Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for March Natural Gas(NYM) as of Nov 30, 2017
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 Jan
Tested Years   25 26 27 27 27 27 27 27 27 27 27
Closed Higher   17 19 13 12 11 12 14 10 8 11 10
Exceeded High   17 16 9 6 10 10 11 3 6 10 9
Scenario Percentage   100% 84% 69% 50% 91% 83% 79% 30% 75% 91% 90%
Avg Max Increase   12.22% 10.15% 7.62% 13.29% 15.04% 11.41% 11.23% 21.02% 35.01% 33.35% 23.67%
Max Increase   49.20% 41.19% 14.43% 45.89% 59.17% 24.29% 23.36% 46.56% 57.64% 153.60% 112.29%
Avg Days To Max Increase   17 16 18 16 21 13 16 16 19 15 14
Avg Max Decline   -2.49% -2.50% -2.05% -1.99% -4.23% -2.29% -4.38% -3.34% -2.57% -4.22% -5.22%
Max Decline   -6.69% -8.60% -6.33% -5.69% -12.61% -5.93% -14.19% -6.98% -13.09% -15.72% -18.55%
Avg Days to Max Decline   8 8 9 6 10 8 11 4 9 6 3
2018 Contract Condition   Yes Yes       Yes          
Action   Yes Yes       Yes          
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   25 26 27 27 27 27 27 27 27 27 27
Closed Lower   8 7 14 15 16 15 13 17 19 16 17
Penetrated Low   8 5 11 11 14 13 12 14 16 15 13
Scenario Percentage   100% 71% 79% 73% 88% 87% 92% 82% 84% 94% 76%
Avg Max Decline   5.71% 5.27% 8.23% 10.83% 10.18% 11.62% 12.06% 16.11% 18.82% 18.28% 13.77%
Max Decline   17.90% 12.62% 17.21% 17.79% 23.20% 29.22% 20.59% 26.00% 36.08% 39.26% 29.56%
Avg Days To Max Decline   21 18 19 22 17 17 22 18 18 17 20
Avg Max Increase   -4.74% -3.71% -4.84% -3.33% -3.03% -2.97% -6.77% -5.11% -4.00% -4.71% -5.95%
Max Increase   -12.76% -7.89% -13.60% -10.34% -8.44% -10.67% -23.13% -26.05% -13.34% -37.04% -22.13%
Avg Days to Max Increase   14 9 10 16 8 11 11 7 6 5 3
2018 Contract Condition       Yes Yes Yes   Yes Yes Yes    
Action       Yes Yes Yes   Yes Yes Not Yet    
High 3.568 3.485 3.572 3.607 3.350 3.339 3.283 3.391 3.279 3.272    
Low 3.113 3.207 3.404 3.305 3.149 3.109 3.093 3.184 2.988 2.894    
Close/Last 3.225 3.422 3.507 3.313 3.268 3.119 3.279 3.249 3.000 2.999    

Banner

Newsflash

Historically Successful Trading Strategies Are Available in MRCI's Energy Report!

Visit our Facebook Page for a free sample strategy!