MRCI Online
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| ScenarioSM Study for May Natural Gas(NYM) as of Jan 01, 2010 | |||||||||||
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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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
| Tested Years | 17 | 19 | 19 | 19 | 19 | 19 | 19 | 19 | 19 | 19 | 19 |
| Closed Higher | 11 | 10 | 12 | 10 | 11 | 7 | 6 | 6 | 9 | 12 | 15 |
| Exceeded High | 9 | 6 | 11 | 7 | 8 | 3 | 5 | 6 | 9 | 10 | 14 |
| Scenario Percentage | 82% | 60% | 92% | 70% | 73% | 43% | 83% | 100% | 100% | 83% | 93% |
| Avg Max Increase | 7.33% | 9.82% | 12.68% | 10.31% | 7.89% | 12.07% | 19.52% | 24.80% | 19.75% | 21.73% | 10.80% |
| Max Increase | 16.77% | 27.44% | 41.31% | 23.54% | 14.89% | 22.06% | 31.67% | 62.43% | 43.11% | 54.87% | 35.33% |
| Avg Days To Max Increase | 19 | 14 | 20 | 19 | 17 | 16 | 17 | 19 | 20 | 13 | 15 |
| Avg Max Decline | -1.54% | -2.33% | -2.04% | -1.86% | -4.23% | -1.62% | -1.95% | -1.63% | -4.07% | -3.97% | -4.19% |
| Max Decline | -4.89% | -7.32% | -6.85% | -5.03% | -13.36% | -3.62% | -4.42% | -6.21% | -7.50% | -8.72% | -8.03% |
| Avg Days to Max Decline | 9 | 14 | 10 | 4 | 13 | 2 | 3 | 5 | 9 | 8 | 4 |
| 2009 Contract Condition | Yes | Yes | |||||||||
| Action | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
