MRCI Online
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| ScenarioSM Study for May Natural Gas(NYM) as of Nov 09, 2020 | ||||||||||||
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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 | 28 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | |
| Closed Higher | 14 | 14 | 14 | 14 | 15 | 11 | 10 | 12 | 13 | 16 | 20 | |
| Exceeded High | 11 | 9 | 13 | 10 | 12 | 7 | 8 | 10 | 11 | 12 | 18 | |
| Scenario Percentage | 79% | 64% | 93% | 71% | 80% | 64% | 80% | 83% | 85% | 75% | 90% | |
| Avg Max Increase | 6.94% | 7.69% | 11.09% | 8.37% | 7.02% | 10.51% | 16.26% | 18.96% | 17.64% | 20.45% | 10.07% | |
| 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 | 15 | 20 | 18 | 17 | 16 | 19 | 18 | 20 | 14 | 16 | |
| Avg Max Decline | -1.47% | -2.31% | -2.99% | -2.08% | -3.90% | -3.27% | -1.64% | -2.07% | -4.01% | -3.65% | -4.08% | |
| Max Decline | -4.89% | -7.32% | -11.20% | -5.03% | -13.36% | -10.81% | -4.42% | -6.21% | -7.50% | -8.72% | -8.03% | |
| Avg Days to Max Decline | 8 | 13 | 12 | 6 | 14 | 6 | 8 | 5 | 8 | 8 | 5 | |
| 2020 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | No | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
