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 October Platinum(NYMEX) as of Jan 01, 2008
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
Tested Years 32 32 34 36 37 40 40 40 40 40 40
Closed Higher 16 14 17 22 18 13 26 15 21 18 16
Exceeded High 13 11 17 15 14 11 20 14 13 12 10
Scenario Percentage 81% 79% 100% 68% 78% 85% 77% 93% 62% 67% 62%
Avg Max Increase 13.70% 20.90% 11.51% 7.61% 10.30% 9.31% 11.44% 11.42% 9.69% 14.50% 7.79%
Max Increase 76.31% 76.37% 50.37% 15.64% 24.60% 20.94% 45.70% 44.96% 45.94% 64.59% 23.17%
Avg Days To Max Increase 16 17 14 12 20 18 17 17 12 11 14
Avg Max Decline -1.72% -2.82% -1.98% -1.49% -2.54% -2.38% -2.02% -2.86% -2.17% -1.55% -0.54%
Max Decline -8.30% -8.57% -7.25% -6.04% -10.63% -6.25% -8.62% -9.50% -6.70% -5.53% -3.24%
Avg Days to Max Decline 8 12 5 5 9 5 10 8 7 5 3
2007 Contract Condition Yes   Yes Yes   Yes     Yes   Yes
Action No   Yes Yes   Yes     Yes   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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years 32 32 34 36 37 40 40 40 40 40 40
Closed Lower 16 18 17 14 19 27 13 25 19 22 24
Penetrated Low 12 11 9 9 17 16 11 16 15 12 17
Scenario Percentage 75% 61% 53% 64% 89% 59% 85% 64% 79% 55% 71%
Avg Max Decline 13.44% 10.59% 7.43% 7.96% 8.59% 9.71% 9.25% 8.17% 8.41% 9.72% 15.68%
Max Decline 32.76% 24.54% 19.23% 23.54% 24.07% 25.45% 19.61% 23.77% 13.94% 19.99% 44.39%
Avg Days To Max Decline 22 17 13 18 21 20 16 16 19 10 12
Avg Max Increase -1.72% -0.67% -1.97% -3.59% -3.47% -2.68% -3.35% -1.80% -3.89% -2.36% -3.06%
Max Increase -8.86% -4.96% -11.02% -16.71% -14.39% -5.40% -7.34% -5.75% -14.00% -12.42% -11.84%
Avg Days to Max Increase 8 7 6 9 10 11 11 6 14 5 6
2007 Contract Condition   Yes     Yes   Yes Yes   Yes  
Action   No     No   No Yes   Not Yet  
High 1241.3 1178.0 1199.0 1272.4 1262.8 1348.2 1357.9 1325.0 1349.8 1308.9 1395.5
Low 1115.7 1119.1 1122.0 1174.5 1195.6 1254.0 1263.0 1265.0 1271.0 1226.5 1269.8
Close/Last 1196.7 1154.3 1193.3 1272.4 1259.8 1305.4 1295.5 1286.5 1302.6 1271.6 1395.2

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