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 August Brent Crude Oil(ICE) as of Jan 01, 2016
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   21 21 21 24 24 24 25 26 26 26 26
Closed Higher   10 9 9 11 10 12 16 16 16 11 13
Exceeded High   9 7 7 9 9 11 16 15 15 8 11
Scenario Percentage   90% 78% 78% 82% 90% 92% 100% 94% 94% 73% 85%
Avg Max Increase   9.44% 10.09% 6.94% 6.84% 11.48% 11.94% 11.22% 10.39% 8.11% 11.01% 6.79%
Max Increase   28.49% 19.59% 12.62% 17.55% 21.87% 25.00% 29.20% 25.31% 29.92% 15.42% 10.97%
Avg Days To Max Increase   15 15 15 13 18 11 17 14 14 14 12
Avg Max Decline   -1.27% -1.22% -1.71% -2.10% -2.19% -2.39% -2.54% -3.20% -2.27% -1.51% -1.45%
Max Decline   -4.99% -4.53% -3.45% -8.39% -8.13% -10.75% -15.31% -10.48% -8.63% -4.63% -3.95%
Avg Days to Max Decline   7 6 13 7 7 6 9 9 7 6 4
2015 Contract Condition               Yes   Yes    
Action               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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   21 21 21 24 24 24 25 26 26 26 26
Closed Lower   11 12 12 13 14 12 9 10 10 15 13
Penetrated Low   7 10 10 10 9 5 4 5 5 10 6
Scenario Percentage   64% 83% 83% 77% 64% 42% 44% 50% 50% 67% 46%
Avg Max Decline   14.86% 12.75% 13.63% 12.25% 11.15% 10.63% 8.23% 5.01% 13.72% 9.60% 6.46%
Max Decline   43.27% 45.40% 36.95% 28.96% 23.91% 21.89% 14.91% 12.61% 25.51% 16.69% 13.35%
Avg Days To Max Decline   15 14 19 16 16 14 20 11 20 14 9
Avg Max Increase   -1.21% -0.45% -2.32% -1.46% -3.64% -2.98% -3.84% -1.07% -4.32% -1.88% -0.75%
Max Increase   -8.52% -3.78% -4.76% -10.66% -10.05% -6.85% -9.81% -1.79% -9.51% -3.62% -3.14%
Avg Days to Max Increase   10 8 7 9 8 4 14 8 6 5 2
2015 Contract Condition   Yes Yes Yes Yes Yes Yes   Yes   Yes Yes
Action   Yes Yes Yes Yes Yes No   No   Yes Yes
High 107.60 105.47 104.05 98.46 89.77 76.33 63.79 65.83 65.46 68.10 70.92 66.94
Low 104.84 103.03 97.44 86.65 73.29 60.94 52.32 56.42 55.58 56.87 61.86 61.35
Close/Last 105.36 103.97 97.47 89.29 73.65 62.86 58.06 65.63 57.96 67.99 66.14 63.59

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