MRCI Online
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| ScenarioSM Study for November Natural Gas(NYM) as of Jun 08, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 29 | 29 | 29 | 29 | 29 | 29 | 30 | 30 | 30 | 30 | 30 | |
| Closed Higher | 10 | 13 | 14 | 18 | 19 | 19 | 14 | 12 | 11 | 14 | 16 | |
| Exceeded High | 7 | 9 | 13 | 14 | 19 | 16 | 9 | 6 | 9 | 12 | 14 | |
| Scenario Percentage | 70% | 69% | 93% | 78% | 100% | 84% | 64% | 50% | 82% | 86% | 88% | |
| Avg Max Increase | 10.27% | 13.62% | 12.39% | 14.29% | 12.60% | 12.25% | 8.88% | 18.50% | 23.70% | 15.04% | 10.92% | |
| 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 | 16 | 20 | 25 | 19 | 17 | 15 | 19 | 20 | 19 | 13 | 17 | |
| Avg Max Decline | -1.61% | -1.40% | -2.76% | -1.92% | -2.82% | -3.97% | -5.43% | -5.21% | -6.20% | -3.68% | -4.80% | |
| Max Decline | -4.68% | -5.09% | -5.09% | -7.06% | -7.12% | -11.02% | -16.13% | -16.70% | -20.10% | -7.84% | -14.71% | |
| Avg Days to Max Decline | 12 | 6 | 13 | 6 | 10 | 8 | 12 | 9 | 10 | 8 | 5 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
