MRCI Online
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| ScenarioSM Study for March Natural Gas(NYM) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 21 | 22 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | |
| Closed Higher | 15 | 15 | 13 | 10 | 11 | 10 | 14 | 10 | 5 | 8 | 9 | |
| Exceeded High | 15 | 13 | 9 | 5 | 10 | 9 | 11 | 3 | 4 | 8 | 8 | |
| Scenario Percentage | 100% | 87% | 69% | 50% | 91% | 90% | 79% | 30% | 80% | 100% | 89% | |
| Avg Max Increase | 12.63% | 11.07% | 7.62% | 15.64% | 15.04% | 12.17% | 11.23% | 21.02% | 38.98% | 34.15% | 22.71% | |
| Max Increase | 49.20% | 41.19% | 14.43% | 45.89% | 59.17% | 24.29% | 23.36% | 46.56% | 57.64% | 153.60% | 112.29% | |
| Avg Days To Max Increase | 18 | 16 | 18 | 19 | 21 | 12 | 16 | 16 | 14 | 15 | 13 | |
| Avg Max Decline | -2.60% | -2.43% | -2.05% | -2.25% | -4.23% | -2.31% | -4.38% | -3.34% | -3.15% | -4.03% | -4.92% | |
| Max Decline | -6.69% | -8.60% | -6.33% | -5.69% | -12.61% | -5.93% | -14.19% | -6.98% | -13.09% | -15.72% | -18.55% | |
| Avg Days to Max Decline | 8 | 8 | 9 | 8 | 10 | 7 | 11 | 4 | 8 | 6 | 2 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | No | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
