MRCI Online
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| ScenarioSM Study for June Natural Gas(NYM) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 17 | 18 | 18 | 18 | 18 | 18 | 18 | 18 | 18 | 18 | 18 | |
| Closed Higher | 8 | 12 | 10 | 10 | 5 | 5 | 7 | 9 | 11 | 14 | 8 | |
| Exceeded High | 3 | 10 | 8 | 7 | 3 | 4 | 6 | 9 | 9 | 14 | 6 | |
| Scenario Percentage | 38% | 83% | 80% | 70% | 60% | 80% | 86% | 100% | 82% | 100% | 75% | |
| Avg Max Increase | 13.46% | 13.46% | 9.37% | 8.39% | 9.94% | 13.84% | 21.59% | 18.00% | 23.86% | 17.55% | 18.93% | |
| Max Increase | 27.75% | 40.81% | 22.49% | 14.62% | 16.75% | 26.34% | 49.02% | 34.72% | 54.16% | 52.28% | 43.27% | |
| Avg Days To Max Increase | 12 | 20 | 18 | 18 | 16 | 14 | 19 | 21 | 17 | 18 | 18 | |
| Avg Max Decline | -1.99% | -2.10% | -2.21% | -4.06% | -1.42% | -3.77% | -1.31% | -3.27% | -3.45% | -4.60% | -3.56% | |
| Max Decline | -3.16% | -6.78% | -4.34% | -13.06% | -2.96% | -10.51% | -5.56% | -6.29% | -8.24% | -7.68% | -8.56% | |
| Avg Days to Max Decline | 15 | 10 | 8 | 9 | 2 | 22 | 8 | 9 | 7 | 7 | 2 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | No | 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.
