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ScenarioSM Study for January Natural Gas(NYM) as of Dec 30, 2011 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 20 | 21 | 21 | 21 | 22 | 22 | 22 | 22 | 22 | 22 | 22 | |
Closed Higher | 12 | 14 | 15 | 14 | 13 | 9 | 10 | 10 | 13 | 8 | 4 | |
Exceeded High | 11 | 12 | 15 | 11 | 9 | 4 | 9 | 8 | 11 | 3 | 3 | |
Scenario Percentage | 92% | 86% | 100% | 79% | 69% | 44% | 90% | 80% | 85% | 38% | 75% | |
Avg Max Increase | 11.73% | 12.56% | 12.50% | 13.66% | 8.13% | 21.48% | 19.95% | 18.58% | 15.95% | 29.44% | 56.39% | |
Max Increase | 25.04% | 31.64% | 47.87% | 40.48% | 14.74% | 48.16% | 64.91% | 28.43% | 50.25% | 70.50% | 84.34% | |
Avg Days To Max Increase | 21 | 17 | 18 | 16 | 17 | 14 | 21 | 14 | 18 | 17 | 22 | |
Avg Max Decline | -2.14% | -2.10% | -2.59% | -2.47% | -2.91% | -3.09% | -3.42% | -2.35% | -5.32% | -3.37% | -3.70% | |
Max Decline | -3.69% | -6.85% | -6.57% | -9.29% | -6.74% | -5.99% | -10.22% | -6.31% | -15.91% | -6.78% | -11.07% | |
Avg Days to Max Decline | 8 | 7 | 9 | 4 | 14 | 8 | 8 | 6 | 9 | 4 | 1 | |
2011 Contract Condition | Yes | |||||||||||
Action | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.