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ScenarioSM Study for March Natural Gas(NYM) as of Sep 16, 2022 | ||||||||||||
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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 | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
Tested Years | 30 | 31 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | |
Closed Higher | 20 | 22 | 15 | 13 | 13 | 16 | 16 | 13 | 9 | 11 | 13 | |
Exceeded High | 20 | 19 | 11 | 7 | 12 | 14 | 13 | 5 | 6 | 10 | 11 | |
Scenario Percentage | 100% | 86% | 73% | 54% | 92% | 88% | 81% | 38% | 67% | 91% | 85% | |
Avg Max Increase | 11.62% | 9.96% | 9.28% | 14.35% | 18.38% | 12.67% | 11.20% | 25.31% | 35.01% | 21.89% | 14.59% | |
Max Increase | 49.20% | 41.19% | 30.63% | 45.89% | 59.17% | 48.40% | 23.36% | 55.31% | 57.64% | 52.64% | 29.48% | |
Avg Days To Max Increase | 17 | 16 | 19 | 18 | 22 | 14 | 15 | 13 | 19 | 14 | 12 | |
Avg Max Decline | -2.41% | -2.36% | -1.78% | -1.95% | -3.74% | -2.74% | -4.36% | -2.85% | -2.57% | -4.22% | -4.22% | |
Max Decline | -6.69% | -8.60% | -6.33% | -5.69% | -12.61% | -7.33% | -14.19% | -6.98% | -13.09% | -15.72% | -18.55% | |
Avg Days to Max Decline | 8 | 8 | 8 | 6 | 10 | 9 | 11 | 3 | 9 | 6 | 3 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.