MRCI Online
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| ScenarioSM Study for April Natural Gas(NYM) as of Jan 01, 2010 | |||||||||||
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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 | 17 | 19 | 19 | 19 | 19 | 19 | 19 | 19 | 19 | 19 | 19 |
| Closed Higher | 11 | 12 | 10 | 11 | 10 | 12 | 7 | 5 | 6 | 9 | 11 |
| Exceeded High | 8 | 9 | 6 | 9 | 8 | 9 | 3 | 4 | 6 | 9 | 9 |
| Scenario Percentage | 73% | 75% | 60% | 82% | 80% | 75% | 43% | 80% | 100% | 100% | 82% |
| Avg Max Increase | 13.42% | 6.21% | 9.82% | 12.55% | 10.06% | 8.71% | 15.55% | 29.33% | 30.74% | 23.11% | 15.86% |
| Max Increase | 40.87% | 14.45% | 30.16% | 44.89% | 22.81% | 17.16% | 32.21% | 36.90% | 91.38% | 61.63% | 51.04% |
| Avg Days To Max Increase | 13 | 17 | 14 | 19 | 16 | 16 | 16 | 22 | 21 | 14 | 18 |
| Avg Max Decline | -1.45% | -1.78% | -1.71% | -2.44% | -2.44% | -4.28% | -2.48% | -2.39% | -3.01% | -3.88% | -3.61% |
| 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 | 2 | 11 | 9 | 12 | 4 | 14 | 4 | 3 | 8 | 4 | 4 |
| 2009 Contract Condition | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
