Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for August Natural Gas(NYM) as of Jan 01, 2008
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 17 17 17 17 17 17 17 17 17 18 18
Closed Higher 10 11 6 5 5 9 12 13 10 8 7
Exceeded High 8 7 3 4 4 9 11 13 9 5 2
Scenario Percentage 80% 64% 50% 80% 80% 100% 92% 100% 90% 62% 29%
Avg Max Increase 9.88% 7.62% 8.91% 11.53% 19.56% 14.52% 17.76% 16.77% 17.25% 13.71% 13.26%
Max Increase 23.34% 15.36% 13.57% 26.45% 41.51% 29.66% 48.98% 52.12% 47.41% 23.43% 18.75%
Avg Days To Max Increase 20 19 17 16 18 25 16 17 13 21 19
Avg Max Decline -2.19% -4.38% -1.10% -2.32% -0.52% -2.89% -2.51% -3.54% -4.18% -6.97% -6.37%
Max Decline -4.89% -13.01% -2.65% -4.16% -4.20% -4.76% -6.53% -6.38% -11.03% -12.50% -12.28%
Avg Days to Max Decline 8 6 2 12 4 11 8 12 8 16 6
2007 Contract Condition     Yes Yes   Yes   Yes Yes    
Action     Yes No   Yes   Yes Yes    
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 17 17 17 17 17 17 17 17 17 18 18
Closed Lower 7 6 11 12 12 8 5 4 7 10 11
Penetrated Low 7 5 8 10 9 5 3 4 6 9 9
Scenario Percentage 100% 83% 73% 83% 75% 62% 60% 100% 86% 90% 82%
Avg Max Decline 5.28% 4.66% 8.88% 9.76% 7.76% 9.42% 3.43% 12.49% 18.60% 17.42% 20.75%
Max Decline 14.60% 8.58% 14.41% 18.52% 14.30% 25.57% 4.63% 27.18% 36.75% 28.58% 42.32%
Avg Days To Max Decline 13 23 20 14 16 14 16 20 24 19 18
Avg Max Increase -2.37% -3.38% -1.06% -2.46% -1.57% -4.42% -8.35% -4.21% -5.26% -9.00% -3.55%
Max Increase -6.55% -5.04% -2.03% -7.11% -11.65% -11.28% -21.80% -11.46% -10.17% -14.97% -11.11%
Avg Days to Max Increase 13 16 6 8 5 13 20 9 11 11 8
2007 Contract Condition Yes Yes     Yes   Yes     Yes Yes
Action Yes No     Yes   Yes     Yes Yes
High 9.164 8.620 8.173 8.491 8.380 8.060 8.250 8.216 8.373 8.520 8.342
Low 8.370 7.240 7.380 7.642 6.769 6.731 7.565 7.350 7.704 7.770 6.551
Close/Last 8.478 7.453 7.685 8.491 7.038 7.911 7.707 8.109 8.136 8.057 6.773

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php