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 21, 2022
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   18 29 31 33 35 37 37 37 37 37 37
Closed Higher   10 13 18 22 24 18 18 24 20 21 19
Exceeded High   9 12 17 20 21 14 17 22 17 17 10
Scenario Percentage   90% 92% 94% 91% 88% 78% 94% 92% 85% 81% 53%
Avg Max Increase   10.12% 12.77% 9.60% 10.02% 8.85% 8.89% 9.53% 11.52% 10.83% 9.85% 7.84%
Max Increase   25.77% 28.25% 21.85% 27.32% 35.93% 17.44% 33.82% 68.80% 31.54% 21.87% 16.31%
Avg Days To Max Increase   19 16 19 15 16 21 18 18 19 13 15
Avg Max Decline   -1.39% -3.12% -2.72% -2.91% -2.07% -3.05% -3.44% -3.19% -3.56% -2.44% -1.53%
Max Decline   -7.37% -17.20% -14.07% -9.08% -8.98% -10.81% -15.76% -14.68% -13.09% -14.62% -4.35%
Avg Days to Max Decline   6 7 10 5 7 16 11 9 10 6 4
2021 Contract Condition   Yes Yes Yes Yes Yes Yes Yes Yes   Yes Yes
Action   Yes Yes Yes Yes Yes Yes Yes Yes   Yes 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   18 29 31 33 35 37 37 37 37 37 37
Closed Lower   8 15 13 11 11 19 19 13 17 16 18
Penetrated Low   4 10 5 6 6 12 12 10 8 14 14
Scenario Percentage   50% 67% 38% 55% 55% 63% 63% 77% 47% 88% 78%
Avg Max Decline   18.66% 11.88% 19.10% 9.13% 9.48% 9.32% 9.84% 9.68% 17.72% 13.77% 12.86%
Max Decline   26.89% 52.63% 50.59% 20.10% 22.73% 17.58% 32.26% 25.87% 50.85% 59.61% 34.02%
Avg Days To Max Decline   11 14 20 15 19 16 17 17 16 13 18
Avg Max Increase   -2.61% -1.90% -3.22% -3.42% -3.29% -1.04% -2.57% -2.89% -1.38% -3.11% -3.64%
Max Increase   -4.70% -7.38% -6.98% -14.20% -6.97% -3.88% -8.91% -15.40% -3.78% -10.07% -15.19%
Avg Days to Max Increase   7 8 11 10 9 6 8 12 7 8 3
2021 Contract Condition                   Yes    
Action                   No    
High 127.05 135.58 146.59 169.33 183.03 184.47 194.56 207.63 211.09 209.51 218.14 246.84
Low 102.93 122.75 131.74 142.26 160.55 166.57 178.90 191.77 185.95 179.41 198.19 214.09
Close/Last 125.60 134.63 142.71 164.85 169.48 180.41 191.53 202.53 210.28 202.23 215.61 236.97

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