MRCI Online
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| ScenarioSM Study for April Natural Gas(NYM) as of Jan 01, 2008 | |||||||||||
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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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 15 | 17 | 17 | 17 | 17 | 17 | 17 | 17 | 17 | 17 | 17 |
| Closed Higher | 9 | 10 | 9 | 10 | 10 | 11 | 6 | 5 | 5 | 8 | 10 |
| Exceeded High | 6 | 7 | 5 | 9 | 8 | 8 | 2 | 4 | 5 | 8 | 8 |
| Scenario Percentage | 67% | 70% | 56% | 90% | 80% | 73% | 33% | 80% | 100% | 100% | 80% |
| Avg Max Increase | 13.77% | 5.50% | 11.44% | 12.55% | 10.06% | 8.61% | 22.15% | 29.33% | 31.72% | 22.73% | 16.88% |
| Max Increase | 40.87% | 12.56% | 30.16% | 44.89% | 22.81% | 17.16% | 32.21% | 36.90% | 91.38% | 61.63% | 51.04% |
| Avg Days To Max Increase | 11 | 20 | 16 | 19 | 16 | 17 | 23 | 22 | 19 | 16 | 20 |
| Avg Max Decline | -1.29% | -2.28% | -1.96% | -2.44% | -2.44% | -4.45% | -3.34% | -2.39% | -3.60% | -3.67% | -3.81% |
| Max Decline | -3.57% | -4.92% | -3.92% | -7.28% | -6.23% | -13.58% | -5.63% | -5.51% | -10.03% | -9.15% | -10.23% |
| Avg Days to Max Decline | 3 | 12 | 10 | 12 | 4 | 13 | 6 | 3 | 6 | 4 | 4 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | 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.
