MRCI Online
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| ScenarioSM Study for November Natural Gas(NYM) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Sep |
| Tested Years | 24 | 24 | 24 | 24 | 24 | 24 | 25 | 25 | 25 | 25 | 25 | |
| Closed Higher | 7 | 11 | 12 | 16 | 16 | 16 | 13 | 10 | 11 | 12 | 14 | |
| Exceeded High | 5 | 8 | 12 | 13 | 16 | 13 | 8 | 5 | 9 | 10 | 13 | |
| Scenario Percentage | 71% | 73% | 100% | 81% | 100% | 81% | 62% | 50% | 82% | 83% | 93% | |
| Avg Max Increase | 11.20% | 14.70% | 13.08% | 15.22% | 13.52% | 12.95% | 9.66% | 21.79% | 23.70% | 16.23% | 10.84% | |
| Max Increase | 25.82% | 36.54% | 27.29% | 40.36% | 49.68% | 42.55% | 17.99% | 61.21% | 71.77% | 36.43% | 25.39% | |
| Avg Days To Max Increase | 12 | 21 | 25 | 19 | 16 | 14 | 19 | 24 | 19 | 13 | 17 | |
| Avg Max Decline | -1.15% | -1.34% | -2.60% | -1.97% | -2.88% | -3.82% | -5.84% | -6.04% | -6.20% | -3.30% | -5.15% | |
| Max Decline | -2.54% | -5.09% | -5.09% | -7.06% | -7.12% | -11.02% | -16.13% | -16.70% | -20.10% | -7.84% | -14.71% | |
| Avg Days to Max Decline | 10 | 7 | 13 | 6 | 7 | 8 | 13 | 11 | 10 | 8 | 5 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | 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.
