MRCI Online
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| ScenarioSM Study for September Natural Gas(NYM) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Jul |
| Tested Years | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 27 | 27 | 27 | |
| Closed Higher | 13 | 8 | 6 | 11 | 12 | 16 | 17 | 18 | 12 | 12 | 10 | |
| Exceeded High | 9 | 5 | 5 | 10 | 12 | 14 | 17 | 17 | 8 | 8 | 9 | |
| Scenario Percentage | 69% | 63% | 83% | 91% | 100% | 88% | 100% | 94% | 67% | 67% | 90% | |
| Avg Max Increase | 6.35% | 6.54% | 11.10% | 14.17% | 15.02% | 17.09% | 15.18% | 14.86% | 16.42% | 14.51% | 13.26% | |
| Max Increase | 14.51% | 12.72% | 25.70% | 40.58% | 29.66% | 48.89% | 51.66% | 46.20% | 29.47% | 44.05% | 28.45% | |
| Avg Days To Max Increase | 17 | 13 | 17 | 18 | 24 | 17 | 16 | 15 | 21 | 16 | 14 | |
| Avg Max Decline | -4.38% | -1.74% | -1.62% | -1.27% | -2.79% | -2.62% | -3.78% | -4.91% | -5.72% | -6.48% | -5.13% | |
| Max Decline | -12.68% | -4.35% | -2.90% | -5.36% | -5.13% | -6.78% | -7.94% | -12.27% | -11.97% | -18.51% | -11.41% | |
| Avg Days to Max Decline | 12 | 4 | 12 | 7 | 12 | 8 | 8 | 10 | 11 | 9 | 4 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
