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 30, 2011
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   19 21 21 21 21 21 21 21 21 21 21
Closed Higher   12 14 10 11 10 13 7 5 8 10 11
Exceeded High   9 10 6 9 8 10 3 4 7 9 9
Scenario Percentage   75% 71% 60% 82% 80% 77% 43% 80% 88% 90% 82%
Avg Max Increase   12.79% 6.43% 9.82% 12.55% 10.06% 8.30% 15.55% 29.33% 27.65% 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   -1.28% -1.72% -1.71% -2.44% -2.44% -4.45% -2.48% -2.39% -2.96% -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
2011 Contract Condition   Yes Yes             Yes Yes  
Action   Yes No             Yes Not Yet  
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   19 21 21 21 21 21 21 21 21 21 21
Closed Lower   6 7 11 10 11 8 14 16 13 11 10
Penetrated Low   3 2 7 7 10 7 11 13 11 10 8
Scenario Percentage   50% 29% 64% 70% 91% 88% 79% 81% 85% 91% 80%
Avg Max Decline   3.50% 9.57% 8.78% 10.60% 8.79% 9.41% 12.35% 15.07% 16.56% 12.59% 9.26%
Max Decline   5.13% 14.17% 14.58% 19.01% 23.69% 19.10% 23.08% 32.14% 36.48% 31.64% 19.74%
Avg Days To Max Decline   19 21 21 15 13 27 19 17 18 20 18
Avg Max Increase   -2.09% -11.61% -3.78% -2.52% -1.98% -6.16% -1.97% -3.86% -3.80% -7.76% -3.72%
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 15 2 8 13 3 6 5 7 5
2011 Contract Condition       Yes Yes Yes Yes Yes Yes     Yes
Action       Yes Yes Yes Yes No No     Yes
High 5.625 5.402 5.484 5.393 5.213 5.116 4.530 4.315 4.408 4.557 4.800 4.507
Low 4.938 4.974 4.940 5.018 4.882 4.337 4.159 3.848 3.879 3.980 4.274 3.822
Close/Last 5.080 5.092 5.151 5.077 5.058 4.500 4.220 4.184 4.142 4.401 4.431 4.037

Banner

Login

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today!