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MRCI's ScenarioSM Study
ScenarioSM Study for May Natural Gas(NYM) as of Jan 31, 2005
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years 14 14 14 14 14 14 14 14 14 14 14
Closed Higher 7 8 9 8 4 4 5 6 10 11 9
Exceeded High 3 7 6 6 1 4 5 6 8 10  
Scenario Percentage 43% 88% 67% 75% 25% 100% 100% 100% 80% 91% 0%
Avg Max Increase 6.89% 12.09% 8.71% 6.48% 22.06% 22.03% 23.13% 19.56% 23.09% 12.06%  
Max Increase 8.87% 33.28% 23.54% 13.64% 22.06% 31.67% 54.48% 36.11% 54.87% 35.33%  
Avg Days To Max Increase 18 21 18 18 17 20 17 22 13 15  
Avg Max Decline -3.21% -1.86% -1.89% -4.80% -3.62% -2.10% -1.89% -3.80% -3.64% -3.37%  
Max Decline -7.32% -6.85% -5.03% -13.36% -3.62% -4.42% -6.21% -7.50% -8.72% -7.52%  
Avg Days to Max Decline 15 8 4 13 5 4 5 10 8 3  
2005 Contract Condition   Yes   Yes Yes     Yes      
Action   Yes   Yes No     Not Yet      
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Some data provided by Prophetfinance.com
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years 14 14 14 14 14 14 14 14 14 14 14
Closed Lower 7 6 5 5 10 10 9 8 4 3 5
Penetrated Low 5 4 4 5 7 8 8 5 2 2 5
Scenario Percentage 71% 67% 80% 100% 70% 80% 89% 63% 50% 67% 100%
Avg Max Decline 6.67% 5.40% 5.07% 5.64% 11.49% 12.91% 11.11% 6.93% 4.45% 3.67% 100.00%
Max Decline 12.50% 8.21% 10.08% 9.47% 16.84% 22.83% 17.49% 10.54% 6.24% 3.88% 100.00%
Avg Days To Max Decline 18 16 13 27 23 21 16 16 17 14 1
Avg Max Increase -3.08% -1.87% -2.35% -6.92% -1.60% -3.59% -2.93% -5.92% -6.56% -6.96% 100.00%
Max Increase -12.65% -3.75% -6.61% -20.13% -3.01% -9.12% -16.97% -13.73% -11.73% -11.84% 100.00%
Avg Days to Max Increase 15 4 11 21 7 8 7 4 13 5 1
2005 Contract Condition Yes   Yes     Yes Yes        
Action No   Yes     Yes Yes        
High 6.020 6.100 6.150 6.580 7.350 7.200 6.750 6.550      
Low 5.720 5.780 5.890 5.770 6.280 6.450 6.090 5.750      
Close/Last 5.821 6.087 5.890 6.419 7.093 6.680 6.090 6.376