Category: Energy
Natural Gas Seasonal Pattern
| Energy Seasonals | ||||||||
|---|---|---|---|---|---|---|---|---|
| Seasonal Strategy |
Entry Date |
Exit Date |
Win Pct |
Win Years |
Loss Years |
Total Years |
Average Profit |
|
| 1 | Buy Unleaded Reg.(NYM)-July | 3/01 | 5/09 | 93 | 14 | 1 | 15 | 2059 |
| 2 | Buy Unleaded Reg.(NYM)-June | 3/20 | 5/14 | 93 | 14 | 1 | 15 | 1885 |
| 3 | Buy Unleaded Reg.(NYM)-June | 4/08 | 5/09 | 93 | 14 | 1 | 15 | 1456 |
| 4 | Buy Unleaded Reg.(NYM)-June | 4/12 | 4/29 | 93 | 14 | 1 | 15 | 1095 |
| 5 | Buy Natural Gas(NYM)-June | 2/25 | 4/15 | 100 | 13 | 0 | 13 | 2862 |
| 6 | Buy Natural Gas(NYM)-July | 2/25 | 4/21 | 92 | 12 | 1 | 13 | 3108 |
| 7 | Buy Natural Gas(NYM)-May | 3/14 | 4/21 | 92 | 12 | 1 | 13 | 2638 |
Crude Oil Seasonal Pattern
Crude Oil (NYM): (High: Oct//Low: Dec) Twin peaks in demand built on pillar of primary product demand. Weakness into Feb due to reduced demand for heating oil. Strength into Mar-May as inventories of gasoline built prior to US driving/vacation consumption. Lowest consumption of heating oil Jun-Aug, but demand for inventory grows prior to winter. Decline into Dec as refiners sharply curtail purchases to avoid year-end inventory tax.
WTI Global Spot:
Possible trade: Seasonal rise in crude oil, starting on July 24 and ending on September 18. The increase was observed in 17 of 24 years, resulting in an average profit of +12.6%. But there were also 7 years, where the price of crude oil fell during this period of the year. The average loss then was -5.4%. The overall rise during all 24 years was +7.1% p.a..
| Crude Oil(NYM)-August | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Buy on approximately 03/20 – Exit on approximately 05/17 | Contract Size: 1,000 barrels | |||||||||
| Cont Year |
Buy Date |
Buy Price |
Exit Date |
Exit Price |
Profit | Profit Amount |
Best Equity Date |
Best Equity Amount |
Worst Equity Date |
Worst Equity Amount |
| 2006 | 03/20/06 | 64.20 | 05/17/06 | 70.33 | 6.13 | 6130.00 | 05/02/06 | 12520.00 | ||
| 2005 | 03/21/05 | 58.55 | 05/17/05 | 51.21 | -7.34 | -7340.00 | 04/04/05 | 570.00 | 05/16/05 | -7730.00 |
| 2004 | 03/22/04 | 35.01 | 05/17/04 | 40.97 | 5.96 | 5960.00 | 05/17/04 | 5960.00 | 04/01/04 | -2160.00 |
| 2003 | 03/20/03 | 26.51 | 05/16/03 | 28.10 | 1.59 | 1590.00 | 05/14/03 | 1670.00 | 04/29/03 | -1500.00 |
| 2002 | 03/20/02 | 24.90 | 05/17/02 | 27.00 | 2.10 | 2100.00 | 05/14/02 | 3120.00 | 04/12/02 | -1500.00 |
| 2001 | 03/20/01 | 26.19 | 05/17/01 | 29.24 | 3.05 | 3050.00 | 05/01/01 | 3170.00 | 04/02/01 | -360.00 |
| 2000 | 03/20/00 | 25.67 | 05/17/00 | 28.96 | 3.29 | 3290.00 | 05/16/00 | 3410.00 | 04/10/00 | -2750.00 |
| 1999 | 03/22/99 | 15.59 | 05/17/99 | 17.76 | 2.17 | 2170.00 | 05/05/99 | 2780.00 | 03/24/99 | -270.00 |
| 1998 | 03/20/98 | 15.61 | 05/15/98 | 15.82 | 0.21 | 210.00 | 03/26/98 | 1860.00 | ||
| 1997 | 03/20/97 | 21.31 | 05/16/97 | 22.02 | 0.71 | 710.00 | 05/16/97 | 710.00 | 04/04/97 | -1960.00 |
| 1996 | 03/20/96 | 18.39 | 05/17/96 | 18.84 | 0.45 | 450.00 | 04/29/96 | 1600.00 | ||
| 1995 | 03/20/95 | 18.20 | 05/17/95 | 19.60 | 1.40 | 1400.00 | 05/01/95 | 1620.00 | 03/21/95 | -40.00 |
| 1994 | 03/21/94 | 15.40 | 05/17/94 | 17.06 | 1.66 | 1660.00 | 05/12/94 | 2030.00 | 03/28/94 | -940.00 |
| 1993 | 03/22/93 | 19.98 | 05/17/93 | 20.02 | 0.04 | 40.00 | 04/02/93 | 920.00 | 05/14/93 | -10.00 |
| 1992 | 03/20/92 | 19.19 | 05/15/92 | 20.91 | 1.72 | 1720.00 | 05/11/92 | 1940.00 | ||
| Percentage Correct | 93 | |||||||||
| Average Profit on Winning Trades | 2.18 | 2177.14 | Winners | 14 | ||||||
| Average Loss on Trades | -7.34 | -7340.00 | Losers | 1 | ||||||
| Average Net Profit Per Trade | 1.54 | 1542.67 | Total trades | 15 | ||||||