MRCI Online
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| ScenarioSM Study for April Natural Gas(NYM) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Feb |
| Tested Years | 21 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | |
| Closed Higher | 13 | 14 | 11 | 12 | 10 | 14 | 8 | 5 | 8 | 10 | 12 | |
| Exceeded High | 10 | 10 | 7 | 10 | 8 | 11 | 4 | 4 | 7 | 9 | 10 | |
| Scenario Percentage | 77% | 71% | 64% | 83% | 80% | 79% | 50% | 80% | 88% | 90% | 83% | |
| Avg Max Increase | 11.64% | 6.43% | 9.41% | 11.56% | 10.06% | 8.19% | 13.16% | 29.33% | 27.65% | 23.11% | 15.82% | |
| Max Increase | 40.87% | 14.45% | 30.16% | 44.89% | 22.81% | 17.16% | 32.21% | 36.90% | 91.38% | 61.63% | 51.04% | |
| Avg Days To Max Increase | 13 | 17 | 16 | 20 | 16 | 17 | 17 | 22 | 21 | 14 | 18 | |
| Avg Max Decline | -1.94% | -1.72% | -1.77% | -3.39% | -2.44% | -4.43% | -3.16% | -2.39% | -2.96% | -3.88% | -3.47% | |
| Max Decline | -7.88% | -4.92% | -3.92% | -11.95% | -6.23% | -13.58% | -5.63% | -5.51% | -10.03% | -9.15% | -10.23% | |
| Avg Days to Max Decline | 3 | 10 | 10 | 13 | 4 | 15 | 6 | 3 | 8 | 4 | 4 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | 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.
