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ScenarioSM Study for March Natural Gas(NYM) as of Jan 01, 2015 | ||||||||||||
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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 | 22 | 23 | 24 | 24 | 24 | 24 | 24 | 24 | 24 | 24 | 24 | |
Closed Higher | 16 | 16 | 13 | 10 | 11 | 11 | 14 | 10 | 6 | 9 | 10 | |
Exceeded High | 16 | 14 | 9 | 5 | 10 | 10 | 11 | 3 | 5 | 9 | 9 | |
Scenario Percentage | 100% | 88% | 69% | 50% | 91% | 91% | 79% | 30% | 83% | 100% | 90% | |
Avg Max Increase | 12.32% | 10.39% | 7.62% | 15.64% | 15.04% | 11.41% | 11.23% | 21.02% | 39.00% | 36.45% | 23.67% | |
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 | 17 | 15 | 18 | 19 | 21 | 13 | 16 | 16 | 17 | 16 | 14 | |
Avg Max Decline | -2.58% | -2.28% | -2.05% | -2.25% | -4.23% | -2.29% | -4.38% | -3.34% | -2.80% | -4.26% | -5.22% | |
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 | 7 | 9 | 8 | 10 | 8 | 11 | 4 | 7 | 6 | 3 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.