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 November Natural Gas(NYM) as of Dec 06, 2024
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   34 34 34 34 34 34 35 35 35 35 35
Closed Higher   11 14 16 19 21 23 17 14 14 18 18
Exceeded High   7 10 15 14 21 20 12 8 12 14 16
Scenario Percentage   64% 71% 94% 74% 100% 87% 71% 57% 86% 78% 89%
Avg Max Increase   10.27% 12.31% 13.10% 14.29% 15.35% 13.80% 12.45% 18.04% 26.44% 16.61% 10.40%
Max Increase   25.82% 36.54% 27.29% 40.36% 61.18% 42.55% 36.79% 61.21% 71.77% 46.12% 25.39%
Avg Days To Max Increase   16 19 25 19 17 15 18 20 19 14 15
Avg Max Decline   -1.61% -1.46% -3.13% -1.92% -2.74% -3.92% -4.10% -5.14% -5.55% -4.49% -4.77%
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 12 10 9 4
2024 Contract Condition             Yes Yes       Yes
Action             Yes Yes       Yes
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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   34 34 34 34 34 34 35 35 35 35 35
Closed Lower   23 20 18 15 13 11 18 21 21 17 17
Penetrated Low   20 15 15 7 10 9 15 17 17 15 14
Scenario Percentage   87% 75% 83% 47% 77% 82% 83% 81% 81% 88% 82%
Avg Max Decline   11.05% 9.88% 10.22% 11.52% 8.80% 11.21% 11.62% 12.56% 12.47% 16.03% 11.35%
Max Decline   27.32% 28.61% 20.93% 21.16% 23.43% 30.43% 22.33% 26.51% 25.58% 35.90% 29.80%
Avg Days To Max Decline   15 15 20 18 22 18 20 19 14 17 18
Avg Max Increase   -1.73% -2.57% -4.02% -3.25% -3.77% -3.72% -5.24% -3.36% -5.17% -6.39% -5.13%
Max Increase   -5.70% -10.93% -10.46% -7.86% -11.43% -9.07% -14.01% -9.10% -11.98% -20.86% -20.08%
Avg Days to Max Increase   8 8 9 6 14 11 10 15 7 15 5
2024 Contract Condition   Yes Yes Yes Yes Yes     Yes Yes Yes  
Action   Yes Yes Yes No No     Yes Yes Yes  
High 3.952 3.988 3.480 3.429 3.093 3.113 3.068 3.459 3.560 3.080 2.829 2.948
Low 3.677 3.430 2.883 3.000 2.696 2.857 2.870 2.930 3.072 2.585 2.450 2.439
Close/Last 3.917 3.456 3.091 3.050 3.025 2.930 2.981 3.109 3.081 2.635 2.498 2.923

Banner

Newsflash

Its stability & liquidity make it a trader’s dream. With 2025’s geopolitical storms brewing, MRCI’s Brent Oil Report shows you how to ride seasonal waves as you manage risk. Intrigued?