MRCI Online
|
| ScenarioSM Study for March Natural Gas(NYM) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 17 | 18 | 19 | 19 | 19 | 19 | 19 | 19 | 19 | 19 | 19 |
| Closed Higher | 14 | 13 | 11 | 9 | 10 | 10 | 12 | 9 | 5 | 6 | 9 |
| Exceeded High | 14 | 11 | 7 | 4 | 9 | 9 | 9 | 3 | 4 | 6 | 8 |
| Scenario Percentage | 100% | 85% | 64% | 44% | 90% | 90% | 75% | 33% | 80% | 100% | 89% |
| Avg Max Increase | 13.27% | 12.14% | 7.45% | 17.84% | 16.45% | 12.17% | 12.27% | 21.02% | 38.98% | 32.67% | 16.50% |
| Max Increase | 49.20% | 41.19% | 14.43% | 45.89% | 59.17% | 24.29% | 23.36% | 46.56% | 57.64% | 96.08% | 64.14% |
| Avg Days To Max Increase | 19 | 16 | 19 | 16 | 20 | 12 | 15 | 16 | 14 | 14 | 12 |
| Avg Max Decline | -2.40% | -1.97% | -2.07% | -2.22% | -3.30% | -2.31% | -4.56% | -3.34% | -3.15% | -5.04% | -4.92% |
| Max Decline | -6.69% | -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 | 8 | 8 | 11 | 5 | 8 | 7 | 12 | 4 | 8 | 6 | 2 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | |||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
