MRCI Online
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| ScenarioSM Study for November Natural Gas(NYM) as of Dec 07, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 32 | 32 | 32 | 32 | 32 | 32 | 33 | 33 | 33 | 33 | 33 | |
| Closed Higher | 10 | 14 | 16 | 19 | 21 | 22 | 16 | 13 | 14 | 17 | 17 | |
| Exceeded High | 7 | 10 | 15 | 14 | 21 | 19 | 11 | 7 | 12 | 14 | 15 | |
| Scenario Percentage | 70% | 71% | 94% | 74% | 100% | 86% | 69% | 54% | 86% | 82% | 88% | |
| Avg Max Increase | 10.27% | 12.31% | 13.10% | 14.29% | 15.35% | 13.51% | 12.26% | 19.40% | 26.44% | 16.07% | 10.38% | |
| Max Increase | 25.82% | 36.54% | 27.29% | 40.36% | 61.18% | 42.55% | 36.79% | 61.21% | 71.77% | 46.12% | 24.50% | |
| Avg Days To Max Increase | 16 | 19 | 25 | 19 | 17 | 15 | 19 | 21 | 19 | 13 | 15 | |
| Avg Max Decline | -1.61% | -1.46% | -3.13% | -1.92% | -2.74% | -4.04% | -4.36% | -4.87% | -5.55% | -4.49% | -4.86% | |
| Max Decline | -4.68% | -5.09% | -14.34% | -7.06% | -7.12% | -11.02% | -16.13% | -16.70% | -20.10% | -18.73% | -14.71% | |
| Avg Days to Max Decline | 12 | 6 | 12 | 6 | 9 | 8 | 10 | 9 | 10 | 9 | 4 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | 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.
