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MRCI's ScenarioSM Study
ScenarioSM Study for October Natural Gas(NYM) as of Sep 30, 2002
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 12 12 12 12 12 12 12 13 13 13 13
Closed Higher 4 3 5 5 10 9 8 7 6 6 8
Exceeded High 2 3 4 5 9 9 7 4 4 6 6
Scenario Percentage 50% 100% 80% 100% 90% 100% 88% 57% 67% 100% 75%
Avg Max Increase 7.69% 12.15% 10.86% 11.05% 16.95% 17.82% 15.64% 12.40% 11.59% 27.72% 18.00%
Max Increase 13.84% 26.17% 14.00% 16.57% 45.23% 50.99% 44.79% 18.93% 29.31% 53.03% 32.10%
Avg Days To Max Increase 3 8 16 27 17 18 14 28 18 19 19
Avg Max Decline -1.04% -1.98% -2.78% -2.95% -1.75% -2.46% -3.30% -7.84% -10.17% -6.11% -3.18%
Max Decline -2.85% -2.44% -3.57% -4.49% -6.23% -6.20% -6.98% -12.50% -17.71% -12.12% -5.95%
Avg Days to Max Decline 5 6 7 12 6 8 9 16 14 8 4
2002 Contract Condition Yes       Yes Yes Yes       Yes
Action No       Yes Yes Yes       Yes
Copyright © 2001 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 12 12 12 12 12 12 12 13 13 13 13
Closed Lower 6 7 7 7 2 3 4 6 7 7 5
Penetrated Low 4 7 6 4   3 4 6 5 6 4
Scenario Percentage 67% 100% 86% 57% 0% 100% 100% 100% 71% 86% 80%
Avg Max Decline 9.69% 7.47% 7.67% 5.21%   13.56% 19.32% 15.80% 14.53% 14.81% 11.60%
Max Decline 13.08% 18.19% 14.54% 6.79%   25.09% 34.29% 25.77% 30.41% 29.30% 21.01%
Avg Days To Max Decline 20 11 21 18   26 23 24 22 14 13
Avg Max Increase -1.56% -2.73% -1.75% -4.20%   -5.30% -3.03% -7.69% -5.31% -7.24% -7.53%
Max Increase -3.21% -6.24% -9.20% -10.64%   -11.44% -7.85% -13.64% -11.83% -14.26% -14.29%
Avg Days to Max Increase 10 8 7 13   12 8 17 22 7 8
2002 Contract Condition   Yes Yes Yes       Yes Yes Yes  
Action   Yes Yes No       Yes Yes Yes  
High 3.450 3.445 3.071 2.780 2.740 3.635 3.850 3.975 3.625 3.340 3.685
Low 2.850 2.880 2.797 2.410 2.425 2.650 3.190 3.320 3.185 2.820 2.685
Close/Last 3.438 2.946 2.820 2.472 2.651 3.401 3.848 3.345 3.303 2.971 3.296