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 August RBOB Gasoline(NYM) as of Dec 30, 2016
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   14 24 25 26 29 29 31 31 31 31 31
Closed Higher   7 9 13 11 15 17 18 24 22 17 15
Exceeded High   4 7 8 10 14 15 18 21 19 14 10
Scenario Percentage   57% 78% 62% 91% 93% 88% 100% 88% 86% 82% 67%
Avg Max Increase   9.36% 8.05% 7.12% 9.88% 9.84% 14.32% 12.22% 10.84% 10.64% 9.16% 8.33%
Max Increase   27.22% 17.17% 11.94% 20.89% 20.34% 33.07% 26.78% 30.63% 41.22% 16.94% 18.79%
Avg Days To Max Increase   17 16 23 18 20 20 19 15 16 16 14
Avg Max Decline   0.20% -1.45% -1.39% -0.92% -1.05% -2.99% -2.83% -2.59% -2.57% -4.64% -1.96%
Max Decline   -2.71% -6.20% -3.08% -7.68% -7.85% -16.59% -13.61% -7.23% -12.59% -11.35% -4.69%
Avg Days to Max Decline   6 6 13 7 9 9 9 6 8 10 4
2016 Contract Condition   Yes   Yes         Yes Yes Yes  
Action   No   No         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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   14 24 25 26 29 29 31 31 31 31 31
Closed Lower   7 14 12 14 14 12 13 7 9 14 16
Penetrated Low   5 11 9 12 9 6 6 5 6 11 8
Scenario Percentage   71% 79% 75% 86% 64% 50% 46% 71% 67% 79% 50%
Avg Max Decline   17.07% 12.23% 15.35% 12.91% 15.10% 14.12% 8.31% 6.86% 9.87% 11.18% 11.15%
Max Decline   44.19% 48.88% 38.92% 26.88% 38.53% 36.69% 20.43% 12.79% 19.87% 22.71% 21.86%
Avg Days To Max Decline   16 17 17 19 14 14 12 8 17 19 22
Avg Max Increase   -0.23% -0.52% -1.88% -1.07% -2.19% -0.89% -3.44% -0.69% -2.88% -2.44% -1.79%
Max Increase   -2.09% -5.94% -4.96% -11.66% -5.81% -6.19% -8.84% -5.11% -7.24% -10.57% -4.95%
Avg Days to Max Increase   6 6 3 7 8 6 12 5 10 10 4
2016 Contract Condition     Yes   Yes Yes Yes Yes       Yes
Action     Yes   Yes Yes Yes No       Yes
High 187.30 171.12 165.00 167.19 167.18 159.23 153.18 134.56 151.07 160.97 165.91 164.27
Low 168.91 145.05 154.52 154.03 147.25 140.63 121.22 113.66 130.75 135.47 144.71 147.23
Close/Last 169.20 171.12 157.82 162.49 154.08 148.11 133.67 133.55 144.13 159.63 161.24 150.13

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