MRCI Online
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| ScenarioSM Study for September Natural Gas(NYM) as of Jan 01, 2008 | |||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 17 | 17 | 17 | 17 | 17 | 17 | 17 | 17 | 18 | 18 | 18 |
| Closed Higher | 10 | 6 | 5 | 6 | 9 | 12 | 13 | 10 | 8 | 7 | 8 |
| Exceeded High | 6 | 3 | 4 | 5 | 9 | 11 | 13 | 9 | 5 | 5 | 8 |
| Scenario Percentage | 60% | 50% | 80% | 83% | 100% | 92% | 100% | 90% | 62% | 71% | 100% |
| Avg Max Increase | 6.40% | 8.64% | 10.79% | 16.97% | 14.09% | 17.25% | 16.17% | 16.25% | 13.42% | 19.09% | 14.70% |
| Max Increase | 14.51% | 12.72% | 25.70% | 40.58% | 29.66% | 48.89% | 51.66% | 46.20% | 20.70% | 44.05% | 28.45% |
| Avg Days To Max Increase | 18 | 13 | 14 | 19 | 25 | 15 | 17 | 13 | 24 | 19 | 15 |
| Avg Max Decline | -4.96% | -1.15% | -1.73% | -0.41% | -2.62% | -2.02% | -3.33% | -3.66% | -6.49% | -9.01% | -5.16% |
| Max Decline | -12.68% | -3.00% | -2.90% | -3.47% | -4.20% | -6.16% | -6.26% | -9.20% | -11.97% | -18.51% | -11.41% |
| Avg Days to Max Decline | 7 | 2 | 5 | 5 | 13 | 5 | 9 | 8 | 16 | 11 | 4 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
