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 September Natural Gas(NYM) as of Nov 09, 2020
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 Jul
Tested Years   30 30 30 30 30 30 30 30 31 31 31
Closed Higher   15 11 9 13 14 17 20 20 13 12 11
Exceeded High   11 8 7 11 13 15 20 19 9 8 10
Scenario Percentage   73% 73% 78% 85% 93% 88% 100% 95% 69% 67% 91%
Avg Max Increase   5.97% 7.40% 10.29% 12.98% 14.27% 16.14% 14.71% 13.90% 14.87% 14.51% 16.15%
Max Increase   14.51% 15.76% 25.70% 40.58% 29.66% 48.89% 51.66% 46.20% 29.47% 44.05% 42.13%
Avg Days To Max Increase   16 13 20 18 23 17 16 15 20 16 15
Avg Max Decline   -3.87% -2.74% -2.05% -1.38% -2.97% -2.52% -3.74% -4.67% -5.37% -6.48% -4.33%
Max Decline   -12.68% -9.97% -5.31% -5.36% -5.14% -6.78% -7.94% -12.27% -11.97% -18.51% -11.41%
Avg Days to Max Decline   11 5 14 7 12 8 10 9 11 9 4
2020 Contract Condition   Yes Yes   Yes     Yes Yes     Yes
Action   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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   30 30 30 30 30 30 30 30 31 31 31
Closed Lower   15 19 21 17 14 13 10 10 18 19 20
Penetrated Low   11 15 18 15 11 9 10 8 16 16 15
Scenario Percentage   73% 79% 86% 88% 79% 69% 100% 80% 89% 84% 75%
Avg Max Decline   8.85% 11.63% 11.97% 9.17% 12.74% 9.35% 9.64% 15.84% 15.91% 14.12% 11.27%
Max Decline   17.97% 22.07% 29.50% 28.61% 25.24% 22.92% 25.63% 35.19% 27.88% 31.54% 25.38%
Avg Days To Max Decline   20 17 15 15 21 16 22 21 23 16 16
Avg Max Increase   -3.28% -1.77% -1.95% -2.35% -4.61% -4.82% -4.55% -3.96% -6.03% -4.28% -4.94%
Max Increase   -10.43% -5.87% -6.49% -10.41% -10.77% -23.15% -11.31% -10.27% -14.77% -13.49% -16.17%
Avg Days to Max Increase   12 7 7 6 11 10 11 10 12 17 4
2020 Contract Condition       Yes   Yes Yes     Yes Yes  
Action       Yes   Yes Yes     Yes Not Yet  
High 2.460 2.452 2.411 2.468 2.330 2.334 2.179 2.236 2.431 2.499 2.012 1.989
Low 2.277 2.324 2.296 2.257 2.232 2.086 1.890 1.876 1.932 1.919 1.583 1.646
Close/Last 2.329 2.336 2.398 2.259 2.311 2.111 1.926 2.006 2.331 1.988 1.789 1.799

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy