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 October Natural Gas(NYM) as of Jan 01, 2016
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   25 25 25 25 25 25 25 26 26 26 26
Closed Higher   8 6 12 11 17 16 16 13 11 10 11
Exceeded High   5 5 9 11 13 16 15 8 7 9 8
Scenario Percentage   63% 83% 75% 100% 76% 100% 94% 62% 64% 90% 73%
Avg Max Increase   6.51% 11.61% 15.14% 14.85% 17.18% 14.44% 12.83% 14.34% 19.39% 27.61% 17.47%
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 12 21 24 16 16 15 21 19 15 21
Avg Max Decline   -1.43% -1.72% -2.25% -2.94% -2.17% -3.57% -4.46% -5.54% -6.69% -5.58% -3.55%
Max Decline   -4.29% -2.44% -5.67% -5.39% -6.85% -7.82% -11.85% -12.50% -17.71% -12.12% -7.53%
Avg Days to Max Decline   4 12 11 9 6 8 10 10 10 5 5
2015 Contract Condition           Yes   Yes   Yes    
Action           No   Yes   No    
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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   25 25 25 25 25 25 25 26 26 26 26
Closed Lower   15 17 13 14 8 9 9 13 15 16 15
Penetrated Low   11 14 12 10 5 9 7 12 13 14 12
Scenario Percentage   73% 82% 92% 71% 63% 100% 78% 92% 87% 88% 80%
Avg Max Decline   11.68% 12.00% 9.92% 11.54% 14.08% 9.15% 14.64% 15.47% 16.63% 16.65% 12.77%
Max Decline   21.74% 28.99% 28.37% 24.63% 21.22% 25.09% 34.29% 26.66% 30.69% 38.37% 33.04%
Avg Days To Max Decline   18 12 16 20 20 21 24 21 25 14 15
Avg Max Increase   -1.59% -2.08% -2.65% -5.06% -2.14% -4.92% -5.14% -6.90% -6.78% -7.06% -4.87%
Max Increase   -6.07% -6.24% -9.20% -10.64% -4.47% -11.44% -10.74% -14.11% -31.42% -14.39% -14.29%
Avg Days to Max Increase   6 6 7 9 6 12 10 13 21 7 6
2015 Contract Condition   Yes Yes Yes Yes   Yes   Yes   Yes Yes
Action   Yes Yes Yes Yes   Yes   Yes   Yes Yes
High 3.968 3.946 3.945 3.698 3.283 3.145 3.045 2.883 3.180 3.013 2.983 2.959
Low 3.796 3.566 3.663 3.037 2.810 2.770 2.780 2.638 2.706 2.640 2.693 2.641
Close/Last 3.922 3.745 3.689 3.038 2.845 2.898 2.814 2.863 2.714 2.869 2.749 2.689

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php