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 July Natural Gas(NYM) as of Jan 01, 2008
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years 16 17 17 17 17 17 17 17 17 17 18
Closed Higher 10 10 9 5 5 6 9 11 13 10 8
Exceeded High 9 8 6 3 4 5 9 9 13 9 5
Scenario Percentage 90% 80% 67% 60% 80% 83% 100% 82% 100% 90% 62%
Avg Max Increase 14.06% 9.42% 8.13% 8.98% 12.29% 19.96% 15.35% 21.25% 17.10% 16.07% 6.60%
Max Increase 40.16% 22.45% 15.07% 13.68% 26.86% 45.30% 32.40% 51.42% 53.57% 45.35% 12.22%
Avg Days To Max Increase 20 18 20 17 14 19 25 17 17 12 11
Avg Max Decline -2.29% -2.21% -4.40% -1.09% -4.23% -0.88% -3.16% -2.59% -4.44% -4.79% -3.65%
Max Decline -6.37% -4.34% -12.87% -2.81% -11.21% -5.20% -6.30% -7.01% -8.29% -14.73% -12.76%
Avg Days to Max Decline 11 8 7 2 16 5 9 8 12 7 2
2007 Contract Condition Yes     Yes Yes   Yes   Yes Yes  
Action Yes     Yes No   Yes   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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years 16 17 17 17 17 17 17 17 17 17 18
Closed Lower 6 7 6 11 12 11 8 5 4 7 10
Penetrated Low 5 7 5 7 9 9 5 2 4 6 10
Scenario Percentage 83% 100% 83% 64% 75% 82% 62% 40% 100% 86% 100%
Avg Max Decline 4.87% 5.34% 5.02% 9.95% 11.23% 8.51% 10.12% 5.64% 13.79% 15.50% 18.86%
Max Decline 7.93% 14.52% 8.57% 14.72% 19.56% 15.02% 26.72% 6.43% 28.35% 28.86% 41.75%
Avg Days To Max Decline 20 15 28 20 15 18 19 23 20 18 18
Avg Max Increase -1.79% -2.04% -6.68% -1.07% -2.89% -2.05% -4.78% -12.12% -4.64% -4.27% -8.57%
Max Increase -3.24% -3.76% -19.21% -2.09% -7.26% -12.14% -11.88% -20.94% -11.28% -10.19% -24.08%
Avg Days to Max Increase 5 14 21 4 9 6 7 28 7 8 9
2007 Contract Condition   Yes Yes     Yes   Yes     Yes
Action   Yes No     Yes   Yes     Yes
High 8.846 9.093 8.530 8.090 8.426 8.350 8.026 8.183 8.116 8.281 8.400
Low 8.020 8.290 7.170 7.360 7.590 6.660 6.626 7.446 7.245 7.550 7.620
Close/Last 8.846 8.388 7.388 7.619 8.426 6.928 7.841 7.614 8.011 8.016 7.935

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