MRCI Online
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| ScenarioSM Study for October Natural Gas(NYM) as of Nov 09, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 31 | 31 | 31 | 31 | |
| Closed Higher | 11 | 9 | 15 | 13 | 18 | 20 | 19 | 15 | 12 | 11 | 15 | |
| Exceeded High | 8 | 7 | 11 | 12 | 14 | 20 | 18 | 10 | 8 | 10 | 11 | |
| Scenario Percentage | 73% | 78% | 73% | 92% | 78% | 100% | 95% | 67% | 67% | 91% | 73% | |
| Avg Max Increase | 7.39% | 10.58% | 12.93% | 14.00% | 16.14% | 14.00% | 12.33% | 13.68% | 17.28% | 28.86% | 15.31% | |
| Max Increase | 15.70% | 26.17% | 40.28% | 29.61% | 45.23% | 50.99% | 44.79% | 25.61% | 73.17% | 68.95% | 32.10% | |
| Avg Days To Max Increase | 13 | 16 | 20 | 23 | 17 | 16 | 15 | 18 | 17 | 17 | 20 | |
| Avg Max Decline | -2.50% | -2.05% | -2.27% | -3.12% | -2.10% | -3.45% | -4.53% | -4.68% | -5.99% | -4.79% | -3.62% | |
| Max Decline | -9.46% | -5.13% | -5.67% | -5.39% | -6.85% | -7.82% | -11.85% | -12.50% | -17.71% | -12.12% | -7.53% | |
| Avg Days to Max Decline | 6 | 13 | 9 | 9 | 7 | 10 | 10 | 9 | 9 | 5 | 6 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
