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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Natural Gas(NYM) as of Aug 31, 2017
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   25 26 26 26 26 27 27 27 27 27 27
Closed Higher   12 13 17 17 19 12 11 13 13 13 8
Exceeded High   9 12 13 17 16 7 6 10 10 11 2
Scenario Percentage   75% 92% 76% 100% 84% 58% 55% 77% 77% 85% 25%
Avg Max Increase   12.93% 12.29% 13.49% 12.58% 11.42% 9.73% 13.88% 19.77% 16.66% 17.55% 26.52%
Max Increase   32.50% 25.43% 34.97% 48.25% 40.77% 15.24% 52.45% 67.45% 32.88% 69.88% 48.46%
Avg Days To Max Increase   20 25 19 17 15 18 11 20 14 17 11
Avg Max Decline   -1.60% -2.17% -2.09% -2.65% -2.81% -2.56% -2.29% -4.43% -2.42% -5.46% -4.22%
Max Decline   -4.82% -4.39% -6.82% -6.82% -9.58% -5.95% -7.11% -13.32% -7.45% -17.06% -7.26%
Avg Days to Max Decline   6 9 5 9 7 10 6 8 7 7 3
2017 Contract Condition   Yes     Yes Yes       Yes    
Action   No     Yes Yes       Not Yet    
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   25 26 26 26 26 27 27 27 27 27 27
Closed Lower   13 13 9 9 7 15 16 14 14 14 19
Penetrated Low   11 10 4 9 6 12 14 12 13 13 14
Scenario Percentage   85% 77% 44% 100% 86% 80% 88% 86% 93% 93% 74%
Avg Max Decline   7.73% 9.22% 11.04% 7.22% 10.44% 10.70% 11.10% 11.99% 14.33% 15.47% 10.85%
Max Decline   21.07% 18.72% 14.25% 21.83% 28.01% 19.21% 23.07% 24.65% 30.31% 29.25% 18.72%
Avg Days To Max Decline   13 19 22 20 21 22 22 16 17 18 16
Avg Max Increase   -2.15% -3.76% -1.56% -4.36% -3.66% -5.50% -2.73% -4.52% -2.90% -8.17% -3.88%
Max Increase   -7.66% -8.82% -3.52% -11.38% -8.62% -14.34% -7.63% -10.56% -11.02% -31.20% -16.04%
Avg Days to Max Increase   9 9 5 15 17 12 14 8 10 15 4
2017 Contract Condition     Yes Yes     Yes Yes Yes      
Action     Yes No     Yes Yes Yes      
High 3.470 3.747 3.702 3.602 3.551 3.650 3.674 3.354 3.340 3.238    
Low 3.042 3.407 3.360 3.106 3.211 3.443 3.311 3.126 3.071 3.050    
Close/Last 3.436 3.703 3.470 3.239 3.488 3.560 3.317 3.267 3.079 3.232    

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Newsflash

Will the stock market continue its tradition of rallying into the new year?  Will there be another "Santa Claus rally?"

After a frightening decline after Brexit and another overnight in an initial response to Donald Trump's election upset, several US stock indices returned toward their all-time highs --- although some international markets are lagging.  Does that provide incredible opportunity?  But which way and when?

MRCI's  Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russe ll 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.