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ScenarioSM Study for May Natural Gas(NYM) as of Jan 01, 2009 | ||||||||||||
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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 | Mar |
Tested Years | 16 | 18 | 18 | 18 | 18 | 18 | 18 | 18 | 18 | 18 | 18 | |
Closed Higher | 10 | 9 | 12 | 10 | 11 | 7 | 6 | 6 | 9 | 12 | 15 | |
Exceeded High | 8 | 5 | 11 | 7 | 8 | 3 | 5 | 6 | 9 | 10 | 14 | |
Scenario Percentage | 80% | 56% | 92% | 70% | 73% | 43% | 83% | 100% | 100% | 83% | 93% | |
Avg Max Increase | 6.46% | 11.43% | 12.68% | 10.31% | 7.89% | 12.07% | 19.52% | 24.80% | 19.75% | 21.73% | 10.80% | |
Max Increase | 16.77% | 27.44% | 41.31% | 23.54% | 14.89% | 22.06% | 31.67% | 62.43% | 43.11% | 54.87% | 35.33% | |
Avg Days To Max Increase | 21 | 17 | 20 | 19 | 17 | 16 | 17 | 19 | 20 | 13 | 15 | |
Avg Max Decline | -1.83% | -2.73% | -2.04% | -1.86% | -4.23% | -1.62% | -1.95% | -1.63% | -4.07% | -3.97% | -4.19% | |
Max Decline | -4.89% | -7.32% | -6.85% | -5.03% | -13.36% | -3.62% | -4.42% | -6.21% | -7.50% | -8.72% | -8.03% | |
Avg Days to Max Decline | 10 | 16 | 10 | 4 | 13 | 2 | 3 | 5 | 9 | 8 | 4 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.