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| ScenarioSM Study for January Natural Gas(NYM) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 25 | 26 | 26 | 26 | 27 | 27 | 27 | 27 | 27 | 27 | 27 | |
| Closed Higher | 14 | 16 | 17 | 19 | 13 | 12 | 11 | 12 | 14 | 9 | 7 | |
| Exceeded High | 13 | 13 | 17 | 15 | 9 | 6 | 10 | 9 | 12 | 3 | 5 | |
| Scenario Percentage | 93% | 81% | 100% | 79% | 69% | 50% | 91% | 75% | 86% | 33% | 71% | |
| Avg Max Increase | 11.35% | 12.90% | 12.23% | 11.89% | 8.13% | 15.76% | 18.19% | 17.08% | 15.33% | 29.44% | 40.59% | |
| 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 | 22 | 18 | 17 | 16 | 17 | 15 | 22 | 14 | 18 | 17 | 23 | |
| Avg Max Decline | -2.20% | -2.05% | -2.51% | -2.55% | -2.91% | -2.68% | -4.41% | -2.32% | -4.91% | -3.37% | -3.17% | |
| Max Decline | -4.28% | -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 | 8 | 4 | 14 | 7 | 11 | 7 | 8 | 4 | 5 | |
| 2016 Contract Condition | Yes | Yes | ||||||||||
| Action | Yes | No | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
