MRCI Online
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| ScenarioSM Study for May Natural Gas(NYM) as of Dec 30, 2011 | ||||||||||||
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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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
| Tested Years | 19 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | |
| Closed Higher | 13 | 10 | 12 | 10 | 12 | 7 | 6 | 8 | 10 | 12 | 16 | |
| Exceeded High | 10 | 6 | 11 | 7 | 9 | 3 | 5 | 8 | 9 | 10 | 14 | |
| Scenario Percentage | 77% | 60% | 92% | 70% | 75% | 43% | 83% | 100% | 90% | 83% | 88% | |
| Avg Max Increase | 7.43% | 9.82% | 12.68% | 10.31% | 7.50% | 12.07% | 19.52% | 20.62% | 19.75% | 21.73% | 10.66% | |
| 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 | 18 | 20 | 13 | 15 | |
| Avg Max Decline | -1.51% | -2.33% | -2.04% | -1.86% | -4.40% | -1.62% | -1.95% | -1.43% | -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 | 12 | 2 | 3 | 5 | 9 | 8 | 4 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | Yes | No | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
