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| ScenarioSM Study for January Natural Gas(NYM) as of Jan 01, 2013 | ||||||||||||
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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 | 21 | 22 | 22 | 22 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | |
| Closed Higher | 12 | 14 | 15 | 15 | 13 | 10 | 11 | 10 | 14 | 9 | 4 | |
| Exceeded High | 11 | 12 | 15 | 12 | 9 | 5 | 10 | 8 | 12 | 3 | 3 | |
| Scenario Percentage | 92% | 86% | 100% | 80% | 69% | 50% | 91% | 80% | 86% | 33% | 75% | |
| Avg Max Increase | 11.73% | 12.56% | 12.50% | 13.23% | 8.13% | 18.62% | 18.19% | 18.58% | 15.33% | 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 | 18 | 22 | 14 | 18 | 17 | 22 | |
| Avg Max Decline | -2.14% | -2.10% | -2.59% | -2.40% | -2.91% | -3.04% | -4.41% | -2.35% | -4.91% | -3.37% | -3.70% | |
| Max Decline | -3.69% | -6.85% | -6.57% | -9.29% | -6.74% | -5.99% | -13.28% | -6.31% | -15.91% | -6.78% | -11.07% | |
| Avg Days to Max Decline | 8 | 7 | 9 | 4 | 14 | 9 | 11 | 6 | 8 | 4 | 1 | |
| 2012 Contract Condition | Yes | Yes | ||||||||||
| Action | Yes | Yes | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
