MRCI Online
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| ScenarioSM Study for March Natural Gas(NYM) as of May 10, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 29 | 30 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | |
| Closed Higher | 20 | 21 | 14 | 12 | 12 | 15 | 15 | 13 | 9 | 11 | 12 | |
| Exceeded High | 20 | 18 | 10 | 6 | 11 | 13 | 12 | 5 | 6 | 10 | 10 | |
| Scenario Percentage | 100% | 86% | 71% | 50% | 92% | 87% | 80% | 38% | 67% | 91% | 83% | |
| Avg Max Increase | 11.62% | 9.33% | 7.15% | 13.29% | 15.21% | 9.92% | 11.20% | 25.31% | 35.01% | 21.89% | 14.62% | |
| Max Increase | 49.20% | 41.19% | 14.43% | 45.89% | 59.17% | 24.29% | 23.36% | 55.31% | 57.64% | 52.64% | 29.48% | |
| Avg Days To Max Increase | 17 | 15 | 18 | 16 | 21 | 14 | 15 | 13 | 19 | 14 | 13 | |
| Avg Max Decline | -2.41% | -2.46% | -2.00% | -1.99% | -3.78% | -2.96% | -4.37% | -2.85% | -2.57% | -4.22% | -4.12% | |
| Max Decline | -6.69% | -8.60% | -6.33% | -5.69% | -12.61% | -7.33% | -14.19% | -6.98% | -13.09% | -15.72% | -18.55% | |
| Avg Days to Max Decline | 8 | 8 | 9 | 6 | 9 | 10 | 12 | 3 | 9 | 6 | 3 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | 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.
