MRCI Online
|
| ScenarioSM Study for July Natural Gas(NYM) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 27 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | 29 | |
| Closed Higher | 13 | 13 | 13 | 8 | 8 | 12 | 14 | 15 | 19 | 18 | 13 | |
| Exceeded High | 10 | 10 | 10 | 6 | 6 | 9 | 12 | 11 | 19 | 17 | 8 | |
| Scenario Percentage | 77% | 77% | 77% | 75% | 75% | 75% | 86% | 73% | 100% | 94% | 62% | |
| Avg Max Increase | 12.91% | 8.28% | 7.08% | 8.39% | 12.39% | 17.27% | 16.19% | 21.43% | 14.78% | 13.51% | 8.78% | |
| Max Increase | 40.16% | 22.45% | 15.07% | 16.38% | 26.86% | 45.30% | 32.40% | 51.42% | 53.57% | 45.35% | 19.70% | |
| Avg Days To Max Increase | 21 | 18 | 19 | 17 | 19 | 19 | 24 | 18 | 17 | 13 | 13 | |
| Avg Max Decline | -3.16% | -2.19% | -3.87% | -3.10% | -3.23% | -1.77% | -3.30% | -2.90% | -4.64% | -5.25% | -3.05% | |
| 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 | 12 | 11 | 5 | 18 | 8 | 9 | 8 | 12 | 8 | 2 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | No | Yes | Yes | ||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
