MRCI Online
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| ScenarioSM Study for October Natural Gas(NYM) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 27 | 27 | 27 | 27 | 27 | 27 | 27 | 28 | 28 | 28 | 28 | |
| Closed Higher | 9 | 7 | 14 | 11 | 17 | 18 | 18 | 14 | 12 | 10 | 12 | |
| Exceeded High | 6 | 6 | 10 | 11 | 13 | 18 | 17 | 9 | 8 | 9 | 9 | |
| Scenario Percentage | 67% | 86% | 71% | 100% | 76% | 100% | 94% | 64% | 67% | 90% | 75% | |
| Avg Max Increase | 8.04% | 11.49% | 14.16% | 14.85% | 17.18% | 13.87% | 12.66% | 14.91% | 17.28% | 27.61% | 15.99% | |
| Max Increase | 15.70% | 26.17% | 40.28% | 29.61% | 45.23% | 50.99% | 44.79% | 25.61% | 73.17% | 68.95% | 32.10% | |
| Avg Days To Max Increase | 14 | 15 | 20 | 24 | 16 | 16 | 15 | 18 | 17 | 15 | 20 | |
| Avg Max Decline | -2.77% | -1.54% | -2.26% | -2.94% | -2.17% | -3.43% | -4.70% | -4.95% | -5.99% | -5.58% | -3.72% | |
| Max Decline | -9.46% | -2.44% | -5.67% | -5.39% | -6.85% | -7.82% | -11.85% | -12.50% | -17.71% | -12.12% | -7.53% | |
| Avg Days to Max Decline | 5 | 10 | 10 | 9 | 6 | 9 | 10 | 9 | 9 | 5 | 6 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | 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.
