MRCI Online
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| ScenarioSM Study for March Natural Gas(NYM) as of Oct 20, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 27 | 28 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | |
| Closed Higher | 19 | 20 | 14 | 12 | 11 | 14 | 14 | 11 | 9 | 11 | 11 | |
| Exceeded High | 19 | 17 | 10 | 6 | 10 | 12 | 11 | 4 | 6 | 10 | 9 | |
| Scenario Percentage | 100% | 85% | 71% | 50% | 91% | 86% | 79% | 36% | 67% | 91% | 82% | |
| Avg Max Increase | 11.41% | 9.72% | 7.15% | 13.29% | 15.04% | 10.34% | 11.23% | 29.59% | 35.01% | 33.35% | 23.67% | |
| Max Increase | 49.20% | 41.19% | 14.43% | 45.89% | 59.17% | 24.29% | 23.36% | 55.31% | 57.64% | 153.60% | 112.29% | |
| Avg Days To Max Increase | 18 | 16 | 18 | 16 | 21 | 13 | 16 | 15 | 19 | 15 | 14 | |
| Avg Max Decline | -2.50% | -2.51% | -2.00% | -1.99% | -4.23% | -2.60% | -4.38% | -3.15% | -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 | 9 | 8 | 9 | 6 | 10 | 8 | 11 | 3 | 9 | 6 | 3 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | 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.
