MRCI Online
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| ScenarioSM Study for June Natural Gas(NYM) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Apr |
| Tested Years | 27 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | |
| Closed Higher | 12 | 14 | 13 | 13 | 7 | 8 | 12 | 13 | 14 | 19 | 15 | |
| Exceeded High | 6 | 12 | 10 | 10 | 5 | 6 | 10 | 11 | 10 | 19 | 10 | |
| Scenario Percentage | 50% | 86% | 77% | 77% | 71% | 75% | 83% | 85% | 71% | 100% | 67% | |
| Avg Max Increase | 8.40% | 11.57% | 8.28% | 7.24% | 10.35% | 13.52% | 16.90% | 17.42% | 23.92% | 15.11% | 15.26% | |
| Max Increase | 27.75% | 40.81% | 22.49% | 14.62% | 16.87% | 26.34% | 49.02% | 34.72% | 54.16% | 52.28% | 43.27% | |
| Avg Days To Max Increase | 13 | 21 | 18 | 19 | 20 | 19 | 18 | 22 | 17 | 18 | 15 | |
| Avg Max Decline | -1.59% | -3.09% | -2.17% | -3.84% | -3.81% | -2.94% | -1.82% | -3.23% | -3.29% | -4.89% | -3.04% | |
| Max Decline | -3.16% | -10.98% | -4.34% | -13.06% | -10.47% | -10.51% | -5.83% | -6.29% | -8.24% | -9.02% | -8.56% | |
| Avg Days to Max Decline | 9 | 13 | 13 | 11 | 5 | 21 | 7 | 9 | 7 | 10 | 3 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | No | No | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
