MRCI Online
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| ScenarioSM Study for July Natural Gas(NYM) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 19 | 20 | 20 | 20 | 20 | 20 | 20 | 20 | 20 | 20 | 21 | |
| Closed Higher | 11 | 10 | 11 | 6 | 5 | 8 | 10 | 12 | 14 | 11 | 11 | |
| Exceeded High | 9 | 8 | 8 | 4 | 4 | 6 | 10 | 10 | 14 | 10 | 7 | |
| Scenario Percentage | 82% | 80% | 73% | 67% | 80% | 75% | 100% | 83% | 100% | 91% | 64% | |
| Avg Max Increase | 14.06% | 9.42% | 7.67% | 7.21% | 12.29% | 20.55% | 16.54% | 21.20% | 17.23% | 17.02% | 9.95% | |
| Max Increase | 40.16% | 22.45% | 15.07% | 13.68% | 26.86% | 45.30% | 32.40% | 51.42% | 53.57% | 49.30% | 19.70% | |
| Avg Days To Max Increase | 20 | 18 | 18 | 13 | 14 | 20 | 24 | 18 | 18 | 13 | 13 | |
| Avg Max Decline | -2.29% | -2.21% | -4.25% | -0.96% | -4.23% | -0.81% | -3.32% | -3.01% | -4.65% | -4.64% | -3.10% | |
| 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 | 8 | 2 | 16 | 8 | 9 | 9 | 11 | 7 | 2 | |
| 2010 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | No | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
