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ScenarioSM Study for July Natural Gas(NYM) as of Jan 01, 2018 | ||||||||||||
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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 | 26 | 27 | 27 | 27 | 27 | 27 | 27 | 27 | 27 | 27 | 28 | |
Closed Higher | 13 | 12 | 12 | 8 | 7 | 12 | 13 | 15 | 18 | 18 | 12 | |
Exceeded High | 10 | 9 | 9 | 6 | 6 | 9 | 12 | 11 | 18 | 17 | 8 | |
Scenario Percentage | 77% | 75% | 75% | 75% | 86% | 75% | 92% | 73% | 100% | 94% | 67% | |
Avg Max Increase | 12.91% | 8.80% | 7.54% | 8.39% | 12.39% | 17.27% | 16.19% | 21.43% | 15.27% | 14.01% | 11.41% | |
Max Increase | 40.16% | 22.45% | 15.07% | 16.38% | 26.86% | 45.30% | 32.40% | 51.42% | 53.57% | 49.30% | 21.64% | |
Avg Days To Max Increase | 21 | 18 | 18 | 17 | 19 | 19 | 24 | 18 | 16 | 14 | 15 | |
Avg Max Decline | -3.16% | -2.33% | -4.15% | -3.10% | -3.23% | -1.77% | -3.30% | -2.90% | -4.66% | -5.67% | -4.03% | |
Max Decline | -10.94% | -4.34% | -12.87% | -10.14% | -11.21% | -5.67% | -6.30% | -7.01% | -8.65% | -14.73% | -12.76% | |
Avg Days to Max Decline | 13 | 10 | 12 | 5 | 18 | 8 | 9 | 8 | 12 | 11 | 3 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | No | Yes | Yes | No | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.