MRCI Online
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| ScenarioSM Study for August Natural Gas(NYM) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Jun |
| Tested Years | 20 | 20 | 20 | 20 | 20 | 20 | 20 | 20 | 20 | 21 | 21 | |
| Closed Higher | 10 | 13 | 7 | 5 | 7 | 10 | 13 | 14 | 11 | 11 | 9 | |
| Exceeded High | 8 | 9 | 4 | 4 | 5 | 10 | 12 | 14 | 10 | 7 | 3 | |
| Scenario Percentage | 80% | 69% | 57% | 80% | 71% | 100% | 92% | 100% | 91% | 64% | 33% | |
| Avg Max Increase | 9.88% | 7.30% | 7.13% | 11.53% | 20.19% | 15.77% | 18.00% | 16.94% | 17.70% | 15.00% | 10.11% | |
| Max Increase | 23.34% | 15.36% | 13.57% | 26.45% | 41.51% | 29.66% | 48.98% | 52.12% | 47.41% | 23.43% | 18.75% | |
| Avg Days To Max Increase | 20 | 17 | 13 | 16 | 20 | 23 | 17 | 18 | 14 | 18 | 14 | |
| Avg Max Decline | -2.19% | -4.18% | -0.93% | -2.32% | -0.50% | -3.05% | -2.85% | -3.80% | -4.06% | -5.46% | -4.61% | |
| Max Decline | -4.89% | -13.01% | -2.65% | -4.16% | -4.20% | -4.76% | -6.66% | -7.31% | -11.03% | -12.50% | -12.28% | |
| Avg Days to Max Decline | 8 | 8 | 2 | 12 | 8 | 11 | 9 | 11 | 7 | 12 | 5 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | No | Yes | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
