MRCI Online
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| ScenarioSM Study for July Natural Gas(NYM) as of Jan 01, 2008 | |||||||||||
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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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 16 | 17 | 17 | 17 | 17 | 17 | 17 | 17 | 17 | 17 | 18 |
| Closed Higher | 10 | 10 | 9 | 5 | 5 | 6 | 9 | 11 | 13 | 10 | 8 |
| Exceeded High | 9 | 8 | 6 | 3 | 4 | 5 | 9 | 9 | 13 | 9 | 5 |
| Scenario Percentage | 90% | 80% | 67% | 60% | 80% | 83% | 100% | 82% | 100% | 90% | 62% |
| Avg Max Increase | 14.06% | 9.42% | 8.13% | 8.98% | 12.29% | 19.96% | 15.35% | 21.25% | 17.10% | 16.07% | 6.60% |
| Max Increase | 40.16% | 22.45% | 15.07% | 13.68% | 26.86% | 45.30% | 32.40% | 51.42% | 53.57% | 45.35% | 12.22% |
| Avg Days To Max Increase | 20 | 18 | 20 | 17 | 14 | 19 | 25 | 17 | 17 | 12 | 11 |
| Avg Max Decline | -2.29% | -2.21% | -4.40% | -1.09% | -4.23% | -0.88% | -3.16% | -2.59% | -4.44% | -4.79% | -3.65% |
| Max Decline | -6.37% | -4.34% | -12.87% | -2.81% | -11.21% | -5.20% | -6.30% | -7.01% | -8.29% | -14.73% | -12.76% |
| Avg Days to Max Decline | 11 | 8 | 7 | 2 | 16 | 5 | 9 | 8 | 12 | 7 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | No | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
