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ScenarioSM Study for January Natural Gas(NYM) as of Jan 01, 2008 | |||||||||||
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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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 16 | 17 | 17 | 17 | 18 | 18 | 18 | 18 | 18 | 18 | 18 |
Closed Higher | 11 | 13 | 13 | 12 | 10 | 8 | 10 | 10 | 12 | 8 | 4 |
Exceeded High | 10 | 11 | 13 | 9 | 6 | 3 | 9 | 8 | 10 | 3 | 3 |
Scenario Percentage | 91% | 85% | 100% | 75% | 60% | 38% | 90% | 80% | 83% | 38% | 75% |
Avg Max Increase | 10.40% | 12.09% | 12.70% | 14.27% | 6.69% | 28.06% | 19.95% | 18.58% | 17.04% | 29.44% | 55.63% |
Max Increase | 24.83% | 31.64% | 47.87% | 40.48% | 14.63% | 48.16% | 64.91% | 28.43% | 50.25% | 70.50% | 84.34% |
Avg Days To Max Increase | 22 | 16 | 19 | 15 | 20 | 19 | 21 | 14 | 18 | 17 | 22 |
Avg Max Decline | -2.01% | -1.67% | -2.07% | -1.71% | -3.70% | -3.75% | -3.42% | -2.35% | -5.09% | -3.37% | -3.70% |
Max Decline | -3.69% | -4.73% | -6.57% | -4.41% | -6.74% | -5.99% | -10.22% | -6.31% | -15.91% | -6.78% | -11.07% |
Avg Days to Max Decline | 9 | 6 | 10 | 3 | 20 | 10 | 8 | 6 | 10 | 4 | 1 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | No | Yes | Yes | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.