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| ScenarioSM Study for July Natural Gas(NYM) as of Dec 06, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 33 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 35 | |
| Closed Higher | 16 | 17 | 15 | 13 | 10 | 13 | 17 | 17 | 21 | 21 | 16 | |
| Exceeded High | 13 | 14 | 12 | 11 | 8 | 10 | 15 | 12 | 21 | 20 | 10 | |
| Scenario Percentage | 81% | 82% | 80% | 85% | 80% | 77% | 88% | 71% | 100% | 95% | 63% | |
| Avg Max Increase | 14.46% | 8.54% | 7.37% | 6.66% | 10.30% | 15.67% | 15.86% | 19.89% | 17.55% | 14.39% | 10.64% | |
| Max Increase | 40.16% | 23.32% | 15.07% | 16.38% | 26.86% | 45.30% | 32.40% | 51.42% | 64.12% | 45.35% | 19.70% | |
| Avg Days To Max Increase | 19 | 18 | 18 | 13 | 19 | 19 | 24 | 18 | 16 | 13 | 14 | |
| Avg Max Decline | -2.81% | -2.49% | -3.62% | -2.67% | -4.71% | -1.87% | -3.77% | -2.76% | -4.51% | -5.27% | -2.36% | |
| 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 | 8 | 2 | |
| 2024 Contract Condition | Yes | Yes | ||||||||||
| Action | Yes | Not Yet | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
