Aboy Market Research

Evidence-based market research: energy, commodities, equities

:: Introduction

:: For those with limited background in energy markets, futures, bonds, and equity markets it may be beneficial to check the the "Fundamentals" section first. Feel free to email me questions you would like me to cover in future blog entries.
:: If you are an experienced trader you may want to select the "Commodity Monthly Analysis" category directly.
:: I also plan to show the results and discussion of one trading strategy per month (members area).

:: Categories

Metal Commodities

Seasonal Analysis
Proprietary Indicators

Proprietary Strategies

Classical Strategies

Classical Indicators

Risk-Management

Fundamentals
Investment

On-Going Research

Stocks

2009

2008

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Seasonal Analysis of Crude Oil

May/16/2009 14:15 Filed in: Energy Markets | Seasonal Analysis | Proprietary Indicators | Commodity Monthly Analysis

Below a show the results of my study on seasonal tendencies of crude oil (Crude Oil NY). The chart shows the price of crude oil from March 2005 to May 2009 (top plot) and the associated Aboy Seasonal Indicator developed from the daily crude oil time series from 1990 to 2007 (bottom plot in blue). As shown below there are strong seasonal tendencies is this energy commodity. Crude oil yearly lows typically occur around the first week of February and market highs around the last week of July and first week of August.

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