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 Jan 01, 2015
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   22 24 24 24 24 24 24 24 24 24 24
Closed Higher   13 11 13 11 13 8 7 9 11 14 17
Exceeded High   10 7 12 8 10 4 6 9 10 11 15
Scenario Percentage   77% 64% 92% 73% 77% 50% 86% 100% 91% 79% 88%
Avg Max Increase   7.43% 9.35% 11.86% 9.54% 7.44% 10.46% 18.70% 20.49% 18.95% 22.07% 10.75%
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 17 20 18 18 17 19 18 21 13 15
Avg Max Decline   -1.51% -2.28% -2.80% -2.07% -4.30% -2.34% -1.91% -1.94% -3.76% -3.80% -4.18%
Max Decline   -4.89% -7.32% -11.20% -5.03% -13.36% -4.50% -4.42% -6.21% -7.50% -8.72% -8.03%
Avg Days to Max Decline   9 12 12 7 15 4 10 6 9 8 4
2014 Contract Condition         Yes     Yes Yes Yes Yes  
Action         Yes     Yes Yes 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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   22 24 24 24 24 24 24 24 24 24 24
Closed Lower   9 13 11 13 10 16 17 15 13 10 7
Penetrated Low   6 10 9 11 9 12 14 13 9 8 6
Scenario Percentage   67% 77% 82% 85% 90% 75% 82% 87% 69% 80% 86%
Avg Max Decline   6.73% 8.20% 9.49% 8.74% 8.69% 12.84% 14.52% 14.41% 14.89% 12.77% 6.61%
Max Decline   12.45% 14.66% 17.78% 22.61% 19.01% 23.62% 31.56% 34.01% 29.94% 27.60% 16.45%
Avg Days To Max Decline   23 19 18 17 24 19 16 16 20 14 13
Avg Max Increase   -5.00% -2.96% -1.91% -1.91% -5.26% -1.42% -2.83% -2.90% -6.93% -5.26% -4.81%
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   12 16 3 8 14 5 7 6 6 9 3
2014 Contract Condition   Yes Yes Yes   Yes Yes         Yes
Action   Yes Yes Yes   Yes Yes         Yes
High 4.233 4.253 4.102 3.991 3.891 3.993 4.012 3.917 4.229 4.488 4.893 4.669
Low 4.011 4.032 3.797 3.747 3.523 3.718 3.646 3.495 3.860 3.850 4.333 4.256
Close/Last 4.224 4.070 3.810 3.775 3.853 3.782 3.661 3.915 4.095 4.379 4.550 4.371

Banner

Login

Main Menu

MRCI Online

Free Links

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! https://www.mrci.com/products/energy