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ScenarioSM Study for January Natural Gas(NYM) as of Oct 20, 2019 | ||||||||||||
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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 | 27 | 28 | 28 | 28 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | |
Closed Higher | 15 | 16 | 19 | 20 | 14 | 12 | 11 | 14 | 15 | 10 | 8 | |
Exceeded High | 13 | 13 | 19 | 16 | 10 | 6 | 10 | 11 | 13 | 4 | 5 | |
Scenario Percentage | 87% | 81% | 100% | 80% | 71% | 50% | 91% | 79% | 87% | 40% | 63% | |
Avg Max Increase | 11.35% | 12.90% | 11.42% | 11.35% | 7.58% | 15.76% | 18.19% | 15.39% | 18.51% | 34.66% | 38.84% | |
Max Increase | 25.04% | 31.64% | 47.87% | 40.48% | 14.74% | 48.16% | 64.91% | 28.43% | 56.64% | 70.50% | 84.34% | |
Avg Days To Max Increase | 22 | 18 | 18 | 16 | 17 | 15 | 22 | 14 | 18 | 16 | 19 | |
Avg Max Decline | -2.20% | -2.05% | -2.54% | -2.57% | -2.78% | -2.68% | -4.41% | -2.72% | -4.54% | -3.27% | -2.72% | |
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 | 11 | 5 | 13 | 7 | 11 | 7 | 8 | 3 | 1 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | No | Yes | Yes | Yes | Yes | Yes | Not Yet |
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