MRCI Online
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| ScenarioSM Study for February Natural Gas(NYM) as of May 09, 2024 | ||||||||||||
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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 | Dec |
| Tested Years | 33 | 33 | 33 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | |
| Closed Higher | 18 | 21 | 22 | 15 | 13 | 14 | 16 | 16 | 14 | 11 | 11 | |
| Exceeded High | 14 | 21 | 20 | 12 | 7 | 13 | 12 | 14 | 5 | 7 | 8 | |
| Scenario Percentage | 78% | 100% | 91% | 80% | 54% | 93% | 75% | 88% | 36% | 64% | 73% | |
| Avg Max Increase | 12.28% | 13.88% | 10.86% | 10.36% | 14.35% | 20.31% | 17.32% | 16.90% | 28.00% | 35.07% | 16.23% | |
| Max Increase | 31.04% | 56.77% | 40.31% | 32.99% | 46.67% | 62.28% | 47.15% | 57.18% | 63.61% | 61.54% | 28.65% | |
| Avg Days To Max Increase | 16 | 17 | 15 | 19 | 16 | 22 | 16 | 16 | 13 | 20 | 14 | |
| Avg Max Decline | -1.71% | -2.28% | -2.98% | -1.73% | -2.35% | -4.21% | -2.75% | -4.49% | -3.09% | -4.10% | -0.00% | |
| Max Decline | -6.55% | -6.55% | -10.66% | -5.23% | -5.63% | -12.97% | -8.02% | -14.84% | -7.41% | -15.50% | -6.55% | |
| Avg Days to Max Decline | 8 | 8 | 7 | 9 | 10 | 11 | 9 | 11 | 3 | 7 | 5 | |
| 2024 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | No | No | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
