MRCI Online
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| ScenarioSM Study for August Natural Gas(NYM) as of Jan 01, 2008 | |||||||||||
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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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 17 | 17 | 17 | 17 | 17 | 17 | 17 | 17 | 17 | 18 | 18 |
| Closed Higher | 10 | 11 | 6 | 5 | 5 | 9 | 12 | 13 | 10 | 8 | 7 |
| Exceeded High | 8 | 7 | 3 | 4 | 4 | 9 | 11 | 13 | 9 | 5 | 2 |
| Scenario Percentage | 80% | 64% | 50% | 80% | 80% | 100% | 92% | 100% | 90% | 62% | 29% |
| Avg Max Increase | 9.88% | 7.62% | 8.91% | 11.53% | 19.56% | 14.52% | 17.76% | 16.77% | 17.25% | 13.71% | 13.26% |
| Max Increase | 23.34% | 15.36% | 13.57% | 26.45% | 41.51% | 29.66% | 48.98% | 52.12% | 47.41% | 23.43% | 18.75% |
| Avg Days To Max Increase | 20 | 19 | 17 | 16 | 18 | 25 | 16 | 17 | 13 | 21 | 19 |
| Avg Max Decline | -2.19% | -4.38% | -1.10% | -2.32% | -0.52% | -2.89% | -2.51% | -3.54% | -4.18% | -6.97% | -6.37% |
| Max Decline | -4.89% | -13.01% | -2.65% | -4.16% | -4.20% | -4.76% | -6.53% | -6.38% | -11.03% | -12.50% | -12.28% |
| Avg Days to Max Decline | 8 | 6 | 2 | 12 | 4 | 11 | 8 | 12 | 8 | 16 | 6 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
