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ScenarioSM Study for February Natural Gas(NYM) as of Aug 18, 2023 | ||||||||||||
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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 | 32 | 32 | 32 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | |
Closed Higher | 18 | 21 | 22 | 15 | 12 | 14 | 15 | 16 | 13 | 11 | 11 | |
Exceeded High | 14 | 21 | 20 | 12 | 6 | 13 | 12 | 14 | 5 | 7 | 8 | |
Scenario Percentage | 78% | 100% | 91% | 80% | 50% | 93% | 80% | 88% | 38% | 64% | 73% | |
Avg Max Increase | 12.28% | 13.88% | 10.86% | 10.36% | 15.78% | 20.31% | 17.32% | 16.90% | 28.00% | 34.36% | 15.65% | |
Max Increase | 31.04% | 56.77% | 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 | 19 | 16 | 22 | 16 | 16 | 13 | 19 | 14 | |
Avg Max Decline | -1.71% | -2.28% | -2.98% | -1.73% | -1.95% | -4.21% | -2.75% | -4.49% | -3.09% | -4.10% | -0.00% | |
Max Decline | -6.55% | -6.55% | -10.66% | -5.23% | -5.63% | -12.97% | -8.02% | -14.84% | -7.41% | -15.50% | -6.55% | |
Avg Days to Max Decline | 8 | 8 | 7 | 9 | 6 | 11 | 9 | 11 | 3 | 7 | 5 | |
2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | No | Not Yet |
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