MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for March Natural Gas(NYM) as of May 07, 2004
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years 12 13 14 14 14 14 14 14 14 14 14
Closed Higher 9 9 9 6 7 9 9 6 3 5 6
Exceeded High 9 8 6 2 6 8 6 1 3 5 6
Scenario Percentage 100% 89% 67% 33% 86% 89% 67% 17% 100% 100% 100%
Avg Max Increase 14.65% 12.07% 6.20% 8.13% 11.97% 10.66% 11.96% 46.56% 43.78% 34.64% 18.80%
Max Increase 49.20% 41.19% 14.22% 8.80% 17.85% 21.67% 23.36% 46.56% 57.64% 96.08% 64.14%
Avg Days To Max Increase 20 13 22 27 20 13 18 17 15 13 12
Avg Max Decline -2.27% -2.25% -2.56% -5.49% -2.69% -2.36% -5.55% -6.98% -3.71% -6.06% -4.76%
Max Decline -5.98% -6.93% -6.33% -8.94% -8.17% -5.93% -14.19% -6.98% -13.09% -15.72% -18.55%
Avg Days to Max Decline 8 11 13 19 4 8 14 5 10 6 2
2004 Contract Condition   Yes Yes     Yes       Yes  
Action   Yes Yes     Yes       Yes  
Copyright © 2003 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years 12 13 14 14 14 14 14 14 14 14 14
Closed Lower 3 4 5 8 7 5 5 8 11 9 8
Penetrated Low 3 3 4 5 6 4 5 6 9 8 6
Scenario Percentage 100% 75% 80% 63% 86% 80% 100% 75% 82% 89% 75%
Avg Max Decline 7.37% 6.80% 7.22% 9.15% 6.01% 5.90% 8.75% 13.26% 18.23% 18.66% 26.87%
Max Decline 17.90% 12.62% 17.21% 17.79% 8.94% 12.12% 14.82% 21.62% 29.97% 32.29% 61.68%
Avg Days To Max Decline 19 16 17 18 14 7 25 17 21 21 18
Avg Max Increase -5.03% -3.19% -6.33% -3.38% -3.27% -3.75% -10.14% -2.39% -5.18% -5.50% -7.52%
Max Increase -12.76% -5.72% -13.60% -10.34% -8.18% -10.34% -23.13% -7.42% -13.34% -37.04% -22.13%
Avg Days to Max Increase 8 11 13 15 14 7 16 3 9 5 3
2004 Contract Condition Yes     Yes Yes   Yes Yes Yes   Yes
Action Yes     Yes Yes   Yes Yes No   Yes
High 5.650 5.590 6.200 6.460 5.850 5.650 5.410 5.842 5.240 7.000 7.250
Low 4.990 4.930 5.340 5.640 5.140 5.145 4.930 4.830 4.790 4.990 5.350
Close/Last 5.025 5.475 6.166 5.664 5.223 5.241 5.107 5.014 4.882 5.996 5.397