MRCI Online
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| ScenarioSM Study for March Natural Gas(NYM) as of Dec 30, 2011 | ||||||||||||
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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 | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
| Tested Years | 19 | 20 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | |
| Closed Higher | 14 | 13 | 13 | 9 | 10 | 10 | 13 | 9 | 5 | 8 | 9 | |
| Exceeded High | 14 | 11 | 9 | 4 | 9 | 9 | 10 | 3 | 4 | 8 | 8 | |
| Scenario Percentage | 100% | 85% | 69% | 44% | 90% | 90% | 77% | 33% | 80% | 100% | 89% | |
| Avg Max Increase | 13.27% | 12.14% | 7.62% | 17.84% | 16.45% | 12.17% | 11.56% | 21.02% | 38.98% | 20.09% | 10.92% | |
| Max Increase | 49.20% | 41.19% | 14.43% | 45.89% | 59.17% | 24.29% | 23.36% | 46.56% | 57.64% | 42.80% | 22.10% | |
| Avg Days To Max Increase | 19 | 16 | 18 | 16 | 20 | 12 | 16 | 16 | 14 | 14 | 12 | |
| Avg Max Decline | -2.40% | -1.97% | -2.05% | -2.22% | -3.30% | -2.31% | -4.76% | -3.34% | -3.15% | -4.03% | -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 | 9 | 5 | 8 | 7 | 11 | 4 | 8 | 6 | 2 | |
| 2011 Contract Condition | Yes | Yes | ||||||||||
| Action | Yes | Yes | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
