MRCI Online
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| ScenarioSM Study for February Natural Gas(NYM) as of Oct 20, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Tested Years | 28 | 28 | 28 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | |
| Closed Higher | 16 | 19 | 19 | 13 | 11 | 11 | 12 | 14 | 11 | 10 | 11 | |
| Exceeded High | 13 | 19 | 17 | 10 | 5 | 10 | 10 | 12 | 4 | 7 | 8 | |
| Scenario Percentage | 81% | 100% | 89% | 77% | 45% | 91% | 83% | 86% | 36% | 70% | 73% | |
| Avg Max Increase | 13.09% | 11.47% | 9.63% | 7.27% | 14.40% | 16.89% | 15.63% | 17.78% | 32.88% | 35.07% | 16.23% | |
| Max Increase | 31.04% | 47.84% | 40.31% | 14.47% | 46.67% | 62.28% | 27.84% | 57.18% | 63.61% | 61.54% | 28.65% | |
| Avg Days To Max Increase | 17 | 18 | 15 | 19 | 13 | 21 | 16 | 18 | 15 | 20 | 14 | |
| Avg Max Decline | -1.79% | -2.37% | -2.73% | -2.13% | -1.88% | -4.46% | -2.51% | -4.50% | -3.38% | -4.10% | -0.00% | |
| Max Decline | -6.55% | -6.55% | -8.99% | -5.23% | -5.63% | -12.97% | -5.91% | -14.84% | -7.41% | -15.50% | -6.55% | |
| Avg Days to Max Decline | 9 | 9 | 7 | 11 | 6 | 11 | 7 | 11 | 3 | 7 | 5 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
