|
ScenarioSM Study for February 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 | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Tested Years | 16 | 16 | 16 | 17 | 17 | 17 | 17 | 17 | 17 | 17 | 17 |
Closed Higher | 12 | 12 | 10 | 9 | 7 | 10 | 8 | 10 | 8 | 5 | 5 |
Exceeded High | 10 | 12 | 9 | 6 | 2 | 9 | 7 | 8 | 2 | 4 | 3 |
Scenario Percentage | 83% | 100% | 90% | 67% | 29% | 90% | 88% | 80% | 25% | 80% | 60% |
Avg Max Increase | 12.94% | 13.72% | 12.10% | 6.47% | 30.94% | 18.50% | 19.71% | 16.41% | 38.02% | 43.03% | 20.24% |
Max Increase | 31.04% | 47.84% | 40.31% | 13.99% | 46.67% | 62.28% | 27.84% | 34.35% | 63.61% | 61.54% | 22.15% |
Avg Days To Max Increase | 15 | 19 | 14 | 23 | 16 | 20 | 16 | 21 | 23 | 15 | 11 |
Avg Max Decline | -1.41% | -1.88% | -2.15% | -3.09% | -2.89% | -3.52% | -2.07% | -5.34% | -4.88% | -2.45% | 3.87% |
Max Decline | -4.31% | -6.51% | -6.85% | -5.23% | -5.63% | -9.57% | -5.91% | -14.84% | -7.41% | -9.36% | 1.27% |
Avg Days to Max Decline | 8 | 8 | 8 | 17 | 9 | 9 | 6 | 13 | 6 | 1 | 4 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | No | Yes | Yes | Yes | Not Yet |
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.