MRCI Online
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| ScenarioSM Study for November Natural Gas(NYM) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 22 | 22 | 22 | 22 | 22 | 22 | 23 | 23 | 23 | 23 | 23 | |
| Closed Higher | 6 | 10 | 10 | 14 | 15 | 14 | 13 | 10 | 11 | 10 | 13 | |
| Exceeded High | 4 | 7 | 10 | 12 | 15 | 11 | 8 | 5 | 9 | 8 | 12 | |
| Scenario Percentage | 67% | 70% | 100% | 86% | 100% | 79% | 62% | 50% | 82% | 80% | 92% | |
| Avg Max Increase | 10.86% | 14.47% | 13.40% | 14.82% | 13.78% | 15.01% | 9.66% | 21.79% | 23.70% | 19.38% | 11.62% | |
| Max Increase | 25.82% | 36.54% | 27.29% | 40.36% | 49.68% | 42.55% | 17.99% | 61.21% | 71.77% | 36.43% | 25.39% | |
| Avg Days To Max Increase | 8 | 21 | 25 | 19 | 17 | 15 | 19 | 24 | 19 | 14 | 19 | |
| Avg Max Decline | -1.11% | -0.80% | -2.56% | -2.02% | -2.86% | -3.46% | -5.84% | -6.04% | -6.20% | -2.93% | -5.37% | |
| Max Decline | -2.54% | -3.05% | -4.39% | -7.06% | -7.12% | -10.59% | -16.13% | -16.70% | -20.10% | -7.84% | -14.71% | |
| Avg Days to Max Decline | 3 | 6 | 14 | 6 | 8 | 8 | 13 | 11 | 10 | 7 | 5 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | Yes | No | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
