MRCI Online
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| ScenarioSM Study for October Natural Gas(NYM) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Aug |
| Tested Years | 23 | 23 | 23 | 23 | 23 | 23 | 23 | 24 | 24 | 24 | 24 | |
| Closed Higher | 8 | 5 | 11 | 10 | 15 | 16 | 14 | 13 | 10 | 10 | 10 | |
| Exceeded High | 5 | 4 | 8 | 10 | 13 | 16 | 13 | 8 | 7 | 9 | 8 | |
| Scenario Percentage | 63% | 80% | 73% | 100% | 87% | 100% | 93% | 62% | 70% | 90% | 80% | |
| Avg Max Increase | 6.51% | 11.35% | 14.95% | 15.32% | 17.18% | 14.44% | 13.86% | 14.34% | 19.39% | 26.84% | 16.62% | |
| Max Increase | 13.84% | 26.17% | 40.28% | 29.61% | 45.23% | 50.99% | 44.79% | 25.61% | 73.17% | 68.95% | 32.10% | |
| Avg Days To Max Increase | 12 | 8 | 21 | 24 | 16 | 16 | 14 | 21 | 19 | 15 | 20 | |
| Avg Max Decline | -1.43% | -1.79% | -1.82% | -3.15% | -2.17% | -3.57% | -4.21% | -5.54% | -6.69% | -5.58% | -3.55% | |
| Max Decline | -4.29% | -2.44% | -3.57% | -5.39% | -6.85% | -7.82% | -11.85% | -12.50% | -17.71% | -12.12% | -7.53% | |
| Avg Days to Max Decline | 4 | 4 | 11 | 9 | 6 | 8 | 10 | 10 | 10 | 5 | 5 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
