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 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   22 26 26 26 29 29 29 31 31 31 32
Closed Higher   12 14 12 16 19 19 13 16 21 18 18
Exceeded High   11 12 12 15 18 16 11 15 20 13 13
Scenario Percentage   92% 86% 100% 94% 95% 84% 85% 94% 95% 72% 72%
Avg Max Increase   8.27% 9.52% 10.59% 10.61% 10.69% 10.21% 9.87% 10.19% 14.34% 16.41% 7.22%
Max Increase   16.86% 20.24% 25.17% 24.34% 22.25% 33.88% 17.35% 19.80% 86.32% 53.95% 14.72%
Avg Days To Max Increase   13 15 15 19 18 16 18 17 18 16 15
Avg Max Decline   -2.18% -2.00% -3.22% -2.64% -3.21% -2.36% -1.85% -2.62% -2.44% -2.26% -2.21%
Max Decline   -8.69% -7.31% -9.86% -13.88% -9.24% -6.57% -4.93% -14.47% -13.69% -13.31% -12.61%
Avg Days to Max Decline   7 6 7 9 7 8 7 6 7 9 3
2020 Contract Condition   Yes Yes         Yes Yes Yes Yes  
Action   Yes Yes         Yes 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   22 26 26 26 29 29 29 31 31 31 32
Closed Lower   10 12 14 10 10 10 16 15 10 13 14
Penetrated Low   6 7 6 4 5 5 10 9 8 9 10
Scenario Percentage   60% 58% 43% 40% 50% 50% 63% 60% 80% 69% 71%
Avg Max Decline   20.91% 15.61% 14.63% 16.39% 9.25% 10.98% 9.37% 11.41% 12.62% 14.25% 11.30%
Max Decline   35.56% 25.56% 39.79% 43.54% 23.42% 23.02% 20.92% 33.34% 28.79% 49.34% 40.72%
Avg Days To Max Decline   18 16 14 15 7 19 17 13 16 19 17
Avg Max Increase   -1.47% -3.63% -3.04% -2.44% -4.93% -3.94% -1.24% -1.29% -3.85% -3.56% -1.99%
Max Increase   -7.05% -7.63% -6.39% -6.52% -16.00% -7.61% -2.99% -6.20% -21.51% -15.64% -10.83%
Avg Days to Max Increase   2 9 6 10 3 9 4 6 11 15 3
2020 Contract Condition       Yes Yes Yes Yes         Yes
Action       Yes Yes Yes No         Yes
High 58.71 59.82 62.63 65.60 58.31 53.56 43.00 39.67 44.25 45.55 46.99 46.57
Low 54.18 56.03 56.90 54.52 49.65 33.16 28.39 31.24 38.25 41.41 43.65 39.88
Close/Last 56.14 56.93 61.22 55.07 50.28 37.07 32.95 39.41 41.76 44.17 45.66 42.30

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