MRCI Online
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| ScenarioSM Study for April NY Harbor ULSD(NYM) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 21 | 23 | 28 | 28 | 29 | 30 | 30 | 30 | 31 | 31 | 31 | |
| Closed Higher | 15 | 11 | 15 | 18 | 16 | 18 | 16 | 12 | 16 | 13 | 14 | |
| Exceeded High | 13 | 9 | 15 | 16 | 15 | 12 | 11 | 9 | 15 | 9 | 14 | |
| Scenario Percentage | 87% | 82% | 100% | 89% | 94% | 67% | 69% | 75% | 94% | 69% | 100% | |
| Avg Max Increase | 7.52% | 10.43% | 9.97% | 10.87% | 8.91% | 8.17% | 10.53% | 15.17% | 10.07% | 14.55% | 10.48% | |
| Max Increase | 30.75% | 26.14% | 23.82% | 59.17% | 31.26% | 19.36% | 23.56% | 28.14% | 37.61% | 28.18% | 27.13% | |
| Avg Days To Max Increase | 16 | 19 | 18 | 16 | 15 | 15 | 22 | 15 | 17 | 13 | 17 | |
| Avg Max Decline | -1.94% | -1.03% | -3.05% | -0.98% | -1.68% | -1.73% | -2.85% | -2.55% | -3.36% | -3.22% | -2.87% | |
| Max Decline | -6.43% | -4.54% | -14.40% | -7.62% | -8.59% | -8.11% | -8.29% | -8.28% | -10.05% | -8.26% | -9.12% | |
| Avg Days to Max Decline | 7 | 9 | 14 | 9 | 9 | 6 | 15 | 5 | 13 | 7 | 5 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | No | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
