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ScenarioSM Study for September 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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
Tested Years | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 31 | 31 | 31 | |
Closed Higher | 15 | 11 | 9 | 13 | 14 | 17 | 20 | 20 | 13 | 12 | 11 | |
Exceeded High | 11 | 8 | 7 | 11 | 13 | 15 | 20 | 19 | 9 | 8 | 10 | |
Scenario Percentage | 73% | 73% | 78% | 85% | 93% | 88% | 100% | 95% | 69% | 67% | 91% | |
Avg Max Increase | 5.97% | 7.40% | 10.29% | 12.98% | 14.27% | 16.14% | 14.71% | 13.90% | 14.87% | 14.51% | 16.15% | |
Max Increase | 14.51% | 15.76% | 25.70% | 40.58% | 29.66% | 48.89% | 51.66% | 46.20% | 29.47% | 44.05% | 42.13% | |
Avg Days To Max Increase | 16 | 13 | 20 | 18 | 23 | 17 | 16 | 15 | 20 | 16 | 15 | |
Avg Max Decline | -3.87% | -2.74% | -2.05% | -1.38% | -2.97% | -2.52% | -3.74% | -4.67% | -5.37% | -6.48% | -4.33% | |
Max Decline | -12.68% | -9.97% | -5.31% | -5.36% | -5.14% | -6.78% | -7.94% | -12.27% | -11.97% | -18.51% | -11.41% | |
Avg Days to Max Decline | 11 | 5 | 14 | 7 | 12 | 8 | 10 | 9 | 11 | 9 | 4 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | 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.