MRCI Online
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| ScenarioSM Study for March Natural Gas(NYM) as of Jan 01, 2008 | |||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
| Tested Years | 15 | 16 | 17 | 17 | 17 | 17 | 17 | 17 | 17 | 17 | 17 |
| Closed Higher | 12 | 11 | 10 | 8 | 10 | 10 | 11 | 8 | 5 | 5 | 8 |
| Exceeded High | 12 | 9 | 6 | 3 | 9 | 9 | 8 | 2 | 4 | 5 | 7 |
| Scenario Percentage | 100% | 82% | 60% | 38% | 90% | 90% | 73% | 25% | 80% | 100% | 88% |
| Avg Max Increase | 13.71% | 12.22% | 6.28% | 23.29% | 16.45% | 12.17% | 12.44% | 29.46% | 38.98% | 46.14% | 23.67% |
| Max Increase | 49.20% | 41.19% | 14.22% | 45.89% | 59.17% | 24.29% | 23.36% | 46.56% | 57.64% | 153.60% | 112.29% |
| Avg Days To Max Increase | 19 | 15 | 22 | 20 | 20 | 12 | 17 | 23 | 14 | 13 | 11 |
| Avg Max Decline | -1.97% | -1.88% | -2.69% | -2.61% | -3.30% | -2.31% | -4.60% | -4.67% | -3.15% | -6.06% | -4.74% |
| Max Decline | -5.98% | -6.93% | -6.33% | -5.69% | -8.69% | -5.93% | -14.19% | -6.98% | -13.09% | -15.72% | -18.55% |
| Avg Days to Max Decline | 7 | 10 | 13 | 7 | 8 | 7 | 11 | 6 | 8 | 6 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | No | Yes | Yes | Yes | No | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
