MRCI Online
|
| ScenarioSM Study for June Natural Gas(NYM) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 16 | 17 | 17 | 17 | 17 | 17 | 17 | 17 | 17 | 17 | 17 |
| Closed Higher | 8 | 11 | 10 | 9 | 4 | 5 | 6 | 8 | 10 | 13 | 7 |
| Exceeded High | 3 | 10 | 8 | 6 | 2 | 4 | 5 | 8 | 8 | 13 | 5 |
| Scenario Percentage | 38% | 91% | 80% | 67% | 50% | 80% | 83% | 100% | 80% | 100% | 71% |
| Avg Max Increase | 13.46% | 13.46% | 9.37% | 8.28% | 13.86% | 13.84% | 21.06% | 16.86% | 24.30% | 17.56% | 20.42% |
| Max Increase | 27.75% | 40.81% | 22.49% | 14.62% | 16.75% | 26.34% | 49.02% | 34.72% | 54.16% | 52.28% | 43.27% |
| Avg Days To Max Increase | 12 | 20 | 18 | 21 | 23 | 14 | 17 | 22 | 15 | 18 | 16 |
| Avg Max Decline | -1.99% | -2.10% | -2.21% | -4.31% | -1.80% | -3.77% | -1.52% | -3.07% | -2.97% | -4.64% | -3.61% |
| Max Decline | -3.16% | -6.78% | -4.34% | -13.06% | -2.96% | -10.51% | -5.56% | -6.29% | -8.24% | -7.67% | -8.56% |
| Avg Days to Max Decline | 15 | 10 | 8 | 7 | 3 | 22 | 5 | 10 | 6 | 10 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | No | Yes | Yes | |||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
