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 May RBOB Gasoline(NYM) as of Dec 30, 2011
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   6 17 19 21 24 25 26 26 26 26 26
Closed Higher   5 11 11 11 10 14 13 13 17 14 20
Exceeded High   4 11 11 10 8 9 10 13 16 14 15
Scenario Percentage   80% 100% 100% 91% 80% 64% 77% 100% 94% 100% 75%
Avg Max Increase   8.98% 8.72% 10.64% 8.06% 7.81% 11.34% 14.58% 11.67% 13.03% 20.02% 11.09%
Max Increase   14.52% 26.43% 52.64% 28.22% 17.98% 17.01% 24.88% 26.92% 31.39% 47.38% 22.82%
Avg Days To Max Increase   16 16 16 15 16 25 15 18 19 19 19
Avg Max Decline   -0.42% -1.92% -0.99% -0.82% -1.74% -1.74% -1.32% -2.01% -5.18% -3.55% -2.35%
Max Decline   -3.30% -11.73% -7.94% -3.56% -7.87% -5.12% -8.63% -9.31% -17.17% -8.87% -8.55%
Avg Days to Max Decline   2 15 8 10 6 17 4 9 11 9 3
2011 Contract Condition       Yes   Yes Yes Yes Yes Yes Yes Yes
Action       Yes   Yes Yes 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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   6 17 19 21 24 25 26 26 26 26 26
Closed Lower   1 6 8 10 13 11 13 13 9 12 6
Penetrated Low     4 5 5 9 9 11 8 5 8 4
Scenario Percentage   0% 67% 63% 50% 69% 82% 85% 62% 56% 67% 67%
Avg Max Decline     6.13% 11.30% 15.17% 14.97% 14.62% 11.96% 14.06% 15.27% 8.03% 9.46%
Max Decline     11.29% 23.72% 45.12% 51.46% 41.40% 28.66% 40.25% 34.05% 17.21% 14.32%
Avg Days To Max Decline     22 20 21 20 19 19 17 16 11 12
Avg Max Increase     -3.35% -3.15% -0.29% 0.40% -2.32% -1.84% -3.65% -1.09% -4.06% -3.11%
Max Increase     -7.88% -10.59% -2.70% -2.95% -5.02% -12.19% -9.03% -6.84% -10.04% -5.59%
Avg Days to Max Increase     15 15 7 8 3 14 16 6 17 2
2011 Contract Condition   Yes Yes   Yes              
Action   No Yes   No              
High 247.51 250.82 223.81 220.85 228.83 223.36 232.13 238.32 254.61 267.64 304.06 312.00
Low 234.99 201.84 209.30 203.73 201.22 209.74 220.90 220.68 233.65 248.49 257.65 278.00
Close/Last 247.47 214.13 212.11 220.85 207.78 223.36 223.77 229.79 252.89 264.96 290.91 310.77

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