MRCI Online
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| ScenarioSM Study for January Natural Gas(NYM) as of Jan 01, 2010 | |||||||||||
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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 | 18 | 19 | 19 | 19 | 20 | 20 | 20 | 20 | 20 | 20 | 20 |
| Closed Higher | 12 | 14 | 14 | 13 | 12 | 9 | 10 | 10 | 13 | 8 | 4 |
| Exceeded High | 11 | 12 | 14 | 10 | 8 | 4 | 9 | 8 | 11 | 3 | 3 |
| Scenario Percentage | 92% | 86% | 100% | 77% | 67% | 44% | 90% | 80% | 85% | 38% | 75% |
| Avg Max Increase | 11.73% | 12.56% | 13.09% | 14.87% | 8.05% | 21.48% | 19.95% | 18.58% | 15.95% | 29.44% | 56.39% |
| Max Increase | 25.04% | 31.64% | 47.87% | 40.48% | 14.74% | 48.16% | 64.91% | 28.43% | 50.25% | 70.50% | 84.34% |
| Avg Days To Max Increase | 21 | 17 | 19 | 16 | 17 | 14 | 21 | 14 | 18 | 17 | 22 |
| Avg Max Decline | -2.14% | -2.10% | -2.39% | -1.79% | -2.99% | -3.09% | -3.42% | -2.35% | -5.32% | -3.37% | -3.70% |
| Max Decline | -3.69% | -6.85% | -6.57% | -4.41% | -6.74% | -5.99% | -10.22% | -6.31% | -15.91% | -6.78% | -11.07% |
| Avg Days to Max Decline | 8 | 7 | 9 | 2 | 15 | 8 | 8 | 6 | 9 | 4 | 1 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | 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.
