MRCI Online
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| ScenarioSM Study for October Natural Gas(NYM) as of Dec 27, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 34 | 34 | 34 | 34 | |
| Closed Higher | 13 | 10 | 15 | 15 | 19 | 21 | 21 | 17 | 14 | 13 | 18 | |
| Exceeded High | 10 | 7 | 11 | 14 | 14 | 21 | 20 | 12 | 10 | 12 | 12 | |
| Scenario Percentage | 77% | 70% | 73% | 93% | 74% | 100% | 95% | 71% | 71% | 92% | 67% | |
| Avg Max Increase | 6.83% | 10.58% | 12.93% | 14.62% | 16.14% | 16.31% | 13.99% | 16.09% | 17.21% | 29.54% | 16.46% | |
| Max Increase | 15.70% | 26.17% | 40.28% | 29.61% | 45.23% | 62.44% | 44.79% | 37.75% | 73.17% | 68.95% | 32.10% | |
| Avg Days To Max Increase | 13 | 16 | 20 | 23 | 17 | 17 | 15 | 18 | 17 | 17 | 20 | |
| Avg Max Decline | -2.58% | -2.05% | -2.27% | -3.49% | -2.10% | -3.39% | -4.70% | -3.81% | -6.10% | -5.03% | -3.32% | |
| Max Decline | -9.46% | -5.13% | -5.67% | -15.07% | -6.85% | -7.82% | -11.85% | -12.50% | -17.71% | -12.12% | -7.53% | |
| Avg Days to Max Decline | 6 | 13 | 9 | 8 | 7 | 10 | 10 | 8 | 11 | 6 | 5 | |
| 2023 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | Yes | Not Yet | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
