MRCI Online
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| ScenarioSM Study for February Natural Gas(NYM) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Dec |
| Tested Years | 22 | 22 | 22 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | |
| Closed Higher | 14 | 15 | 14 | 12 | 9 | 11 | 8 | 13 | 10 | 5 | 8 | |
| Exceeded High | 12 | 15 | 13 | 9 | 4 | 10 | 7 | 11 | 3 | 4 | 6 | |
| Scenario Percentage | 86% | 100% | 93% | 75% | 44% | 91% | 88% | 85% | 30% | 80% | 75% | |
| Avg Max Increase | 12.88% | 12.62% | 10.87% | 7.80% | 17.67% | 16.89% | 19.71% | 14.19% | 26.82% | 43.03% | 15.74% | |
| Max Increase | 31.04% | 47.84% | 40.31% | 14.47% | 46.67% | 62.28% | 27.84% | 34.35% | 63.61% | 61.54% | 22.15% | |
| Avg Days To Max Increase | 16 | 18 | 15 | 19 | 16 | 21 | 16 | 19 | 16 | 15 | 13 | |
| Avg Max Decline | -1.88% | -2.47% | -2.67% | -2.21% | -2.16% | -4.46% | -2.07% | -4.90% | -3.48% | -2.45% | 1.79% | |
| Max Decline | -6.55% | -6.55% | -8.99% | -5.23% | -5.63% | -12.97% | -5.91% | -14.84% | -7.41% | -9.36% | -1.88% | |
| Avg Days to Max Decline | 9 | 8 | 7 | 12 | 8 | 11 | 6 | 12 | 4 | 1 | 5 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | Yes | Yes | Yes | Yes | No | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
