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ScenarioSM Study for October 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 29 | 29 | 29 | 29 | 29 | 29 | 29 | 30 | 30 | 30 | 30 | |
Closed Higher | 10 | 9 | 14 | 13 | 18 | 19 | 18 | 15 | 12 | 10 | 14 | |
Exceeded High | 7 | 7 | 10 | 12 | 14 | 19 | 17 | 10 | 8 | 9 | 11 | |
Scenario Percentage | 70% | 78% | 71% | 92% | 78% | 100% | 94% | 67% | 67% | 90% | 79% | |
Avg Max Increase | 8.03% | 10.58% | 14.16% | 14.00% | 16.14% | 13.42% | 12.66% | 13.68% | 17.28% | 26.84% | 14.69% | |
Max Increase | 15.70% | 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 | 14 | 16 | 20 | 23 | 17 | 17 | 15 | 18 | 17 | 15 | 20 | |
Avg Max Decline | -2.76% | -2.05% | -2.26% | -3.12% | -2.10% | -3.48% | -4.70% | -4.68% | -5.99% | -5.58% | -3.62% | |
Max Decline | -9.46% | -5.13% | -5.67% | -5.39% | -6.85% | -7.82% | -11.85% | -12.50% | -17.71% | -12.12% | -7.53% | |
Avg Days to Max Decline | 7 | 13 | 10 | 9 | 7 | 11 | 10 | 9 | 9 | 5 | 6 | |
2019 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.