|
ScenarioSM Study for May Natural Gas(NYM) as of Jan 01, 2014 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 21 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | |
Closed Higher | 13 | 11 | 13 | 10 | 13 | 8 | 6 | 8 | 10 | 13 | 17 | |
Exceeded High | 10 | 7 | 12 | 7 | 10 | 4 | 5 | 8 | 9 | 11 | 15 | |
Scenario Percentage | 77% | 64% | 92% | 70% | 77% | 50% | 83% | 100% | 90% | 85% | 88% | |
Avg Max Increase | 7.43% | 9.35% | 11.86% | 10.31% | 7.44% | 10.46% | 19.52% | 20.62% | 19.75% | 22.07% | 10.36% | |
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 | 17 | 20 | 19 | 18 | 17 | 17 | 18 | 20 | 13 | 15 | |
Avg Max Decline | -1.51% | -2.28% | -2.80% | -1.86% | -4.30% | -2.34% | -1.95% | -1.43% | -4.07% | -3.80% | -4.18% | |
Max Decline | -4.89% | -7.32% | -11.20% | -5.03% | -13.36% | -4.50% | -4.42% | -6.21% | -7.50% | -8.72% | -8.03% | |
Avg Days to Max Decline | 9 | 12 | 12 | 4 | 15 | 4 | 3 | 5 | 9 | 8 | 4 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Yes |
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.