MRCI Online
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| ScenarioSM Study for September Natural Gas(NYM) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | 32 | 32 | 32 | |
| Closed Higher | 15 | 12 | 9 | 13 | 15 | 18 | 20 | 21 | 14 | 13 | 12 | |
| Exceeded High | 11 | 9 | 7 | 11 | 14 | 15 | 20 | 20 | 10 | 9 | 11 | |
| Scenario Percentage | 73% | 75% | 78% | 85% | 93% | 83% | 100% | 95% | 71% | 69% | 92% | |
| Avg Max Increase | 5.97% | 6.71% | 10.29% | 12.98% | 14.15% | 16.14% | 14.71% | 14.57% | 17.26% | 14.72% | 15.38% | |
| Max Increase | 14.51% | 15.76% | 25.70% | 40.58% | 29.66% | 48.89% | 51.66% | 46.20% | 38.74% | 44.05% | 42.13% | |
| Avg Days To Max Increase | 16 | 11 | 20 | 18 | 23 | 17 | 16 | 15 | 21 | 17 | 16 | |
| Avg Max Decline | -3.87% | -2.54% | -2.05% | -1.38% | -2.51% | -2.52% | -3.74% | -4.52% | -4.76% | -6.15% | -4.35% | |
| 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 | 11 | 8 | 10 | 10 | 10 | 8 | 5 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | No | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
