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, 2009
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   18 18 18 18 18 18 18 18 18 19 19
Closed Higher   10 12 7 5 6 10 13 14 11 9 8
Exceeded High   8 8 4 4 5 10 12 14 10 6 3
Scenario Percentage   80% 67% 57% 80% 83% 100% 92% 100% 91% 67% 38%
Avg Max Increase   9.88% 7.76% 7.13% 11.53% 20.19% 15.77% 18.00% 16.94% 17.70% 14.46% 10.39%
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 17 13 16 20 23 17 18 14 19 15
Avg Max Decline   -2.19% -4.10% -0.93% -2.32% -0.50% -3.05% -2.85% -3.80% -4.06% -5.91% -4.61%
Max Decline   -4.89% -13.01% -2.65% -4.16% -4.20% -4.76% -6.66% -7.31% -11.03% -12.50% -12.28%
Avg Days to Max Decline   8 8 2 12 8 11 9 11 7 14 5
2008 Contract Condition     Yes Yes   Yes Yes Yes Yes Yes Yes Yes
Action     Yes Yes   Yes Yes Yes Yes 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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   18 18 18 18 18 18 18 18 18 19 19
Closed Lower   8 6 11 13 12 8 5 4 7 10 11
Penetrated Low   7 5 8 11 9 5 3 4 6 9 9
Scenario Percentage   88% 83% 73% 85% 75% 63% 60% 100% 86% 90% 82%
Avg Max Decline   5.28% 4.66% 8.88% 9.06% 7.76% 9.42% 3.43% 12.49% 18.60% 17.42% 10.22%
Max Decline   14.60% 8.58% 14.41% 18.52% 14.30% 25.57% 4.63% 27.18% 36.75% 28.58% 15.05%
Avg Days To Max Decline   13 23 20 13 16 14 16 20 24 19 18
Avg Max Increase   -2.37% -3.38% -1.06% -2.22% -1.57% -4.42% -8.35% -4.21% -5.26% -9.00% -3.16%
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 6
2008 Contract Condition   Yes     Yes              
Action   No     Yes              
High 8.375 8.374 8.012 8.365 8.504 7.890 8.525 9.666 10.600 11.628 12.274 13.455
Low 7.800 7.460 7.470 7.655 7.530 7.391 7.845 7.971 9.000 9.550 10.711 11.726
Close/Last 8.240 7.523 7.821 8.354 7.539 7.878 8.348 9.595 10.303 11.045 11.795 13.353

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