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 Dec 30, 2016
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   26 26 26 26 26 26 26 26 26 27 27
Closed Higher   12 14 8 6 10 13 16 17 17 12 12
Exceeded High   9 10 5 5 8 12 13 17 16 8 5
Scenario Percentage   75% 71% 63% 83% 80% 92% 81% 100% 94% 67% 42%
Avg Max Increase   9.19% 7.21% 6.70% 11.73% 16.30% 15.43% 18.40% 15.62% 15.07% 16.57% 8.96%
Max Increase   23.34% 15.36% 13.57% 26.45% 41.51% 29.66% 48.98% 52.12% 47.41% 28.82% 18.75%
Avg Days To Max Increase   19 18 15 19 19 24 17 16 15 18 13
Avg Max Decline   -2.31% -4.05% -1.59% -2.17% -1.70% -3.04% -2.75% -3.98% -5.43% -6.12% -3.74%
Max Decline   -4.89% -13.01% -4.20% -4.16% -5.68% -5.42% -6.66% -8.17% -12.70% -12.50% -12.28%
Avg Days to Max Decline   11 11 3 18 7 11 9 10 11 12 5
2016 Contract Condition           Yes     Yes Yes   Yes
Action           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   26 26 26 26 26 26 26 26 26 27 27
Closed Lower   14 12 18 20 16 13 10 9 9 15 15
Penetrated Low   12 11 14 17 13 10 8 9 7 13 12
Scenario Percentage   86% 92% 78% 85% 81% 77% 80% 100% 78% 87% 80%
Avg Max Decline   8.78% 8.29% 11.82% 12.43% 10.20% 12.68% 10.79% 10.02% 16.23% 15.57% 10.83%
Max Decline   21.05% 17.97% 22.09% 29.97% 28.66% 25.57% 23.91% 27.18% 36.75% 28.58% 16.07%
Avg Days To Max Decline   17 22 19 14 16 17 17 20 22 18 17
Avg Max Increase   -1.69% -2.83% -1.63% -1.94% -2.62% -4.91% -4.18% -5.07% -5.11% -7.70% -2.61%
Max Increase   -6.55% -5.65% -5.89% -7.11% -11.65% -11.28% -21.80% -11.46% -10.17% -14.97% -11.11%
Avg Days to Max Increase   10 11 5 6 5 10 11 12 10 10 5
2016 Contract Condition   Yes Yes Yes Yes   Yes Yes     Yes  
Action   Yes Yes Yes Yes   Yes No     Not Yet  
High 3.180 3.096 2.971 2.836 2.697 2.576 2.646 2.419 2.295 2.494 2.409 2.974
Low 3.030 2.880 2.774 2.490 2.445 2.237 2.363 1.990 1.994 2.151 2.157 2.375
Close/Last 3.037 2.905 2.780 2.589 2.498 2.523 2.469 2.034 2.212 2.412 2.383 2.924

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