MRCI Online
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| ScenarioSM Study for June Natural Gas(NYM) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 24 | 25 | 25 | 25 | 25 | 25 | 25 | 25 | 25 | 25 | 25 | |
| Closed Higher | 10 | 13 | 12 | 12 | 6 | 6 | 10 | 12 | 14 | 16 | 13 | |
| Exceeded High | 5 | 11 | 9 | 9 | 4 | 5 | 9 | 11 | 10 | 16 | 9 | |
| Scenario Percentage | 50% | 85% | 75% | 75% | 67% | 83% | 90% | 92% | 71% | 100% | 69% | |
| Avg Max Increase | 9.71% | 12.48% | 8.79% | 7.70% | 8.72% | 13.91% | 18.21% | 17.42% | 23.92% | 16.26% | 16.29% | |
| Max Increase | 27.75% | 40.81% | 22.49% | 14.62% | 16.75% | 26.34% | 49.02% | 34.72% | 54.16% | 52.28% | 43.27% | |
| Avg Days To Max Increase | 14 | 21 | 18 | 19 | 17 | 17 | 18 | 22 | 17 | 16 | 15 | |
| Avg Max Decline | -1.71% | -2.91% | -2.31% | -4.10% | -2.15% | -3.35% | -1.70% | -3.23% | -3.29% | -4.83% | -2.92% | |
| Max Decline | -3.16% | -10.98% | -4.34% | -13.06% | -4.32% | -10.51% | -5.83% | -6.29% | -8.24% | -9.02% | -8.56% | |
| Avg Days to Max Decline | 10 | 12 | 11 | 12 | 4 | 26 | 8 | 9 | 7 | 7 | 3 | |
| 2015 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | No | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
