Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for October Natural Gas(NYM) as of Jan 01, 2008
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 17 17 17 17 17 17 17 18 18 18 18
Closed Higher 6 5 8 8 13 13 10 9 7 8 9
Exceeded High 3 4 6 8 11 13 9 5 5 8 7
Scenario Percentage 50% 80% 75% 100% 85% 100% 90% 56% 71% 100% 78%
Avg Max Increase 8.61% 11.35% 15.19% 13.93% 16.52% 15.13% 15.10% 11.20% 23.90% 30.00% 18.05%
Max Increase 13.84% 26.17% 40.28% 29.61% 45.23% 50.99% 44.79% 18.93% 73.17% 68.95% 32.10%
Avg Days To Max Increase 12 8 19 25 15 17 14 24 21 17 20
Avg Max Decline -0.81% -1.79% -1.88% -2.70% -1.80% -2.98% -3.35% -6.38% -8.17% -5.70% -3.80%
Max Decline -2.85% -2.44% -3.57% -4.49% -6.23% -6.20% -6.98% -12.50% -17.71% -12.12% -7.53%
Avg Days to Max Decline 3 4 10 9 5 9 8 14 11 6 5
2007 Contract Condition Yes Yes   Yes   Yes Yes        
Action Yes No   Yes   Yes Yes        
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 17 17 17 17 17 17 17 18 18 18 18
Closed Lower 9 10 9 9 4 4 7 9 11 10 9
Penetrated Low 6 8 8 5 1 4 6 8 9 9 8
Scenario Percentage 67% 80% 89% 56% 25% 100% 86% 89% 82% 90% 89%
Avg Max Decline 8.13% 8.17% 6.94% 9.10% 4.15% 10.87% 16.25% 17.33% 15.94% 15.72% 17.73%
Max Decline 13.08% 18.19% 14.54% 24.63% 4.15% 25.09% 34.29% 26.66% 30.41% 29.30% 38.70%
Avg Days To Max Decline 17 10 18 20 19 20 24 23 26 15 15
Avg Max Increase -1.16% -2.51% -1.54% -4.19% -3.08% -4.21% -4.21% -8.02% -7.88% -7.92% -7.42%
Max Increase -3.21% -6.24% -9.20% -10.64% -3.08% -11.44% -10.34% -14.11% -31.42% -14.39% -14.29%
Avg Days to Max Increase 9 9 7 10 7 9 9 15 22 9 9
2007 Contract Condition     Yes   Yes     Yes Yes Yes Yes
Action     Yes   Yes     Yes Yes Yes Yes
High 8.330 8.645 8.520 8.239 8.393 8.368 8.509 8.689 8.527 7.116 7.345
Low 7.620 7.800 6.960 6.947 7.716 7.534 7.841 7.950 6.807 6.043 5.414
Close/Last 7.828 8.641 7.253 8.096 7.860 8.265 8.301 8.240 7.023 6.421 5.468

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy