| |
| |
Assessment - Oil, Gas, Coal in Euro - 3/01/21 - RS = 11
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/01/21 |
⇓ Δwk |
12/14/20 |
prc diff |
⇓ Δ11 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
SOM Oil-Gas-Coal |
215.830 |
Fri |
2.20 |
209.373 |
3.08 |
186.035 |
23.338 |
12.55 |
|
18.51 |
| |  |
 |
 |
 |
L |
 |
Occidental Pet |
25.862 |
Fri |
4.45 |
23.733 |
8.97 |
15.764 |
7.970 |
50.56 |
|
87.20 |
| |  |
 |
 |
 |
L |
 |
Halliburton |
18.450 |
Wed |
|
18.450 |
|
15.591 |
2.859 |
18.34 |
|
67.28 |
| |  |
 |
 |
 |
L |
 |
Cenovus Energy |
6.822 |
Fri |
4.42 |
6.226 |
9.59 |
4.959 |
1.267 |
25.55 |
|
74.29 |
| |  |
 |
 |
 |
L |
 |
Cdn Nat Resources |
25.768 |
Fri |
2.40 |
24.699 |
4.33 |
20.137 |
4.562 |
22.65 |
|
57.80 |
| |  |
 |
 |
 |
L |
 |
DNO International |
0.866 |
Fri |
7.73 |
0.798 |
8.57 |
0.643 |
0.155 |
24.10 |
|
65.37 |
| |  |
 |
 |
 |
L |
 |
Schlumberger |
24.073 |
Fri |
1.71 |
23.493 |
2.47 |
18.239 |
5.255 |
28.81 |
|
45.09 |
| |  |
 |
 |
 |
L |
 |
GAIL (India) |
1.671 |
Fri |
1.87 |
1.669 |
0.14 |
1.401 |
0.268 |
19.14 |
|
46.65 |
| |  |
 |
 |
 |
L |
 |
OMV |
43.000 |
Fri |
0.33 |
41.860 |
2.72 |
32.340 |
9.520 |
29.44 |
|
46.52 |
| |  |
 |
 |
 |
L |
 |
ONGC |
1.306 |
Fri |
2.00 |
1.295 |
0.83 |
1.134 |
0.161 |
14.24 |
|
41.41 |
| |  |
 |
 |
 |
L |
 |
Repsol |
10.965 |
Fri |
-0.68 |
10.860 |
0.97 |
8.620 |
2.240 |
25.99 |
|
44.28 |
| |  |
 |
 |
 |
L |
 |
Santos |
5.011 |
Fri |
4.72 |
4.773 |
5.01 |
4.078 |
0.695 |
17.04 |
|
49.17 |
| |  |
 |
 |
 |
L |
 |
Imperial Oil |
19.680 |
Fri |
2.81 |
18.841 |
4.46 |
15.790 |
3.050 |
19.32 |
|
39.61 |
| |  |
 |
 |
 |
L |
 |
Exxon Mobil |
50.456 |
Fri |
3.78 |
46.804 |
7.80 |
34.718 |
12.087 |
34.81 |
|
30.88 |
| |  |
 |
 |
 |
L |
 |
Aker BP |
24.688 |
Fri |
8.36 |
22.675 |
8.88 |
20.662 |
2.013 |
9.74 |
|
43.40 |
| |  |
 |
 |
 |
L |
 |
Rosneft |
6.200 |
Fri |
2.31 |
5.980 |
3.68 |
4.950 |
1.030 |
20.81 |
|
35.02 |
| |  |
 |
 |
 |
L |
 |
Oil Search |
2.854 |
Fri |
4.99 |
2.732 |
4.49 |
2.328 |
0.404 |
17.37 |
|
43.06 |
| |  |
 |
 |
 |
L |
 |
S-Oil |
63.960 |
Fri |
0.23 |
63.002 |
1.52 |
53.828 |
9.174 |
17.04 |
|
33.26 |
| |  |
 |
 |
 |
L |
 |
Subsea 7 |
9.086 |
Fri |
5.35 |
8.668 |
4.82 |
8.312 |
0.356 |
4.28 |
|
39.79 |
| |  |
 |
 |
 |
|
 |
Reliance Industries |
24.748 |
Fri |
0.13 |
25.014 |
-1.06 |
22.239 |
2.775 |
12.48 |
|
26.04 |
| |  |
 |
 |
 |
L |
 |
JXTG Holdings |
3.809 |
Fri |
1.47 |
3.746 |
1.67 |
2.821 |
0.925 |
32.78 |
|
18.64 |
| |  |
 |
 |
 |
L |
 |
Bharat Petroleum |
5.246 |
Fri |
-0.45 |
5.297 |
-0.98 |
4.528 |
0.769 |
16.99 |
|
21.84 |
| |  |
 |
 |
 |
L |
 |
Royal Dutch Shell A |
18.132 |
Fri |
1.41 |
17.462 |
3.84 |
15.100 |
2.362 |
15.64 |
|
24.53 |
| |  |
 |
 |
 |
L |
 |
Suncor Energy |
18.250 |
Fri |
3.46 |
17.220 |
5.98 |
14.863 |
2.357 |
15.86 |
|
25.70 |
| |  |
 |
 |
 |
L |
 |
Chevron |
90.263 |
Fri |
4.31 |
85.783 |
5.22 |
73.547 |
12.237 |
16.64 |
|
18.13 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/01/21 |
⇓ Δwk |
12/14/20 |
prc diff |
⇓ Δ11 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Inpex |
6.282 |
Fri |
4.24 |
6.011 |
4.51 |
4.602 |
1.409 |
30.62 |
|
17.05 |
| |  |
 |
 |
 |
L |
 |
Sinopec |
0.468 |
Fri |
1.15 |
0.464 |
0.92 |
0.365 |
0.099 |
27.04 |
|
18.13 |
| |  |
 |
 |
 |
L |
 |
CGG |
1.118 |
Fri |
3.86 |
1.022 |
9.34 |
0.824 |
0.198 |
24.03 |
|
21.35 |
| |  |
 |
 |
 |
L |
 |
Indian Oil |
1.152 |
Fri |
|
1.165 |
-1.12 |
1.074 |
0.091 |
8.48 |
|
16.94 |
| |  |
 |
 |
 |
L |
 |
Total |
40.975 |
Fri |
1.02 |
39.310 |
4.24 |
36.600 |
2.710 |
7.40 |
|
19.51 |
| |  |
 |
 |
 |
L |
 |
Idemitsu Kōsan |
21.798 |
Fri |
-0.07 |
21.712 |
0.39 |
17.766 |
3.946 |
22.21 |
|
13.36 |
| |  |
 |
 |
 |
L |
 |
Fortum |
20.770 |
Fri |
-0.14 |
20.550 |
1.07 |
18.790 |
1.760 |
9.37 |
|
18.72 |
| |  |
 |
 |
 |
L |
 |
Naturgy |
20.890 |
Fri |
0.43 |
20.720 |
0.82 |
19.410 |
1.310 |
6.75 |
|
18.71 |
| |  |
 |
 |
 |
L |
 |
Equinor |
16.970 |
Fri |
4.32 |
16.091 |
5.46 |
13.880 |
2.211 |
15.93 |
|
25.36 |
| |  |
 |
 |
 |
L |
 |
Woodside Petroleum |
16.442 |
Fri |
3.12 |
16.023 |
2.62 |
14.394 |
1.629 |
11.32 |
|
26.29 |
| |  |
 |
 |
 |
L |
 |
Novatek |
145.000 |
Fri |
-2.68 |
148.000 |
-2.03 |
140.000 |
8.000 |
5.71 |
|
17.63 |
| |  |
 |
 |
 |
L |
 |
Coal India |
1.716 |
Fri |
-0.62 |
1.759 |
-2.45 |
1.601 |
0.159 |
9.91 |
|
14.62 |
| |  |
 |
 |
 |
L |
 |
Gazprom |
5.040 |
Fri |
-1.37 |
4.985 |
1.10 |
4.420 |
0.565 |
12.78 |
|
14.65 |
| |  |
 |
 |
 |
L |
 |
Lukoil |
69.600 |
Fri |
3.57 |
64.400 |
8.07 |
59.360 |
5.040 |
8.49 |
|
11.61 |
| |  |
 |
 |
 |
L |
 |
CNOOC |
0.995 |
Fri |
2.42 |
0.979 |
1.64 |
0.763 |
0.216 |
28.28 |
|
7.14 |
| |  |
 |
 |
 |
L |
 |
BP |
368.883 |
Fri |
1.82 |
352.800 |
4.56 |
295.795 |
57.005 |
19.27 |
|
14.69 |
| |  |
 |
 |
 |
L |
 |
PetroChina |
0.313 |
Fri |
3.17 |
0.299 |
4.64 |
0.256 |
0.043 |
16.99 |
|
5.44 |
| |  |
 |
 |
 |
L |
 |
China Shenhua HK |
1.581 |
Fri |
-1.07 |
1.609 |
-1.73 |
1.528 |
0.081 |
5.31 |
|
4.74 |
| |  |
 |
 |
 |
L |
 |
China Petrol&Chem |
0.577 |
Fri |
1.12 |
0.571 |
0.90 |
0.510 |
0.061 |
12.04 |
|
8.74 |
| |  |
 |
 |
 |
L |
 |
Enbridge |
29.409 |
Fri |
0.54 |
29.166 |
0.83 |
27.388 |
1.778 |
6.49 |
|
8.57 |
| |  |
 |
 |
 |
L |
 |
Kinder Morgan |
13.142 |
Fri |
1.15 |
12.562 |
4.61 |
11.767 |
0.795 |
6.76 |
|
2.64 |
| |  |
 |
 |
 |
|
 |
YPF |
5.852 |
Fri |
-1.37 |
5.608 |
4.36 |
7.779 |
-2.171 |
-27.90 |
|
-17.59 |
| |  |
 |
 |
 |
L |
 |
Galp Energia |
10.455 |
Fri |
4.59 |
9.740 |
7.34 |
8.964 |
0.776 |
8.66 |
|
5.06 |
| |  |
 |
 |
 |
L |
 |
Hellenic Petroleum |
5.720 |
Fri |
2.14 |
5.620 |
1.78 |
5.420 |
0.200 |
3.69 |
|
4.57 |
| |  |
 |
 |
 |
L |
 |
Motor Oil Hellas |
12.200 |
Fri |
4.90 |
11.810 |
3.30 |
11.980 |
-0.170 |
-1.42 |
|
0.88 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/01/21 |
⇓ Δwk |
12/14/20 |
prc diff |
⇓ Δ11 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Tatneft |
38.000 |
Fri |
5.56 |
36.200 |
4.97 |
34.780 |
1.420 |
4.08 |
|
0.44 |
| |  |
 |
 |
 |
L |
 |
Rubis |
39.780 |
Fri |
2.42 |
38.080 |
4.46 |
38.300 |
-0.220 |
-0.57 |
|
-0.75 |
| |  |
 |
 |
 |
L |
 |
PetroChina |
0.566 |
Fri |
2.08 |
0.552 |
2.55 |
0.526 |
0.026 |
4.91 |
|
-0.02 |
| |  |
 |
 |
 |
S |
 |
Osaka Gas |
15.144 |
Fri |
1.45 |
14.950 |
1.30 |
16.438 |
-1.488 |
-9.05 |
|
-9.66 |
| |  |
 |
 |
 |
S |
 |
Tokyo Gas |
17.510 |
Fri |
1.62 |
17.254 |
1.48 |
18.462 |
-1.208 |
-6.54 |
|
-11.95 |
| |  |
 |
 |
 |
S |
 |
Ampol |
15.435 |
Fri |
0.08 |
15.564 |
-0.83 |
19.018 |
-3.454 |
-18.16 |
|
-2.38 |
| |  |
 |
 |
 |
L |
 |
Surgutneftegaz |
3.680 |
Fri |
3.37 |
3.660 |
0.55 |
3.786 |
-0.126 |
-3.33 |
|
-10.22 |
| |  |
 |
 |
 |
|
 |
New Zealand Refining |
0.283 |
Fri |
5.62 |
0.277 |
2.17 |
0.344 |
-0.067 |
-19.57 |
|
-26.05 |
Oil, Gas, Coal - 57 out of 57 instruments rated - 3/01/21 / 12/14/20 - 49 did rise, Market-Ratio(11) in EUR = 85.96 % |
Technical Chart
Transactions Oil, Gas, Coal in Euro * A11 - 65/64 (2)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
5/15/06 |
133 |
|
- cash - |
short |
5/15/06 |
8/07/06 |
84 |
 |
 |
 |
YPF |
50 |
139 |
|
35.743 |
33.953 |
37.626 |
1.884 |
5 |
10,262 |
25 |
|
|
|
|
|
 |
 |
 |
Repsol |
50 |
234 |
|
21.480 |
22.010 |
20.950 |
-0.530 |
-2 |
10,138 |
-10 |
|
100 |
1 |
6 | |
long |
8/07/06 |
8/14/06 |
7 |
 |
 |
 |
Novatek |
50 |
128 |
|
39.600 |
38.900 |
|
-0.700 |
-2 |
10,048 |
-61 |
|
|
|
|
|
 |
 |
 |
Kunlun Energy |
50 |
11,199 |
|
0.453 |
0.486 |
|
0.034 |
7 |
10,424 |
4,046 |
|
100 |
3 |
326 | |
short |
8/14/06 |
8/21/06 |
7 |
 |
 |
 |
YPF |
50 |
160 |
|
32.540 |
31.384 |
33.739 |
1.199 |
4 |
10,615 |
560 |
|
|
|
|
|
 |
 |
 |
Technip |
50 |
124 |
|
42.000 |
43.760 |
40.240 |
-1.760 |
-4 |
10,397 |
-89 |
|
100 |
0 |
-12 | |
long |
8/21/06 |
9/11/06 |
21 |
 |
 |
 |
Novatek |
50 |
139 |
|
37.300 |
37.000 |
|
-0.300 |
-1 |
10,355 |
-13 |
|
|
|
|
|
 |
 |
 |
Kunlun Energy |
50 |
11,727 |
|
0.444 |
0.419 |
|
-0.025 |
-6 |
10,057 |
-64 |
|
100 |
-3 |
-44 | |
short |
9/11/06 |
11/27/06 |
77 |
 |
 |
 |
OMV |
50 |
127 |
|
39.330 |
40.300 |
38.360 |
-0.970 |
-2 |
9,934 |
-11 |
|
|
|
|
|
 |
 |
 |
Oil Search |
50 |
2,964 |
|
1.708 |
1.920 |
1.495 |
-0.213 |
-12 |
9,302 |
-47 |
|
100 |
-8 |
-31 | |
long |
11/27/06 |
1/01/07 |
35 |
 |
 |
 |
Novatek |
50 |
99 |
|
46.800 |
50.000 |
|
3.200 |
7 |
9,619 |
99 |
|
|
|
|
|
 |
 |
 |
Offshore Oil |
50 |
7,987 |
|
0.585 |
0.779 |
|
0.194 |
33 |
11,171 |
1,892 |
|
100 |
20 |
574 | |
short |
1/01/07 |
3/26/07 |
84 |
 |
 |
 |
Crescent Point |
50 |
527 |
|
10.593 |
11.984 |
9.201 |
-1.392 |
-13 |
10,437 |
-46 |
|
|
|
|
|
 |
 |
 |
ONGC |
50 |
21,807 |
|
0.256 |
0.253 |
0.259 |
0.003 |
1 |
10,501 |
5 |
|
100 |
-6 |
-24 | |
long |
3/26/07 |
7/30/07 |
126 |
 |
 |
 |
Guanghui Energy |
50 |
24,294 |
|
0.216 |
0.281 |
|
0.065 |
30 |
12,086 |
115 |
|
|
|
|
|
 |
 |
 |
Offshore Oil |
50 |
6,660 |
|
0.788 |
1.094 |
|
0.306 |
39 |
14,124 |
159 |
|
100 |
34 |
136 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
7/30/07 |
10/08/07 |
70 |
 |
 |
 |
Maurel et Prom |
50 |
510 |
|
13.820 |
14.950 |
12.690 |
-1.130 |
-8 |
13,548 |
-36 |
|
|
|
|
|
 |
 |
 |
Tokyo Gas |
50 |
44,783 |
|
0.158 |
0.157 |
0.159 |
0.001 |
1 |
13,610 |
5 |
|
100 |
-4 |
-18 | |
long |
10/08/07 |
12/03/07 |
56 |
 |
 |
 |
China Petrol&Chem |
50 |
4,507 |
|
1.510 |
1.616 |
|
0.107 |
7 |
14,091 |
56 |
|
|
|
|
|
 |
 |
 |
Guanghui Energy |
50 |
16,989 |
|
0.401 |
0.333 |
|
-0.068 |
-17 |
12,935 |
-70 |
|
100 |
-5 |
-28 | |
short |
12/03/07 |
4/07/08 |
126 |
 |
 |
 |
ARC Resources |
50 |
500 |
|
12.930 |
15.985 |
9.875 |
-3.055 |
-24 |
11,408 |
-54 |
|
|
|
|
|
 |
 |
 |
Motor Oil Hellas |
50 |
415 |
|
15.590 |
14.590 |
16.659 |
1.069 |
7 |
11,851 |
21 |
|
100 |
-8 |
-22 | |
long |
4/07/08 |
7/07/08 |
91 |
 |
 |
 |
Petrobras |
50 |
327 |
|
18.078 |
20.555 |
|
2.477 |
14 |
12,661 |
67 |
|
|
|
|
|
 |
 |
 |
Crescent Point |
50 |
315 |
|
18.802 |
23.286 |
|
4.485 |
24 |
14,074 |
136 |
|
100 |
19 |
99 | |
short |
7/07/08 |
4/06/09 |
273 |
 |
 |
 |
Aker Solutions |
50 |
537 |
|
13.100 |
3.974 |
43.183 |
30.084 |
230 |
30,229 |
393 |
