MRCI Online
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| ScenarioSM Study for January Natural Gas(NYM) as of Aug 18, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 31 | 32 | 32 | 32 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | |
| Closed Higher | 18 | 18 | 21 | 23 | 16 | 13 | 14 | 17 | 17 | 12 | 9 | |
| Exceeded High | 16 | 14 | 21 | 19 | 12 | 7 | 13 | 13 | 15 | 5 | 5 | |
| Scenario Percentage | 89% | 78% | 100% | 83% | 75% | 54% | 93% | 76% | 88% | 42% | 56% | |
| Avg Max Increase | 11.42% | 12.11% | 13.92% | 12.37% | 10.57% | 16.81% | 21.41% | 16.92% | 17.60% | 29.55% | 39.30% | |
| Max Increase | 25.04% | 31.64% | 58.09% | 40.48% | 33.03% | 48.16% | 64.91% | 46.11% | 56.64% | 70.50% | 84.34% | |
| Avg Days To Max Increase | 21 | 17 | 17 | 15 | 17 | 17 | 23 | 15 | 16 | 14 | 23 | |
| Avg Max Decline | -2.73% | -1.95% | -2.43% | -2.86% | -2.28% | -2.64% | -4.20% | -2.91% | -4.53% | -3.03% | -3.17% | |
| Max Decline | -13.08% | -6.85% | -6.57% | -10.47% | -6.74% | -5.99% | -13.28% | -8.23% | -15.91% | -6.78% | -11.07% | |
| Avg Days to Max Decline | 8 | 6 | 10 | 5 | 11 | 7 | 11 | 9 | 7 | 3 | 5 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | No | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
