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ScenarioSM Study for May Natural Gas(NYM) as of Sep 16, 2022 | ||||||||||||
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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 | 30 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | |
Closed Higher | 15 | 15 | 16 | 16 | 16 | 13 | 10 | 12 | 15 | 17 | 21 | |
Exceeded High | 12 | 10 | 15 | 12 | 13 | 9 | 8 | 10 | 13 | 12 | 19 | |
Scenario Percentage | 80% | 67% | 94% | 75% | 81% | 69% | 80% | 83% | 87% | 71% | 90% | |
Avg Max Increase | 8.31% | 8.67% | 12.26% | 9.62% | 7.42% | 9.25% | 16.26% | 18.96% | 18.13% | 20.45% | 11.69% | |
Max Increase | 23.36% | 27.44% | 41.31% | 23.54% | 14.89% | 22.06% | 31.67% | 62.43% | 43.11% | 54.87% | 42.95% | |
Avg Days To Max Increase | 20 | 16 | 20 | 20 | 18 | 15 | 19 | 18 | 21 | 14 | 16 | |
Avg Max Decline | -1.33% | -2.32% | -2.66% | -2.09% | -3.86% | -3.22% | -1.64% | -2.07% | -4.29% | -3.65% | -3.99% | |
Max Decline | -4.89% | -7.32% | -11.20% | -5.03% | -13.36% | -10.81% | -4.42% | -6.21% | -16.31% | -8.72% | -8.03% | |
Avg Days to Max Decline | 8 | 11 | 12 | 8 | 14 | 5 | 8 | 5 | 8 | 8 | 5 | |
2022 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.