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 Sep 22, 2023
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   31 33 33 33 33 33 33 33 33 33 33
Closed Higher   21 17 15 15 17 17 13 10 12 15 17
Exceeded High   18 13 10 13 14 14 9 6 9 12 12
Scenario Percentage   86% 76% 67% 87% 82% 82% 69% 60% 75% 80% 71%
Avg Max Increase   10.41% 8.62% 8.67% 13.96% 9.02% 7.78% 11.00% 24.65% 25.07% 22.25% 14.54%
Max Increase   40.87% 24.57% 30.16% 44.89% 24.32% 17.16% 32.21% 36.90% 91.38% 61.63% 51.04%
Avg Days To Max Increase   15 17 16 18 17 17 15 24 20 17 18
Avg Max Decline   -2.54% -1.38% -1.91% -3.02% -2.43% -4.11% -3.70% -1.94% -3.33% -4.06% -3.32%
Max Decline   -7.88% -4.92% -3.97% -11.95% -6.23% -13.58% -11.26% -5.51% -10.03% -17.28% -10.23%
Avg Days to Max Decline   6 8 9 12 9 17 5 2 8 5 4
2023 Contract Condition   Yes Yes   Yes Yes     Yes     Yes
Action   Yes Yes   Yes Yes     No     Yes
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   31 33 33 33 33 33 33 33 33 33 33
Closed Lower   9 16 18 17 16 16 20 23 21 18 16
Penetrated Low   5 10 13 11 12 14 17 20 16 16 11
Scenario Percentage   56% 63% 72% 65% 75% 88% 85% 87% 76% 89% 69%
Avg Max Decline   4.35% 7.16% 8.07% 9.62% 9.89% 10.19% 13.92% 16.18% 16.94% 15.12% 9.83%
Max Decline   8.84% 14.17% 14.58% 19.01% 23.69% 19.10% 24.24% 32.58% 46.06% 31.64% 19.74%
Avg Days To Max Decline   17 20 18 17 15 23 20 18 16 20 18
Avg Max Increase   -2.09% -3.79% -3.18% -2.17% -1.99% -5.74% -2.98% -3.41% -4.09% -7.37% -4.60%
Max Increase   -5.58% -12.86% -13.78% -5.75% -7.55% -21.08% -12.73% -11.97% -23.19% -15.47% -18.65%
Avg Days to Max Increase   9 9 12 3 8 13 5 5 6 10 5
2023 Contract Condition       Yes     Yes Yes   Yes Yes  
Action       Yes     Yes Yes   Yes Yes  
High 4.092 5.049 5.316 6.165 5.475 5.991 6.017 5.199 5.403 5.397 3.875 2.836
Low 3.370 3.985 4.349 4.288 4.145 4.751 4.784 4.375 4.541 3.860 2.661 2.113
Close/Last 4.031 4.538 5.093 4.335 4.943 5.925 4.887 4.793 5.247 3.917 2.741 2.747

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Quotes and Charts! https://www.mrci.com/ohlc/ohlc-all.php
MRCI is delighted to provide our Futures SuperCharts via End-of-Day Commodity Quotes pages.

There are now links not only to the Nearby Weekly and Monthly charts for each particular commodity but also to the daily Superchart for each delivery month --- over which you can even hover!

No more toggling from one section to another.  Now MRCI's tables of daily OHLC, volume, and open interest data offer you immediate access to the relevant charts

--- all in one place and at your fingertips.  Try it --- you'll like it!
Learn more: https://www.mrci.com/tutorials/supercharts.pdf