MRCI Online
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| ScenarioSM Study for September Natural Gas(NYM) as of Jan 01, 2010 | |||||||||||
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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 | 19 | 19 | 19 | 19 | 19 | 19 | 19 | 19 | 20 | 20 | 20 |
| Closed Higher | 11 | 7 | 5 | 7 | 10 | 13 | 14 | 11 | 10 | 8 | 8 |
| Exceeded High | 7 | 4 | 4 | 6 | 10 | 12 | 14 | 10 | 6 | 6 | 8 |
| Scenario Percentage | 64% | 57% | 80% | 86% | 100% | 92% | 100% | 91% | 60% | 75% | 100% |
| Avg Max Increase | 6.72% | 6.92% | 10.79% | 17.87% | 15.37% | 17.54% | 16.38% | 16.83% | 13.92% | 16.32% | 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 | 16 | 10 | 14 | 20 | 23 | 16 | 18 | 15 | 20 | 16 | 15 |
| Avg Max Decline | -4.55% | -1.09% | -1.73% | -0.49% | -2.81% | -2.42% | -3.61% | -3.57% | -5.42% | -7.69% | -5.16% |
| Max Decline | -12.68% | -3.00% | -2.90% | -3.47% | -4.55% | -6.78% | -7.19% | -9.20% | -11.97% | -18.51% | -11.41% |
| Avg Days to Max Decline | 9 | 2 | 5 | 8 | 12 | 7 | 8 | 7 | 13 | 10 | 4 |
| 2009 Contract Condition | Yes | ||||||||||
| Action | No | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
