MRCI Online
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| ScenarioSM Study for July Natural Gas(NYM) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 24 | 25 | 25 | 25 | 25 | 25 | 25 | 25 | 25 | 25 | 26 | |
| Closed Higher | 12 | 12 | 12 | 7 | 6 | 10 | 13 | 15 | 16 | 16 | 12 | |
| Exceeded High | 10 | 9 | 9 | 5 | 5 | 8 | 12 | 11 | 16 | 15 | 7 | |
| Scenario Percentage | 83% | 75% | 75% | 71% | 83% | 80% | 92% | 73% | 100% | 94% | 58% | |
| Avg Max Increase | 12.91% | 8.80% | 7.54% | 6.79% | 12.61% | 18.80% | 16.19% | 21.43% | 16.03% | 13.67% | 9.54% | |
| Max Increase | 40.16% | 22.45% | 15.07% | 13.68% | 26.86% | 45.30% | 32.40% | 51.42% | 53.57% | 45.35% | 19.70% | |
| Avg Days To Max Increase | 21 | 18 | 18 | 15 | 17 | 21 | 24 | 18 | 16 | 12 | 13 | |
| Avg Max Decline | -3.16% | -2.33% | -4.15% | -1.69% | -3.69% | -1.63% | -3.30% | -2.90% | -4.83% | -5.01% | -3.10% | |
| Max Decline | -10.94% | -4.34% | -12.87% | -4.64% | -11.21% | -5.67% | -6.30% | -7.01% | -8.65% | -14.73% | -12.76% | |
| Avg Days to Max Decline | 13 | 10 | 12 | 4 | 21 | 8 | 9 | 8 | 11 | 7 | 2 | |
| 2015 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | No | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
