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| ScenarioSM Study for December Natural Gas(NYM) as of Sep 29, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 31 | 32 | 32 | 32 | 32 | 33 | 33 | 33 | 33 | 33 | 33 | |
| Closed Higher | 14 | 17 | 19 | 21 | 23 | 15 | 12 | 16 | 18 | 16 | 11 | |
| Exceeded High | 10 | 15 | 14 | 21 | 20 | 10 | 7 | 13 | 14 | 14 | 4 | |
| Scenario Percentage | 71% | 88% | 74% | 100% | 87% | 67% | 58% | 81% | 78% | 88% | 36% | |
| Avg Max Increase | 11.72% | 12.28% | 12.66% | 14.26% | 12.08% | 12.35% | 15.33% | 22.81% | 16.66% | 19.90% | 28.63% | |
| Max Increase | 32.50% | 25.43% | 34.97% | 58.71% | 40.77% | 34.62% | 52.45% | 67.45% | 46.02% | 69.88% | 51.15% | |
| Avg Days To Max Increase | 19 | 24 | 18 | 17 | 15 | 17 | 14 | 21 | 14 | 15 | 10 | |
| Avg Max Decline | -1.55% | -2.82% | -1.99% | -2.56% | -3.04% | -1.89% | -2.32% | -4.22% | -3.15% | -5.00% | -3.39% | |
| Max Decline | -4.82% | -13.47% | -6.82% | -6.82% | -10.36% | -5.95% | -7.11% | -13.32% | -10.20% | -17.06% | -7.26% | |
| Avg Days to Max Decline | 6 | 8 | 4 | 10 | 7 | 8 | 6 | 8 | 9 | 7 | 2 | |
| 2023 Contract Condition | Yes | Yes | ||||||||||
| Action | Yes | Not Yet | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
