MRCI Online
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| ScenarioSM Study for April Natural Gas(NYM) as of Sep 16, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 30 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | |
| Closed Higher | 20 | 16 | 15 | 14 | 16 | 17 | 13 | 9 | 12 | 15 | 16 | |
| Exceeded High | 17 | 12 | 10 | 12 | 13 | 14 | 9 | 6 | 9 | 12 | 11 | |
| Scenario Percentage | 85% | 75% | 67% | 86% | 81% | 82% | 69% | 67% | 75% | 80% | 69% | |
| Avg Max Increase | 8.91% | 7.58% | 8.67% | 13.32% | 9.60% | 7.78% | 11.00% | 24.65% | 25.07% | 22.25% | 14.93% | |
| Max Increase | 40.87% | 24.57% | 30.16% | 44.89% | 24.32% | 17.16% | 32.21% | 36.90% | 91.38% | 61.63% | 51.04% | |
| Avg Days To Max Increase | 16 | 18 | 16 | 20 | 18 | 17 | 15 | 24 | 20 | 17 | 19 | |
| Avg Max Decline | -2.45% | -1.52% | -1.91% | -2.95% | -2.54% | -4.11% | -3.70% | -1.94% | -3.33% | -4.06% | -3.35% | |
| Max Decline | -7.88% | -4.92% | -3.97% | -11.95% | -6.23% | -13.58% | -11.26% | -5.51% | -10.03% | -17.28% | -10.23% | |
| Avg Days to Max Decline | 6 | 9 | 9 | 13 | 10 | 17 | 5 | 2 | 8 | 5 | 5 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | 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.
