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 Jun 23, 2023
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   39 39 39 41 43 43 44 45 45 45 45
Closed Higher   28 23 24 22 17 16 27 18 26 24 23
Exceeded High   25 15 19 14 12 15 23 16 23 18 18
Scenario Percentage   89% 65% 79% 64% 71% 94% 85% 89% 88% 75% 78%
Avg Max Increase   17.14% 13.54% 10.07% 12.06% 9.89% 13.54% 11.76% 12.79% 12.98% 15.28% 11.34%
Max Increase   53.95% 31.10% 25.15% 34.77% 22.74% 32.52% 33.42% 41.40% 35.19% 44.44% 22.29%
Avg Days To Max Increase   17 18 18 17 17 17 14 14 15 12 13
Avg Max Decline   -1.83% -1.93% -1.31% -3.67% -4.76% -1.28% -3.22% -1.93% -3.14% -2.22% -0.61%
Max Decline   -8.33% -11.25% -5.29% -11.27% -14.96% -10.16% -9.56% -4.49% -15.38% -13.14% -4.08%
Avg Days to Max Decline   9 7 4 12 11 7 9 5 9 5 3
2022 Contract Condition   Yes Yes   Yes     Yes   Yes   Yes
Action   Yes Yes   No     Yes   Yes   Not Yet
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   39 39 39 41 43 43 44 45 45 45 45
Closed Lower   11 16 14 19 26 27 17 26 19 21 22
Penetrated Low   7 9 10 17 17 20 15 19 14 12 15
Scenario Percentage   64% 56% 71% 89% 65% 74% 88% 73% 74% 57% 68%
Avg Max Decline   4.99% 7.75% 9.92% 10.86% 11.51% 9.61% 15.44% 13.93% 13.24% 12.55% 7.94%
Max Decline   9.42% 15.89% 18.68% 33.11% 26.56% 22.89% 48.95% 46.20% 22.18% 26.53% 20.57%
Avg Days To Max Decline   14 15 12 16 16 15 19 17 16 12 11
Avg Max Increase   -4.21% -2.44% -4.34% -1.55% -2.06% -2.51% -1.92% -3.26% -4.69% -5.43% -1.87%
Max Increase   -12.92% -7.05% -15.44% -10.14% -8.54% -11.32% -12.37% -13.52% -16.67% -19.42% -8.68%
Avg Days to Max Increase   13 9 12 8 8 6 7 10 11 8 3
2022 Contract Condition       Yes   Yes Yes   Yes   Yes  
Action       Yes   Yes No   Yes   Yes  
High 2006.80 2378.70 2502.90 3250.00 2462.60 2248.80 2052.20 2186.50 2305.00 2280.00 2360.00 2113.50
Low 1559.70 1833.90 2201.80 2114.00 2127.00 1896.30 1782.50 1837.00 1961.50 1943.00 1808.50 1759.50
Close/Last 1920.30 2359.00 2502.90 2255.10 2317.60 2013.60 1923.80 2146.50 2078.90 2182.20 1831.70 1845.00

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