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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June NY Harbor ULSD(NYM) as of Jan 01, 2014
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   25 27 28 29 29 33 34 34 34 34 34
Closed Higher   12 20 15 14 12 16 16 15 16 25 26
Exceeded High   12 18 14 10 9 11 14 11 15 24 16
Scenario Percentage   100% 90% 93% 71% 75% 69% 88% 73% 94% 96% 62%
Avg Max Increase   9.22% 9.22% 7.32% 7.69% 9.99% 11.73% 9.77% 11.70% 12.61% 11.54% 8.78%
Max Increase   22.79% 53.13% 27.06% 18.49% 21.26% 22.51% 24.36% 27.54% 26.61% 40.66% 27.15%
Avg Days To Max Increase   14 14 14 17 23 17 19 13 14 16 16
Avg Max Decline   -1.70% -0.77% -0.99% -1.47% -2.53% -2.48% -2.25% -2.08% -1.88% -2.38% -1.73%
Max Decline   -13.80% -7.74% -5.65% -6.97% -5.28% -8.45% -7.83% -6.67% -6.97% -7.62% -5.80%
Avg Days to Max Decline   10 8 8 5 11 6 12 6 7 5 4
2013 Contract Condition     Yes Yes     Yes   Yes   Yes  
Action     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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   25 27 28 29 29 33 34 34 34 34 34
Closed Lower   13 7 13 15 17 17 18 19 18 9 8
Penetrated Low   10 5 8 12 15 14 13 14 14 8 4
Scenario Percentage   77% 71% 62% 80% 88% 82% 72% 74% 78% 89% 50%
Avg Max Decline   4.87% 8.40% 12.25% 10.75% 12.05% 11.84% 14.68% 12.59% 7.22% 8.89% 4.76%
Max Decline   13.21% 23.19% 38.38% 41.24% 39.69% 27.66% 38.28% 35.51% 22.32% 14.21% 6.87%
Avg Days To Max Decline   14 17 19 16 18 21 20 15 12 12 13
Avg Max Increase   -3.14% -3.57% -2.55% -1.31% -2.25% -1.91% -4.08% -2.37% -2.22% -3.19% -1.53%
Max Increase   -7.73% -8.83% -12.29% -5.89% -6.14% -8.57% -11.53% -7.28% -10.34% -6.00% -5.13%
Avg Days to Max Increase   11 13 17 7 6 10 10 6 11 9 3
2013 Contract Condition   Yes     Yes Yes   Yes   Yes   Yes
Action   No     Yes Yes   No   Yes   Not Yet
High 320.51 280.00 292.24 310.55 315.57 309.29 305.68 307.46 313.18 323.89 307.95 308.84
Low 278.78 258.59 268.61 283.20 293.81 291.84 289.85 290.75 296.45 300.33 295.13 271.98
Close/Last 278.78 274.42 285.62 308.77 302.86 296.87 304.08 300.76 312.79 301.76 303.30 283.96

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