MRCI Online
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| ScenarioSM Study for February Natural Gas(NYM) as of Jun 08, 2020 | ||||||||||||
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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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Tested Years | 29 | 29 | 29 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | |
| Closed Higher | 17 | 19 | 19 | 13 | 11 | 11 | 12 | 15 | 12 | 10 | 11 | |
| Exceeded High | 14 | 19 | 17 | 10 | 5 | 10 | 10 | 13 | 5 | 7 | 8 | |
| Scenario Percentage | 82% | 100% | 89% | 77% | 45% | 91% | 83% | 87% | 42% | 70% | 73% | |
| Avg Max Increase | 12.28% | 11.47% | 9.63% | 7.27% | 14.40% | 16.89% | 15.63% | 17.41% | 28.00% | 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 | 16 | 18 | 15 | 19 | 13 | 21 | 16 | 17 | 13 | 20 | 14 | |
| Avg Max Decline | -1.71% | -2.37% | -2.73% | -2.13% | -1.88% | -4.46% | -2.51% | -4.46% | -3.09% | -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 | 8 | 9 | 7 | 11 | 6 | 11 | 7 | 12 | 3 | 7 | 5 | |
| 2020 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
