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, 2016
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   24 26 26 26 26 26 26 26 26 26 26
Closed Higher   13 12 13 12 13 8 7 10 11 15 18
Exceeded High   10 7 12 8 10 4 6 10 10 11 16
Scenario Percentage   77% 58% 92% 67% 77% 50% 86% 100% 91% 73% 89%
Avg Max Increase   7.43% 9.35% 11.86% 9.54% 7.44% 10.46% 18.70% 18.96% 18.95% 22.07% 10.65%
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 16
Avg Max Decline   -1.51% -2.28% -2.80% -2.07% -4.30% -2.34% -1.91% -2.07% -3.76% -3.80% -4.19%
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 5 9 8 5
2016 Contract Condition     Yes           Yes     Yes
Action     No           Yes     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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   24 26 26 26 26 26 26 26 26 26 26
Closed Lower   11 14 13 14 12 18 19 16 15 11 8
Penetrated Low   8 11 10 12 11 14 16 14 11 9 7
Scenario Percentage   73% 79% 77% 86% 92% 78% 84% 88% 73% 82% 88%
Avg Max Decline   6.39% 8.28% 9.47% 9.36% 9.23% 13.60% 15.13% 14.08% 14.98% 11.92% 6.16%
Max Decline   12.45% 14.66% 17.78% 22.61% 19.01% 23.62% 31.56% 34.01% 29.94% 27.60% 13.67%
Avg Days To Max Decline   21 20 19 18 24 19 17 15 20 13 12
Avg Max Increase   -4.48% -2.73% -1.96% -1.96% -4.57% -1.96% -2.54% -3.42% -6.67% -4.70% -4.55%
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   11 14 4 8 13 6 6 6 7 8 2
2016 Contract Condition   Yes   Yes Yes Yes Yes Yes   Yes Yes  
Action   Yes   Yes Yes Yes Yes Yes   Yes Yes  
High 3.035 3.170 3.135 3.103 3.036 2.907 2.760 2.602 2.466 2.549 2.320 2.032
Low 2.902 2.948 2.927 2.956 2.799 2.689 2.374 2.334 2.087 2.206 1.778 1.731
Close/Last 3.022 2.955 3.056 2.965 2.834 2.695 2.481 2.391 2.424 2.368 1.808 1.959

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