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| ScenarioSM Study for December Natural Gas(NYM) as of Jan 01, 2007 | |||||||||||
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| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 15 | 16 | 16 | 16 | 16 | 17 | 17 | 17 | 17 | 17 | 17 |
| Closed Higher | 7 | 9 | 13 | 12 | 11 | 9 | 7 | 10 | 11 | 10 | 6 |
| Exceeded High | 5 | 8 | 11 | 12 | 9 | 4 | 3 | 10 | 9 | 8 | 1 |
| Scenario Percentage | 71% | 89% | 85% | 100% | 82% | 44% | 43% | 100% | 82% | 80% | 17% |
| Avg Max Increase | 14.82% | 12.00% | 12.68% | 13.84% | 14.09% | 8.25% | 23.95% | 19.77% | 17.94% | 20.58% | 48.46% |
| Max Increase | 32.50% | 24.85% | 34.97% | 48.25% | 40.77% | 12.88% | 52.45% | 67.45% | 32.88% | 69.88% | 48.46% |
| Avg Days To Max Increase | 20 | 26 | 18 | 19 | 14 | 23 | 11 | 20 | 13 | 18 | 21 |
| Avg Max Decline | -0.36% | -1.97% | -1.74% | -2.05% | -2.02% | -3.46% | -2.88% | -4.43% | -2.45% | -5.89% | -7.26% |
| Max Decline | -2.36% | -3.30% | -4.84% | -6.23% | -5.07% | -5.95% | -7.11% | -13.32% | -7.45% | -17.06% | -7.26% |
| Avg Days to Max Decline | 3 | 10 | 3 | 9 | 7 | 16 | 6 | 8 | 7 | 7 | 5 |
| 2006 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | Yes | No | Yes | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
