MRCI Online
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| ScenarioSM Study for February Natural Gas(NYM) as of Jan 01, 2010 | |||||||||||
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| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Tested Years | 18 | 18 | 18 | 19 | 19 | 19 | 19 | 19 | 19 | 19 | 19 |
| Closed Higher | 14 | 14 | 12 | 10 | 8 | 10 | 8 | 11 | 9 | 5 | 6 |
| Exceeded High | 12 | 14 | 11 | 7 | 3 | 9 | 7 | 9 | 3 | 4 | 4 |
| Scenario Percentage | 86% | 100% | 92% | 70% | 38% | 90% | 88% | 82% | 33% | 80% | 67% |
| Avg Max Increase | 12.88% | 13.23% | 11.95% | 7.61% | 21.15% | 18.50% | 19.71% | 15.86% | 26.82% | 43.03% | 18.52% |
| Max Increase | 31.04% | 47.84% | 40.31% | 14.47% | 46.67% | 62.28% | 27.84% | 34.35% | 63.61% | 61.54% | 22.15% |
| Avg Days To Max Increase | 16 | 19 | 16 | 20 | 11 | 20 | 16 | 19 | 16 | 15 | 12 |
| Avg Max Decline | -1.88% | -2.30% | -2.20% | -2.43% | -2.20% | -3.52% | -2.07% | -5.21% | -3.48% | -2.45% | 2.96% |
| Max Decline | -6.55% | -6.55% | -6.85% | -5.23% | -5.63% | -9.57% | -5.91% | -14.84% | -7.41% | -9.36% | 0.23% |
| Avg Days to Max Decline | 9 | 8 | 6 | 15 | 7 | 9 | 6 | 14 | 4 | 1 | 4 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
