MRCI Online
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| ScenarioSM Study for December Natural Gas(NYM) as of May 10, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 29 | 30 | 30 | 30 | 30 | 31 | 31 | 31 | 31 | 31 | 31 | |
| Closed Higher | 14 | 15 | 18 | 20 | 21 | 13 | 11 | 14 | 16 | 15 | 11 | |
| Exceeded High | 10 | 13 | 14 | 20 | 18 | 8 | 6 | 11 | 13 | 13 | 4 | |
| Scenario Percentage | 71% | 87% | 78% | 100% | 86% | 62% | 55% | 79% | 81% | 87% | 36% | |
| Avg Max Increase | 11.72% | 11.59% | 12.66% | 12.03% | 10.51% | 8.83% | 13.88% | 19.85% | 14.41% | 20.66% | 28.63% | |
| Max Increase | 32.50% | 25.43% | 34.97% | 48.25% | 40.77% | 15.24% | 52.45% | 67.45% | 32.88% | 69.88% | 51.15% | |
| Avg Days To Max Increase | 19 | 24 | 18 | 17 | 15 | 18 | 11 | 20 | 15 | 16 | 10 | |
| Avg Max Decline | -1.55% | -2.36% | -1.99% | -2.58% | -2.74% | -2.46% | -2.29% | -3.97% | -3.41% | -4.99% | -3.39% | |
| Max Decline | -4.82% | -4.63% | -6.82% | -6.82% | -9.58% | -5.95% | -7.11% | -13.32% | -10.20% | -17.06% | -7.26% | |
| Avg Days to Max Decline | 6 | 8 | 4 | 10 | 7 | 9 | 6 | 7 | 10 | 7 | 2 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
