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| MRCI's ScenarioSM Summary |
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| ScenarioSM Summary Oct 31, 2008 |
| Historical Data |
Scenario Data |
Current Market Data |
Mkt |
Cond |
Month |
Prev
Close |
Month
High |
Month
Low |
Month
Close |
Pct
Range |
Total
Years |
Cond
Years |
Action
Years |
Pct |
Scenario
Objective |
Average
Objective |
Last
Price |
| TYH9 |
Lower |
Oct |
113~140 |
116~230 |
109~250 |
111~005 |
18% |
26 |
9 |
8 |
89% |
109~250 |
107~289 |
111~005 |
| ADH9 |
Lower |
Oct |
78.28 |
78.18 |
60.23 |
66.18 |
33% |
21 |
8 |
7 |
88% |
60.23 |
58.82 |
66.18 |
| CLG9 |
Lower |
Oct |
100.80 |
98.17 |
63.72 |
69.22 |
16% |
25 |
13 |
12 |
92% |
63.72 |
56.34 |
69.22 |
| CLH9 |
Lower |
Oct |
101.10 |
98.41 |
64.23 |
69.92 |
17% |
25 |
13 |
12 |
92% |
64.23 |
57.19 |
69.92 |
| HOG9 |
Lower |
Oct |
296.07 |
290.79 |
199.65 |
213.27 |
15% |
29 |
15 |
13 |
87% |
199.65 |
173.51 |
213.27 |
| HOH9 |
Lower |
Oct |
295.92 |
290.39 |
201.00 |
214.37 |
15% |
29 |
13 |
12 |
92% |
201.00 |
175.33 |
214.37 |
| MWH9 |
Lower |
Oct |
761.75 |
763.00 |
581.00 |
634.50 |
29% |
27 |
13 |
12 |
92% |
581.00 |
555.12 |
634.50 |
| MWK9 |
Lower |
Oct |
771.50 |
769.00 |
587.50 |
632.25 |
25% |
27 |
10 |
9 |
90% |
587.50 |
560.43 |
632.25 |
- March 10-Year T-Notes(CBOT)
- The TYH9(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 113~140(Prev Close), the market ended October at 111~005(Month Close),
that being 18%(Pct Range) off of
109~250(Month Low) to 116~230(Month High).
In comparing the September/October closes for each of the last 26 years(Total Years), Scenario found that the March 10-Year T-Notes(CBOT) also closed
lower in October than September in 9(Cond Years) of those years.
Of those 9, TYH went on to penetrate the October low within the next 2 months in 8 years(Action Years) or 89%(Pct) of the time.
Therefore, the historical odds are high that the TYH should penetrate 109~250(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 8 years) a potential move
toward 107~289(Average Objective).
- March Australian Dollar(CME)
- The ADH9(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 78.28(Prev Close), the market ended October at 66.18(Month Close),
that being 33%(Pct Range) off of
60.23(Month Low) to 78.18(Month High).
In comparing the September/October closes for each of the last 21 years(Total Years), Scenario found that the March Australian Dollar(CME) also closed
lower in October than September in 8(Cond Years) of those years.
Of those 8, ADH went on to penetrate the October low within the next 2 months in 7 years(Action Years) or 88%(Pct) of the time.
Therefore, the historical odds are high that the ADH should penetrate 60.23(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 7 years) a potential move
toward 58.82(Average Objective).
- February Crude Oil(NYM)
- The CLG9(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 100.80(Prev Close), the market ended October at 69.22(Month Close),
that being 16%(Pct Range) off of
63.72(Month Low) to 98.17(Month High).
In comparing the September/October closes for each of the last 25 years(Total Years), Scenario found that the February Crude Oil(NYM) also closed
lower in October than September in 13(Cond Years) of those years.
Of those 13, CLG went on to penetrate the October low within the next 2 months in 12 years(Action Years) or 92%(Pct) of the time.
Therefore, the historical odds are high that the CLG should penetrate 63.72(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 56.34(Average Objective).
- March Crude Oil(NYM)
- The CLH9(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 101.10(Prev Close), the market ended October at 69.92(Month Close),
that being 17%(Pct Range) off of
64.23(Month Low) to 98.41(Month High).
In comparing the September/October closes for each of the last 25 years(Total Years), Scenario found that the March Crude Oil(NYM) also closed
lower in October than September in 13(Cond Years) of those years.
Of those 13, CLH went on to penetrate the October low within the next 2 months in 12 years(Action Years) or 92%(Pct) of the time.
Therefore, the historical odds are high that the CLH should penetrate 64.23(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 57.19(Average Objective).
- February Heating Oil(NYM)
- The HOG9(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 296.07(Prev Close), the market ended October at 213.27(Month Close),
that being 15%(Pct Range) off of
199.65(Month Low) to 290.79(Month High).
In comparing the September/October closes for each of the last 29 years(Total Years), Scenario found that the February Heating Oil(NYM) also closed
lower in October than September in 15(Cond Years) of those years.
Of those 15, HOG went on to penetrate the October low within the next 2 months in 13 years(Action Years) or 87%(Pct) of the time.
Therefore, the historical odds are high that the HOG should penetrate 199.65(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 13 years) a potential move
toward 173.51(Average Objective).
- March Heating Oil(NYM)
- The HOH9(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 295.92(Prev Close), the market ended October at 214.37(Month Close),
that being 15%(Pct Range) off of
201.00(Month Low) to 290.39(Month High).
In comparing the September/October closes for each of the last 29 years(Total Years), Scenario found that the March Heating Oil(NYM) also closed
lower in October than September in 13(Cond Years) of those years.
Of those 13, HOH went on to penetrate the October low within the next 2 months in 12 years(Action Years) or 92%(Pct) of the time.
Therefore, the historical odds are high that the HOH should penetrate 201.00(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 175.33(Average Objective).
- March Wheat(MGE)
- The MWH9(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 761.75(Prev Close), the market ended October at 634.50(Month Close),
that being 29%(Pct Range) off of
581.00(Month Low) to 763.00(Month High).
In comparing the September/October closes for each of the last 27 years(Total Years), Scenario found that the March Wheat(MGE) also closed
lower in October than September in 13(Cond Years) of those years.
Of those 13, MWH went on to penetrate the October low within the next 2 months in 12 years(Action Years) or 92%(Pct) of the time.
Therefore, the historical odds are high that the MWH should penetrate 581.00(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 12 years) a potential move
toward 555.12(Average Objective).
- May Wheat(MGE)
- The MWK9(Mkt) ended Lower(Cond) for
October(Month). Compared to September's 771.50(Prev Close), the market ended October at 632.25(Month Close),
that being 25%(Pct Range) off of
587.50(Month Low) to 769.00(Month High).
In comparing the September/October closes for each of the last 27 years(Total Years), Scenario found that the May Wheat(MGE) also closed
lower in October than September in 10(Cond Years) of those years.
Of those 10, MWK went on to penetrate the October low within the next 2 months in 9 years(Action Years) or 90%(Pct) of the time.
Therefore, the historical odds are high that the MWK should penetrate 587.50(Scenario Objective) by no later than the end of December.
If it does so, Scenario would further project (based on
normalizing those previous 9 years) a potential move
toward 560.43(Average Objective).
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