MRCI Online
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| ScenarioSM Study for August Natural Gas(NYM) as of Dec 27, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 34 | 34 | |
| Closed Higher | 17 | 17 | 13 | 10 | 12 | 17 | 18 | 21 | 21 | 15 | 14 | |
| Exceeded High | 14 | 13 | 10 | 8 | 9 | 15 | 14 | 21 | 20 | 11 | 6 | |
| Scenario Percentage | 82% | 76% | 77% | 80% | 75% | 88% | 78% | 100% | 95% | 73% | 43% | |
| Avg Max Increase | 8.77% | 7.11% | 6.97% | 9.67% | 14.61% | 15.22% | 17.30% | 17.37% | 15.59% | 17.66% | 9.91% | |
| Max Increase | 23.34% | 15.36% | 15.93% | 26.45% | 41.51% | 29.66% | 48.98% | 63.66% | 47.41% | 39.24% | 18.75% | |
| Avg Days To Max Increase | 19 | 18 | 14 | 20 | 19 | 23 | 17 | 16 | 14 | 20 | 15 | |
| Avg Max Decline | -2.49% | -3.58% | -2.66% | -3.75% | -1.80% | -3.55% | -2.64% | -3.85% | -5.31% | -7.77% | -3.71% | |
| Max Decline | -6.52% | -13.01% | -9.95% | -13.33% | -5.68% | -15.21% | -6.66% | -8.17% | -12.70% | -34.57% | -12.28% | |
| Avg Days to Max Decline | 10 | 10 | 4 | 16 | 7 | 10 | 9 | 11 | 10 | 13 | 5 | |
| 2023 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | Not Yet | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
