MRCI Online
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| ScenarioSM Study for June Natural Gas(NYM) as of Sep 16, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 31 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | |
| Closed Higher | 14 | 16 | 16 | 15 | 11 | 9 | 13 | 16 | 16 | 20 | 18 | |
| Exceeded High | 8 | 14 | 13 | 12 | 9 | 7 | 10 | 14 | 11 | 20 | 13 | |
| Scenario Percentage | 57% | 88% | 81% | 80% | 82% | 78% | 77% | 88% | 69% | 100% | 72% | |
| Avg Max Increase | 8.68% | 12.66% | 9.07% | 7.55% | 8.24% | 12.39% | 16.90% | 16.89% | 22.00% | 17.47% | 15.35% | |
| Max Increase | 27.75% | 40.81% | 23.43% | 14.62% | 16.87% | 26.34% | 49.02% | 34.72% | 54.16% | 64.90% | 43.27% | |
| Avg Days To Max Increase | 17 | 20 | 19 | 18 | 15 | 17 | 18 | 22 | 17 | 17 | 15 | |
| Avg Max Decline | -1.86% | -2.72% | -2.20% | -3.62% | -3.07% | -2.62% | -1.82% | -3.79% | -3.14% | -4.58% | -3.64% | |
| Max Decline | -3.38% | -10.98% | -4.34% | -13.06% | -10.47% | -10.51% | -5.83% | -15.77% | -8.24% | -9.02% | -11.24% | |
| Avg Days to Max Decline | 11 | 12 | 13 | 12 | 6 | 19 | 7 | 8 | 7 | 8 | 4 | |
| 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.
