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ScenarioSM Study for July 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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 29 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 31 | |
Closed Higher | 13 | 14 | 14 | 10 | 9 | 13 | 15 | 16 | 20 | 19 | 13 | |
Exceeded High | 10 | 11 | 11 | 8 | 7 | 10 | 13 | 12 | 20 | 18 | 8 | |
Scenario Percentage | 77% | 79% | 79% | 80% | 78% | 77% | 87% | 75% | 100% | 95% | 62% | |
Avg Max Increase | 12.91% | 7.83% | 6.98% | 7.75% | 11.39% | 15.67% | 15.28% | 19.89% | 15.23% | 13.26% | 8.78% | |
Max Increase | 40.16% | 22.45% | 15.07% | 16.38% | 26.86% | 45.30% | 32.40% | 51.42% | 53.57% | 45.35% | 19.70% | |
Avg Days To Max Increase | 21 | 18 | 18 | 14 | 20 | 19 | 24 | 18 | 16 | 12 | 13 | |
Avg Max Decline | -3.16% | -2.26% | -3.68% | -2.66% | -3.48% | -1.87% | -3.49% | -2.76% | -4.63% | -5.09% | -3.05% | |
Max Decline | -10.94% | -4.34% | -12.87% | -10.14% | -11.21% | -5.67% | -6.30% | -7.01% | -8.65% | -14.73% | -12.76% | |
Avg Days to Max Decline | 13 | 12 | 12 | 5 | 20 | 7 | 9 | 9 | 11 | 8 | 2 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.