MRCI Online
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| ScenarioSM Study for May Natural Gas(NYM) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 22 | 24 | 24 | 24 | 24 | 24 | 24 | 24 | 24 | 24 | 24 | |
| Closed Higher | 13 | 11 | 13 | 11 | 13 | 8 | 7 | 9 | 11 | 14 | 17 | |
| Exceeded High | 10 | 7 | 12 | 8 | 10 | 4 | 6 | 9 | 10 | 11 | 15 | |
| Scenario Percentage | 77% | 64% | 92% | 73% | 77% | 50% | 86% | 100% | 91% | 79% | 88% | |
| Avg Max Increase | 7.43% | 9.35% | 11.86% | 9.54% | 7.44% | 10.46% | 18.70% | 20.49% | 18.95% | 22.07% | 10.75% | |
| 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 | 18 | 18 | 17 | 19 | 18 | 21 | 13 | 15 | |
| Avg Max Decline | -1.51% | -2.28% | -2.80% | -2.07% | -4.30% | -2.34% | -1.91% | -1.94% | -3.76% | -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 | 7 | 15 | 4 | 10 | 6 | 9 | 8 | 4 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | Not Yet | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
