Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for April Natural Gas(NYM) as of Dec 31, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   18 20 20 20 20 20 20 20 20 20 20
Closed Higher   11 13 10 11 10 13 7 5 7 9 11
Exceeded High   8 10 6 9 8 10 3 4 6 9 9
Scenario Percentage   73% 77% 60% 82% 80% 77% 43% 80% 86% 100% 82%
Avg Max Increase   13.42% 6.43% 9.82% 12.55% 10.06% 8.30% 15.55% 29.33% 30.74% 23.45% 16.19%
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 15 19
Avg Max Decline   -1.45% -1.72% -1.71% -2.44% -2.44% -4.45% -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 10 9 12 4 12 4 3 8 4 4
2010 Contract Condition     Yes       Yes     Yes    
Action     Yes       Yes     No    
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   18 20 20 20 20 20 20 20 20 20 20
Closed Lower   6 7 10 9 10 7 13 15 13 11 9
Penetrated Low   3 2 6 6 9 6 11 13 11 10 7
Scenario Percentage   50% 29% 60% 67% 90% 86% 85% 87% 85% 91% 78%
Avg Max Decline   3.50% 9.57% 7.82% 9.40% 8.15% 9.51% 12.35% 15.07% 16.56% 12.59% 9.50%
Max Decline   5.13% 14.17% 14.07% 19.01% 23.69% 19.10% 23.08% 32.14% 36.48% 31.64% 19.74%
Avg Days To Max Decline   19 21 20 12 11 27 19 17 18 20 20
Avg Max Increase   -2.09% -11.61% -3.96% -2.74% -2.12% -6.81% -1.97% -3.86% -3.80% -7.76% -4.19%
Max Increase   -5.58% -12.86% -13.78% -5.75% -7.55% -21.08% -6.65% -11.97% -23.19% -15.47% -12.03%
Avg Days to Max Increase   8 18 16 2 8 14 3 6 5 7 6
2010 Contract Condition   Yes   Yes Yes Yes   Yes Yes   Yes Yes
Action   No   Yes Yes Yes   Yes Yes   Yes Yes
High 5.905 5.755 6.192 6.255 5.755 5.886 5.950 6.180 5.450 5.940 5.930 5.638
Low 5.212 5.333 5.414 5.662 5.170 5.180 4.775 5.336 4.738 4.595 5.056 4.739
Close/Last 5.546 5.394 5.766 5.700 5.566 5.198 5.909 5.417 5.029 5.505 5.120 4.813

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php