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 February Brent Crude Oil(ICE) as of May 10, 2021
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   15 25 26 26 29 29 30 30 31 32 32
Closed Higher   6 15 18 16 13 17 19 17 18 16 17
Exceeded High   6 14 17 13 12 15 18 12 14 11 13
Scenario Percentage   100% 93% 94% 81% 92% 88% 95% 71% 78% 69% 76%
Avg Max Increase   6.78% 9.97% 9.69% 10.16% 8.81% 9.71% 9.55% 12.21% 9.32% 10.30% 8.62%
Max Increase   12.84% 21.43% 20.51% 33.83% 17.60% 22.05% 24.00% 31.02% 22.44% 15.99% 13.68%
Avg Days To Max Increase   18 20 16 11 17 16 18 16 12 21 21
Avg Max Decline   -1.60% -1.89% -2.40% -1.39% -2.04% -2.18% -2.25% -2.20% -2.55% -1.80% -1.48%
Max Decline   -8.94% -12.94% -8.86% -5.89% -6.13% -13.67% -13.19% -11.24% -10.89% -4.71% -4.04%
Avg Days to Max Decline   5 10 9 6 9 8 7 8 5 7 3
2021 Contract Condition           Yes Yes Yes Yes     Yes
Action           Yes Yes Yes No     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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   15 25 26 26 29 29 30 30 31 32 32
Closed Lower   9 10 8 9 16 12 10 13 13 16 15
Penetrated Low   5 4 5 4 9 8 9 9 11 15 12
Scenario Percentage   56% 40% 63% 44% 56% 67% 90% 69% 85% 94% 80%
Avg Max Decline   12.78% 14.93% 8.13% 10.65% 9.12% 9.93% 10.51% 13.67% 16.02% 17.32% 14.70%
Max Decline   36.91% 40.28% 20.62% 21.89% 19.70% 31.89% 27.96% 47.35% 51.70% 47.31% 34.87%
Avg Days To Max Decline   13 15 7 20 17 17 19 19 14 17 19
Avg Max Increase   -2.83% -1.68% -3.50% -3.18% -1.02% -1.82% -3.11% -3.28% -2.13% -2.36% -2.18%
Max Increase   -5.67% -5.38% -13.15% -6.31% -2.46% -9.35% -14.85% -13.51% -10.14% -4.75% -8.69%
Avg Days to Max Increase   6 11 3 12 3 10 15 15 5 3 3
2021 Contract Condition   Yes Yes Yes Yes         Yes Yes  
Action   Yes Yes Yes No         Yes Yes  
High 61.34 62.11 58.00 53.27 43.03 40.39 44.50 45.95 47.60 47.21 44.32 49.00
Low 57.17 54.40 50.55 34.63 30.19 32.50 38.91 41.84 44.34 40.90 37.70 36.29
Close/Last 60.53 54.89 50.55 38.03 34.28 40.17 42.16 44.78 46.37 43.12 38.40 47.88

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