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ScenarioSM Study for December Natural Gas(NYM) as of Jan 01, 2018 | ||||||||||||
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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 | 26 | 27 | 27 | 27 | 27 | 28 | 28 | 28 | 28 | 28 | 28 | |
Closed Higher | 13 | 13 | 17 | 18 | 20 | 12 | 11 | 13 | 14 | 13 | 8 | |
Exceeded High | 9 | 12 | 13 | 18 | 17 | 7 | 6 | 10 | 11 | 11 | 2 | |
Scenario Percentage | 69% | 92% | 76% | 100% | 85% | 58% | 55% | 77% | 79% | 85% | 25% | |
Avg Max Increase | 12.93% | 12.29% | 13.49% | 12.18% | 10.93% | 9.73% | 13.88% | 19.77% | 15.49% | 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% | -2.57% | -2.82% | -2.56% | -2.29% | -4.43% | -2.53% | -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 | Yes |
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