MRCI Online
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| ScenarioSM Study for July Natural Gas(NYM) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 30 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | 32 | |
| Closed Higher | 14 | 15 | 14 | 11 | 9 | 13 | 16 | 17 | 20 | 20 | 14 | |
| Exceeded High | 11 | 12 | 11 | 9 | 7 | 10 | 14 | 12 | 20 | 19 | 10 | |
| Scenario Percentage | 79% | 80% | 79% | 82% | 78% | 77% | 88% | 71% | 100% | 95% | 71% | |
| Avg Max Increase | 12.66% | 7.89% | 6.98% | 7.03% | 11.39% | 15.67% | 15.17% | 19.89% | 15.23% | 13.95% | 11.23% | |
| 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 | 19 | 19 | 18 | 12 | 20 | 19 | 23 | 18 | 16 | 14 | 16 | |
| Avg Max Decline | -2.84% | -2.37% | -3.68% | -2.48% | -3.48% | -1.87% | -2.95% | -2.76% | -4.63% | -5.33% | -3.41% | |
| 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 | 12 | 13 | 12 | 5 | 20 | 7 | 8 | 9 | 11 | 11 | 3 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | 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.
