MRCI Online
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| ScenarioSM Study for June Natural Gas(NYM) as of Nov 09, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 29 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | |
| Closed Higher | 13 | 14 | 14 | 14 | 9 | 9 | 13 | 14 | 15 | 19 | 16 | |
| Exceeded High | 7 | 12 | 11 | 11 | 7 | 7 | 10 | 12 | 11 | 19 | 11 | |
| Scenario Percentage | 54% | 86% | 79% | 79% | 78% | 78% | 77% | 86% | 73% | 100% | 69% | |
| Avg Max Increase | 7.44% | 11.57% | 7.83% | 7.14% | 9.24% | 12.39% | 16.90% | 16.34% | 22.00% | 14.97% | 14.75% | |
| 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 | 15 | 21 | 17 | 18 | 15 | 17 | 18 | 21 | 17 | 17 | 14 | |
| Avg Max Decline | -1.84% | -3.09% | -2.25% | -3.67% | -3.09% | -2.62% | -1.82% | -3.47% | -3.14% | -4.71% | -3.13% | |
| Max Decline | -3.38% | -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 | 13 | 13 | 12 | 12 | 6 | 19 | 7 | 9 | 7 | 9 | 3 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | No | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
