MRCI Online
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| ScenarioSM Study for October Natural Gas(NYM) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 27 | 27 | 27 | 27 | |
| Closed Higher | 8 | 6 | 13 | 11 | 17 | 17 | 17 | 14 | 12 | 10 | 11 | |
| Exceeded High | 5 | 5 | 10 | 11 | 13 | 17 | 16 | 9 | 8 | 9 | 8 | |
| Scenario Percentage | 63% | 83% | 77% | 100% | 76% | 100% | 94% | 64% | 67% | 90% | 73% | |
| Avg Max Increase | 6.51% | 11.61% | 14.16% | 14.85% | 17.18% | 14.35% | 13.19% | 14.91% | 17.28% | 27.61% | 17.47% | |
| Max Increase | 13.84% | 26.17% | 40.28% | 29.61% | 45.23% | 50.99% | 44.79% | 25.61% | 73.17% | 68.95% | 32.10% | |
| Avg Days To Max Increase | 12 | 12 | 20 | 24 | 16 | 16 | 16 | 18 | 17 | 15 | 21 | |
| Avg Max Decline | -1.43% | -1.72% | -2.26% | -2.94% | -2.17% | -3.50% | -4.80% | -4.95% | -5.99% | -5.58% | -3.55% | |
| Max Decline | -4.29% | -2.44% | -5.67% | -5.39% | -6.85% | -7.82% | -11.85% | -12.50% | -17.71% | -12.12% | -7.53% | |
| Avg Days to Max Decline | 4 | 12 | 10 | 9 | 6 | 8 | 11 | 9 | 9 | 5 | 5 | |
| 2016 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.
