MRCI Online
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| ScenarioSM Study for February Natural Gas(NYM) as of Sep 16, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 31 | 31 | 31 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | |
| Closed Higher | 18 | 20 | 21 | 14 | 12 | 13 | 14 | 16 | 13 | 10 | 11 | |
| Exceeded High | 14 | 20 | 19 | 11 | 6 | 12 | 12 | 14 | 5 | 7 | 8 | |
| Scenario Percentage | 78% | 100% | 90% | 79% | 50% | 92% | 86% | 88% | 38% | 70% | 73% | |
| Avg Max Increase | 12.28% | 11.73% | 9.92% | 9.61% | 15.78% | 20.31% | 17.32% | 16.90% | 28.00% | 34.36% | 15.65% | |
| Max Increase | 31.04% | 47.84% | 40.31% | 32.99% | 46.67% | 62.28% | 47.15% | 57.18% | 63.61% | 61.54% | 24.02% | |
| Avg Days To Max Increase | 16 | 17 | 15 | 20 | 16 | 22 | 16 | 16 | 13 | 19 | 14 | |
| Avg Max Decline | -1.71% | -2.30% | -2.57% | -1.90% | -1.95% | -3.94% | -2.75% | -4.49% | -3.09% | -4.10% | -0.00% | |
| Max Decline | -6.55% | -6.55% | -8.99% | -5.23% | -5.63% | -12.97% | -8.02% | -14.84% | -7.41% | -15.50% | -6.55% | |
| Avg Days to Max Decline | 8 | 8 | 7 | 10 | 6 | 11 | 9 | 11 | 3 | 7 | 5 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | Yes | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
