758.8 636.3 517.0
Close/Last 638.3 552.0 670.0 664.1 810.0 1000.0 881.0 1054.2 859.6 915.0 653.5 663.3

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy