Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for January Natural Gas(NYM) as of Dec 30, 2011
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            
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low 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 Lower   7 7 6 7 9 13 12 12 9 14 18
Penetrated Low   7 3 6 6 7 11 11 11 8 12 15
Scenario Percentage   100% 43% 100% 86% 78% 85% 92% 92% 89% 86% 83%
Avg Max Decline   6.94% 9.90% 7.75% 9.46% 10.83% 10.57% 11.93% 12.17% 14.76% 18.81% 13.33%
Max Decline   18.30% 13.87% 20.78% 26.58% 17.81% 21.28% 23.85% 29.96% 23.74% 27.29% 19.97%
Avg Days To Max Decline   11 21 22 21 23 24 16 15 22 17 17
Avg Max Increase   -2.03% -1.34% -4.20% -3.39% -6.02% -3.04% -4.23% -2.70% -8.36% -5.98% -5.54%
Max Increase   -5.22% -3.06% -11.41% -7.95% -13.60% -8.21% -9.78% -12.23% -25.00% -24.83% -25.37%
Avg Days to Max Increase   4 9 17 12 11 18 7 8 22 8 4
2011 Contract Condition   Yes Yes Yes Yes   Yes Yes Yes Yes Yes Yes
Action   Yes Yes Yes Yes   Yes Yes Yes Yes Yes Not Yet
High 7.140 7.040 6.808 6.187 5.775 5.813 5.949 5.611 5.468 4.681 4.391 4.515
Low 6.300 6.428 6.058 5.286 5.350 5.228 5.340 5.136 4.467 4.219 3.868 3.853
Close/Last 6.768 6.470 6.137 5.410 5.385 5.467 5.434 5.390 4.654 4.294 4.265 4.180

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php