MRCI Online
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| ScenarioSM Study for March Natural Gas(NYM) as of Aug 18, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
| Tested Years | 31 | 32 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | |
| Closed Higher | 21 | 23 | 16 | 13 | 14 | 17 | 16 | 13 | 10 | 11 | 13 | |
| Exceeded High | 21 | 20 | 12 | 7 | 13 | 15 | 13 | 5 | 6 | 10 | 11 | |
| Scenario Percentage | 100% | 87% | 75% | 54% | 93% | 88% | 81% | 38% | 60% | 91% | 85% | |
| Avg Max Increase | 13.12% | 11.25% | 10.38% | 14.35% | 18.48% | 12.06% | 11.20% | 25.31% | 35.01% | 21.89% | 14.59% | |
| Max Increase | 49.20% | 41.19% | 30.63% | 45.89% | 59.17% | 48.40% | 23.36% | 55.31% | 57.64% | 52.64% | 29.48% | |
| Avg Days To Max Increase | 17 | 15 | 18 | 18 | 21 | 14 | 15 | 13 | 19 | 14 | 12 | |
| Avg Max Decline | -2.37% | -2.59% | -1.59% | -1.95% | -3.99% | -3.42% | -4.36% | -2.85% | -2.57% | -4.22% | -4.22% | |
| Max Decline | -6.69% | -8.60% | -6.33% | -5.69% | -12.61% | -13.02% | -14.19% | -6.98% | -13.09% | -15.72% | -18.55% | |
| Avg Days to Max Decline | 8 | 8 | 7 | 6 | 10 | 9 | 11 | 3 | 9 | 6 | 3 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | No | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
