MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for August Natural Gas(NYM) as of Apr 30, 2006
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 15 15 15 15 15 15 15 15 15 16 16
Closed Higher 9 10 5 3 4 8 12 11 9 8 7
Exceeded High 7 7 2 3 4 8 11 11 8 5 2
Scenario Percentage 78% 70% 40% 100% 100% 100% 92% 100% 89% 63% 29%
Avg Max Increase 8.45% 7.62% 8.12% 12.54% 19.00% 15.54% 17.67% 17.90% 18.65% 13.49% 11.90%
Max Increase 23.34% 15.36% 13.57% 26.45% 39.26% 27.60% 48.98% 52.12% 47.41% 23.43% 16.03%
Avg Days To Max Increase 19 19 11 19 17 26 16 17 13 21 17
Avg Max Decline -2.25% -4.38% -1.37% -3.08% -0.52% -2.93% -2.48% -3.11% -4.15% -6.97% -5.86%
Max Decline -4.89% -13.01% -2.65% -4.16% -4.20% -4.76% -6.53% -6.27% -11.03% -12.50% -12.28%
Avg Days to Max Decline 8 6 3 16 4 13 8 11 8 16 6
2006 Contract Condition Yes Yes   Yes Yes     Yes   Yes  
Action Yes No   Yes No     Yes      
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 15 15 15 15 15 15 15 15 15 16 16
Closed Lower 6 5 10 12 11 7 3 4 6 8 9
Penetrated Low 6 5 7 10 8 4 1 4 5 7 7
Scenario Percentage 100% 100% 70% 83% 73% 57% 33% 100% 83% 88% 78%
Avg Max Decline 3.73% 4.66% 9.05% 9.76% 8.18% 5.38% 1.04% 12.37% 19.47% 15.66% 22.84%
Max Decline 9.94% 8.58% 14.41% 18.52% 14.30% 7.79% 1.04% 27.18% 36.75% 27.07% 42.16%
Avg Days To Max Decline 12 23 22 14 18 16 3 20 23 19 19
Avg Max Increase -2.48% -3.38% -1.17% -2.46% -1.65% -4.53% 0.00% -4.21% -4.73% -8.83% -4.33%
Max Increase -6.55% -5.04% -2.03% -7.11% -11.65% -11.28% 0.00% -11.46% -10.17% -14.97% -11.11%
Avg Days to Max Increase 15 16 6 8 5 16 3 9 12 11 8
2006 Contract Condition     Yes     Yes Yes   Yes    
Action     Yes     Yes Yes   Not Yet    
High 9.800 11.050 10.919 10.580 11.253 10.380 10.130 8.080 8.950 7.280  
Low 8.055 9.200 10.050 9.550 10.010 8.600 7.250 7.250 7.010 7.120  
Close/Last 9.369 10.634 10.349 10.411 10.424 9.741 7.348 7.770 7.055 7.230