MRCI Online
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| ScenarioSM Study for December Natural Gas(NYM) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 19 | 20 | 20 | 20 | 20 | 21 | 21 | 21 | 21 | 21 | 21 | |
| Closed Higher | 9 | 11 | 14 | 14 | 13 | 12 | 8 | 11 | 11 | 12 | 7 | |
| Exceeded High | 6 | 10 | 12 | 14 | 11 | 7 | 4 | 10 | 9 | 10 | 2 | |
| Scenario Percentage | 67% | 91% | 86% | 100% | 85% | 58% | 50% | 91% | 82% | 83% | 29% | |
| Avg Max Increase | 15.41% | 12.77% | 13.14% | 13.45% | 13.66% | 9.73% | 18.40% | 19.77% | 17.94% | 18.32% | 26.52% | |
| Max Increase | 32.50% | 25.43% | 34.97% | 48.25% | 40.77% | 15.24% | 52.45% | 67.45% | 32.88% | 69.88% | 48.46% | |
| Avg Days To Max Increase | 21 | 25 | 19 | 19 | 16 | 18 | 9 | 20 | 13 | 17 | 11 | |
| Avg Max Decline | -0.88% | -2.11% | -2.16% | -2.51% | -2.12% | -2.56% | -2.42% | -4.43% | -2.45% | -5.99% | -4.22% | |
| Max Decline | -3.50% | -3.30% | -6.82% | -6.82% | -5.07% | -5.95% | -7.11% | -13.32% | -7.45% | -17.06% | -7.26% | |
| Avg Days to Max Decline | 6 | 8 | 5 | 9 | 7 | 10 | 5 | 8 | 7 | 8 | 3 | |
| 2010 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | Yes | No | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
