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 May 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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   19 21 21 21 21 21 21 21 21 21 21
Closed Higher   13 10 12 10 12 7 6 8 10 12 16
Exceeded High   10 6 11 7 9 3 5 8 9 10 14
Scenario Percentage   77% 60% 92% 70% 75% 43% 83% 100% 90% 83% 88%
Avg Max Increase   7.43% 9.82% 12.68% 10.31% 7.50% 12.07% 19.52% 20.62% 19.75% 21.73% 10.66%
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   19 14 20 19 17 16 17 18 20 13 15
Avg Max Decline   -1.51% -2.33% -2.04% -1.86% -4.40% -1.62% -1.95% -1.43% -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   9 14 10 4 12 2 3 5 9 8 4
2011 Contract Condition   Yes             Yes Yes   Yes
Action   No             Yes No   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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   19 21 21 21 21 21 21 21 21 21 21
Closed Lower   6 11 9 11 8 14 15 13 11 9 5
Penetrated Low   3 8 7 10 7 10 12 11 8 7 4
Scenario Percentage   50% 73% 78% 91% 88% 71% 80% 85% 73% 78% 80%
Avg Max Decline   6.07% 8.07% 10.00% 8.29% 8.00% 12.59% 13.31% 14.48% 13.84% 10.30% 5.73%
Max Decline   12.45% 14.66% 17.78% 22.61% 19.01% 22.58% 31.56% 34.01% 29.94% 23.80% 13.67%
Avg Days To Max Decline   22 20 18 16 27 19 17 17 19 13 13
Avg Max Increase   -8.60% -2.77% -2.28% -1.95% -5.78% -1.68% -2.63% -3.04% -6.78% -5.66% -6.19%
Max Increase   -13.25% -12.65% -5.64% -6.61% -20.13% -6.09% -9.12% -16.97% -13.73% -11.73% -11.84%
Avg Days to Max Increase   15 15 3 8 16 6 7 6 5 11 3
2011 Contract Condition     Yes Yes Yes Yes Yes Yes     Yes  
Action     Yes Yes Yes Yes No No     Yes  
High 5.396 5.495 5.410 5.186 5.060 4.541 4.341 4.424 4.559 4.822 4.543 4.559
Low 4.991 4.970 5.045 4.902 4.350 4.195 3.882 3.919 4.020 4.321 3.894 3.805
Close/Last 5.112 5.172 5.097 5.069 4.525 4.255 4.210 4.174 4.434 4.470 4.110 4.389

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