MRCI Online
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| ScenarioSM Study for July Natural Gas(NYM) as of Oct 06, 2023 | ||||||||||||
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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 | 32 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 34 | |
| Closed Higher | 16 | 17 | 15 | 12 | 10 | 13 | 17 | 17 | 21 | 21 | 15 | |
| Exceeded High | 13 | 14 | 12 | 10 | 8 | 10 | 15 | 12 | 21 | 20 | 11 | |
| Scenario Percentage | 81% | 82% | 80% | 83% | 80% | 77% | 88% | 71% | 100% | 95% | 73% | |
| Avg Max Increase | 14.46% | 8.54% | 7.37% | 7.13% | 10.30% | 15.67% | 15.86% | 19.89% | 17.55% | 14.82% | 11.90% | |
| Max Increase | 40.16% | 23.32% | 15.07% | 16.38% | 26.86% | 45.30% | 32.40% | 51.42% | 64.12% | 49.30% | 21.64% | |
| Avg Days To Max Increase | 19 | 18 | 18 | 14 | 19 | 19 | 24 | 18 | 16 | 13 | 15 | |
| Avg Max Decline | -2.81% | -2.49% | -3.62% | -2.71% | -4.71% | -1.87% | -3.77% | -2.76% | -4.51% | -5.63% | -3.10% | |
| Max Decline | -10.94% | -6.52% | -12.87% | -10.14% | -13.36% | -5.67% | -15.31% | -7.01% | -8.65% | -14.73% | -12.76% | |
| Avg Days to Max Decline | 12 | 12 | 12 | 5 | 18 | 7 | 8 | 9 | 11 | 11 | 3 | |
| 2023 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
