MRCI Online
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| ScenarioSM Study for April Natural Gas(NYM) as of Jun 08, 2020 | ||||||||||||
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| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 28 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | |
| Closed Higher | 18 | 15 | 14 | 12 | 14 | 16 | 11 | 9 | 12 | 13 | 15 | |
| Exceeded High | 15 | 11 | 9 | 10 | 11 | 13 | 7 | 6 | 9 | 10 | 11 | |
| Scenario Percentage | 83% | 73% | 64% | 83% | 79% | 81% | 64% | 67% | 75% | 77% | 73% | |
| Avg Max Increase | 8.78% | 6.04% | 7.67% | 11.56% | 8.39% | 7.67% | 12.86% | 24.65% | 25.07% | 22.49% | 14.66% | |
| Max Increase | 40.87% | 14.45% | 30.16% | 44.89% | 22.81% | 17.16% | 32.21% | 36.90% | 91.38% | 61.63% | 51.04% | |
| Avg Days To Max Increase | 16 | 17 | 15 | 20 | 16 | 16 | 15 | 24 | 20 | 15 | 18 | |
| Avg Max Decline | -2.66% | -1.67% | -1.88% | -3.39% | -2.57% | -4.10% | -3.76% | -1.94% | -3.33% | -3.65% | -3.35% | |
| Max Decline | -7.88% | -4.92% | -3.97% | -11.95% | -6.23% | -13.58% | -11.26% | -5.51% | -10.03% | -9.15% | -10.23% | |
| Avg Days to Max Decline | 6 | 10 | 10 | 13 | 9 | 15 | 5 | 2 | 8 | 5 | 5 | |
| 2020 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | No | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