|
|
|
|
|
 |
 |
 |
China Petrol&Chem |
50 |
9,180 |
|
0.767 |
0.818 |
0.716 |
-0.051 |
-7 |
29,758 |
-9 |
|
100 |
111 |
172 | |
long |
4/06/09 |
8/10/09 |
126 |
 |
 |
 |
Kunlun Energy |
50 |
44,531 |
|
0.334 |
0.679 |
|
0.344 |
103 |
45,098 |
679 |
|
|
|
|
|
 |
 |
 |
Guanghui Energy |
50 |
43,681 |
|
0.341 |
0.467 |
|
0.127 |
37 |
50,639 |
150 |
|
100 |
70 |
366 | |
short |
8/10/09 |
8/31/09 |
21 |
 |
 |
 |
Naturgy |
50 |
1,860 |
|
13.610 |
14.655 |
12.565 |
-1.045 |
-8 |
48,695 |
-75 |
|
|
|
|
|
 |
 |
 |
Tatneft |
50 |
1,601 |
|
15.810 |
15.890 |
15.730 |
-0.080 |
-1 |
48,567 |
-8 |
|
100 |
-4 |
-52 | |
long |
8/31/09 |
11/30/09 |
91 |
 |
 |
 |
Kunlun Energy |
50 |
41,708 |
|
0.582 |
0.749 |
|
0.167 |
29 |
55,537 |
175 |
|
|
|
|
|
 |
 |
 |
Guanghui Energy |
50 |
58,298 |
|
0.417 |
0.563 |
|
0.146 |
35 |
64,061 |
234 |
|
100 |
32 |
204 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
11/30/09 |
12/14/09 |
14 |
 |
 |
 |
DNO International |
50 |
54,435 |
|
0.588 |
0.639 |
0.538 |
-0.050 |
-9 |
61,328 |
-90 |
|
|
|
|
|
 |
 |
 |
Showa Shell Sekiyu |
50 |
582,473 |
|
0.055 |
0.055 |
0.055 |
0.000 |
0 |
61,391 |
5 |
|
100 |
-4 |
-67 | |
long |
12/14/09 |
12/21/09 |
7 |
 |
 |
 |
Seadrill |
50 |
6 |
|
4,689.369 |
4,710.103 |
|
20.734 |
0 |
61,516 |
26 |
|
|
|
|
|
 |
 |
 |
Kunlun Energy |
50 |
36,877 |
|
0.902 |
0.873 |
|
-0.029 |
-3 |
60,437 |
-82 |
|
100 |
-2 |
-56 | |
short |
12/21/09 |
1/11/10 |
21 |
 |
 |
 |
Ovintiv |
50 |
1,339 |
|
22.559 |
24.471 |
20.646 |
-1.912 |
-8 |
57,877 |
-79 |
|
|
|
|
|
 |
 |
 |
Ampol |
50 |
6,025 |
|
5.017 |
6.127 |
3.907 |
-1.110 |
-22 |
51,191 |
-99 |
|
100 |
-15 |
-94 | |
long |
1/11/10 |
1/25/10 |
14 |
 |
 |
 |
Petroleum Geo-Srvcs |
50 |
2,569 |
|
9.962 |
9.117 |
|
-0.845 |
-8 |
49,021 |
-90 |
|
|
|
|
|
 |
 |
 |
Kunlun Energy |
50 |
25,924 |
|
0.987 |
0.992 |
|
0.004 |
0 |
49,131 |
12 |
|
100 |
-4 |
-66 | |
short |
1/25/10 |
4/12/10 |
77 |
 |
 |
 |
Ovintiv |
50 |
1,098 |
|
22.356 |
23.722 |
20.990 |
-1.366 |
-6 |
47,631 |
-26 |
|
|
|
|
|
 |
 |
 |
Showa Shell Sekiyu |
50 |
453,017 |
|
0.054 |
0.051 |
0.058 |
0.003 |
6 |
49,141 |
33 |
|
100 |
0 |
0 | |
long |
4/12/10 |
5/03/10 |
21 |
 |
 |
 |
Petroleum Geo-Srvcs |
50 |
2,202 |
|
11.156 |
9.216 |
|
-1.941 |
-17 |
44,868 |
-96 |
|
|
|
|
|
 |
 |
 |
Guanghui Energy |
50 |
29,096 |
|
0.845 |
0.769 |
|
-0.076 |
-9 |
42,667 |
-80 |
|
100 |
-13 |
-91 | |
short |
5/03/10 |
9/13/10 |
133 |
 |
 |
 |
Ovintiv |
50 |
913 |
|
23.345 |
22.852 |
23.849 |
0.504 |
2 |
43,127 |
6 |
|
| |