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 RBOB Gasoline(NYM) as of Jan 01, 2018
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   14 25 27 29 31 33 33 33 33 33 33
Closed Higher   7 10 16 19 21 15 14 21 18 18 17
Exceeded High   6 9 15 17 19 12 13 19 16 15 9
Scenario Percentage   86% 90% 94% 89% 90% 80% 93% 90% 89% 83% 53%
Avg Max Increase   9.32% 11.94% 9.22% 9.51% 8.55% 8.07% 10.57% 12.21% 10.93% 9.97% 7.91%
Max Increase   17.43% 22.03% 21.85% 27.32% 35.93% 15.46% 33.82% 68.80% 31.54% 21.87% 16.31%
Avg Days To Max Increase   19 14 18 14 15 20 18 18 20 13 13
Avg Max Decline   -1.56% -2.99% -2.75% -3.11% -2.09% -3.12% -3.21% -2.11% -3.58% -2.70% -1.64%
Max Decline   -7.37% -17.20% -14.07% -9.08% -8.98% -10.81% -15.76% -9.35% -13.09% -14.62% -4.35%
Avg Days to Max Decline   7 7 11 5 7 14 10 8 10 6 2
2017 Contract Condition   Yes         Yes   Yes Yes Yes Yes
Action   Yes         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 Oct
Tested Years   14 25 27 29 31 33 33 33 33 33 33
Closed Lower   7 14 11 10 10 18 19 12 15 15 16
Penetrated Low   4 9 4 5 6 11 12 10 8 13 12
Scenario Percentage   57% 64% 36% 50% 60% 61% 63% 83% 53% 87% 75%
Avg Max Decline   18.66% 7.36% 11.23% 6.94% 9.48% 9.60% 9.84% 9.68% 17.72% 13.54% 12.72%
Max Decline   26.89% 14.31% 18.56% 11.96% 22.73% 17.58% 32.26% 25.87% 50.85% 59.61% 34.02%
Avg Days To Max Decline   11 13 20 14 19 17 17 17 16 14 19
Avg Max Increase   -2.61% -1.29% -2.28% -1.26% -3.29% -1.04% -2.57% -2.89% -1.38% -3.09% -3.98%
Max Increase   -4.70% -5.94% -4.95% -5.79% -6.97% -3.88% -8.91% -15.40% -3.78% -10.07% -15.19%
Avg Days to Max Increase   7 7 13 12 9 6 8 12 7 8 3
2017 Contract Condition     Yes Yes Yes Yes   Yes        
Action     Yes Yes Yes Yes   No        
High 151.03 162.07 165.08 156.76 152.96 155.05 149.74 143.38 150.33 153.78 165.03 174.94
Low 132.62 149.36 151.87 148.66 137.47 138.74 129.04 126.29 132.71 140.44 149.25 152.75
Close/Last 149.89 161.73 153.43 152.81 146.57 139.98 141.59 137.49 150.10 153.66 157.87 173.25

Banner

Login

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!