MRCI Online
|
| ScenarioSM Study for October Natural Gas(NYM) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 17 | 17 | 17 | 17 | 17 | 17 | 17 | 18 | 18 | 18 | 18 |
| Closed Higher | 6 | 5 | 8 | 8 | 13 | 13 | 10 | 9 | 7 | 8 | 9 |
| Exceeded High | 3 | 4 | 6 | 8 | 11 | 13 | 9 | 5 | 5 | 8 | 7 |
| Scenario Percentage | 50% | 80% | 75% | 100% | 85% | 100% | 90% | 56% | 71% | 100% | 78% |
| Avg Max Increase | 8.61% | 11.35% | 15.19% | 13.93% | 16.52% | 15.13% | 15.10% | 11.20% | 23.90% | 30.00% | 18.05% |
| Max Increase | 13.84% | 26.17% | 40.28% | 29.61% | 45.23% | 50.99% | 44.79% | 18.93% | 73.17% | 68.95% | 32.10% |
| Avg Days To Max Increase | 12 | 8 | 19 | 25 | 15 | 17 | 14 | 24 | 21 | 17 | 20 |
| Avg Max Decline | -0.81% | -1.79% | -1.88% | -2.70% | -1.80% | -2.98% | -3.35% | -6.38% | -8.17% | -5.70% | -3.80% |
| Max Decline | -2.85% | -2.44% | -3.57% | -4.49% | -6.23% | -6.20% | -6.98% | -12.50% | -17.71% | -12.12% | -7.53% |
| Avg Days to Max Decline | 3 | 4 | 10 | 9 | 5 | 9 | 8 | 14 | 11 | 6 | 5 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | Yes | Yes | Yes | ||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
