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 Palladium(NYMEX) 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   28 29 29 31 33 33 34 35 35 35 35
Closed Higher   22 14 19 13 13 12 20 12 17 19 16
Exceeded High   19 9 14 9 8 11 16 10 15 14 13
Scenario Percentage   86% 64% 74% 69% 62% 92% 80% 83% 88% 74% 81%
Avg Max Increase   17.11% 13.62% 10.84% 15.48% 10.42% 13.81% 12.57% 14.08% 15.07% 18.45% 14.50%
Max Increase   53.95% 31.10% 25.15% 34.77% 18.77% 32.52% 33.42% 41.40% 35.19% 44.44% 22.29%
Avg Days To Max Increase   17 17 18 18 18 17 15 13 14 9 11
Avg Max Decline   -1.72% -2.74% -1.19% -3.71% -5.69% -1.48% -3.13% -1.53% -2.35% -2.07% -0.11%
Max Decline   -8.33% -11.25% -5.29% -11.27% -14.96% -10.16% -9.56% -4.49% -6.33% -13.14% -3.52%
Avg Days to Max Decline   6 7 2 14 13 6 12 3 8 4 1
2011 Contract Condition   Yes     Yes     Yes     Yes  
Action   Yes     Yes     No     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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   28 29 29 31 33 33 34 35 35 35 35
Closed Lower   6 15 9 18 20 21 14 22 17 16 19
Penetrated Low   4 9 7 16 14 16 12 16 12 11 12
Scenario Percentage   67% 60% 78% 89% 70% 76% 86% 73% 71% 69% 63%
Avg Max Decline   5.35% 7.93% 11.06% 11.82% 11.05% 8.29% 13.99% 13.28% 14.07% 12.75% 8.64%
Max Decline   9.42% 15.89% 18.68% 33.11% 26.56% 21.01% 48.95% 46.20% 22.18% 26.53% 20.57%
Avg Days To Max Decline   10 15 13 15 15 13 18 15 16 12 11
Avg Max Increase   -4.62% -1.73% -3.65% -1.25% -2.09% -2.41% -2.11% -2.49% -3.67% -4.53% -1.15%
Max Increase   -12.92% -7.05% -15.44% -6.16% -8.54% -11.32% -12.37% -8.38% -8.93% -19.42% -3.47%
Avg Days to Max Increase   8 6 7 6 9 6 7 8 8 7 2
2011 Contract Condition     Yes Yes   Yes Yes   Yes Yes   Yes
Action     Yes Yes   No Yes   Yes Yes   Not Yet
High 802.90 823.90 861.15 825.30 797.20 794.85 820.25 848.00 848.00 794.80 683.70 679.65
Low 730.20 751.35 778.40 706.00 734.10 705.50 725.85 749.00 710.60 605.00 535.00 565.60
Close/Last 802.90 823.90 801.80 770.65 795.15 782.30 761.80 829.15 790.45 614.55 651.15 610.00

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