MRCI Online
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| ScenarioSM Study for December Natural Gas(NYM) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 22 | 23 | 23 | 23 | 23 | 24 | 24 | 24 | 24 | 24 | 24 | |
| Closed Higher | 10 | 12 | 15 | 16 | 16 | 12 | 9 | 12 | 12 | 13 | 8 | |
| Exceeded High | 7 | 11 | 13 | 16 | 14 | 7 | 5 | 10 | 10 | 11 | 2 | |
| Scenario Percentage | 70% | 92% | 87% | 100% | 88% | 58% | 56% | 83% | 83% | 85% | 25% | |
| Avg Max Increase | 13.70% | 12.61% | 13.49% | 12.62% | 11.70% | 9.73% | 16.36% | 19.77% | 16.66% | 17.55% | 26.52% | |
| Max Increase | 32.50% | 25.43% | 34.97% | 48.25% | 40.77% | 15.24% | 52.45% | 67.45% | 32.88% | 69.88% | 48.46% | |
| Avg Days To Max Increase | 21 | 25 | 19 | 17 | 14 | 18 | 13 | 20 | 14 | 17 | 11 | |
| Avg Max Decline | -1.13% | -2.32% | -2.09% | -2.73% | -2.52% | -2.56% | -2.56% | -4.43% | -2.42% | -5.46% | -4.22% | |
| Max Decline | -3.50% | -4.39% | -6.82% | -6.82% | -9.58% | -5.95% | -7.11% | -13.32% | -7.45% | -17.06% | -7.26% | |
| Avg Days to Max Decline | 6 | 9 | 5 | 9 | 7 | 10 | 7 | 8 | 7 | 7 | 3 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
