MRCI Online
|
| ScenarioSM Study for April Natural Gas(NYM) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 25 | 27 | 27 | 27 | 27 | 27 | 27 | 27 | 27 | 27 | 27 | |
| Closed Higher | 17 | 14 | 13 | 12 | 12 | 14 | 9 | 7 | 11 | 11 | 14 | |
| Exceeded High | 14 | 10 | 8 | 10 | 9 | 11 | 5 | 6 | 9 | 10 | 10 | |
| Scenario Percentage | 82% | 71% | 62% | 83% | 75% | 79% | 56% | 86% | 82% | 91% | 71% | |
| Avg Max Increase | 9.36% | 6.43% | 8.41% | 11.56% | 9.43% | 8.19% | 14.30% | 24.65% | 25.07% | 22.80% | 16.12% | |
| 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 | 16 | 17 | 14 | 20 | 16 | 17 | 19 | 24 | 20 | 16 | 19 | |
| Avg Max Decline | -2.69% | -1.72% | -1.62% | -3.39% | -2.62% | -4.43% | -4.78% | -1.94% | -3.33% | -3.65% | -3.47% | |
| Max Decline | -7.88% | -4.92% | -3.92% | -11.95% | -6.23% | -13.58% | -11.26% | -5.51% | -10.03% | -9.15% | -10.23% | |
| Avg Days to Max Decline | 6 | 10 | 9 | 13 | 6 | 15 | 6 | 2 | 8 | 5 | 4 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | No | |||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
