MRCI Online
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| ScenarioSM Study for January Natural Gas(NYM) as of Jun 08, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 28 | 29 | 29 | 29 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | |
| Closed Higher | 16 | 17 | 19 | 20 | 14 | 12 | 11 | 14 | 16 | 11 | 8 | |
| Exceeded High | 14 | 14 | 19 | 16 | 10 | 6 | 10 | 11 | 14 | 5 | 5 | |
| Scenario Percentage | 88% | 82% | 100% | 80% | 71% | 50% | 91% | 79% | 88% | 45% | 63% | |
| Avg Max Increase | 10.72% | 12.11% | 11.42% | 11.35% | 7.58% | 15.76% | 18.19% | 15.39% | 18.16% | 29.55% | 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 | 21 | 17 | 18 | 16 | 17 | 15 | 22 | 14 | 17 | 14 | 19 | |
| Avg Max Decline | -2.38% | -1.95% | -2.54% | -2.57% | -2.78% | -2.68% | -4.41% | -2.72% | -4.50% | -3.03% | -2.72% | |
| Max Decline | -4.65% | -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 | 6 | 11 | 5 | 13 | 7 | 11 | 7 | 8 | 3 | 1 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
