MRCI Online
|
| ScenarioSM Study for August Natural Gas(NYM) as of Oct 20, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 29 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | 30 | 30 | |
| Closed Higher | 14 | 15 | 10 | 9 | 11 | 15 | 17 | 19 | 18 | 13 | 12 | |
| Exceeded High | 11 | 11 | 7 | 7 | 8 | 13 | 14 | 19 | 17 | 9 | 5 | |
| Scenario Percentage | 79% | 73% | 70% | 78% | 73% | 87% | 82% | 100% | 94% | 69% | 42% | |
| Avg Max Increase | 8.13% | 6.82% | 8.22% | 10.73% | 16.30% | 14.62% | 17.30% | 14.60% | 14.44% | 15.25% | 9.37% | |
| Max Increase | 23.34% | 15.36% | 15.93% | 26.45% | 41.51% | 29.66% | 48.98% | 52.12% | 47.41% | 28.82% | 18.75% | |
| Avg Days To Max Increase | 19 | 18 | 15 | 21 | 19 | 23 | 17 | 17 | 15 | 19 | 14 | |
| Avg Max Decline | -2.26% | -3.81% | -2.89% | -2.38% | -1.70% | -3.22% | -2.64% | -3.93% | -5.32% | -5.75% | -3.74% | |
| Max Decline | -4.89% | -13.01% | -9.95% | -4.92% | -5.68% | -5.42% | -6.66% | -8.17% | -12.70% | -12.50% | -12.28% | |
| Avg Days to Max Decline | 9 | 10 | 6 | 18 | 7 | 10 | 9 | 13 | 10 | 12 | 5 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | Yes | |||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
