Assessment - Oil, Gas, Coal in Dollar - 3/01/21 - RS = 11

 ⇐ 

								⇓instrument	freshest		⇓ Δday	3/01/21	⇓ Δwk	12/14/20	prc diff	⇓ Δ11		∅-RS
						L		SOM Oil-Gas-Coal	260.632	Fri	2.20	252.835	3.08	226.237	26.598	11.76		23.68
						L		Occidental Pet	31.230	Fri	4.45	28.660	8.97	19.170	9.490	49.50		95.39
						L		Halliburton	22.280	Wed		22.280		18.960	3.320	17.51		76.30
						L		Cenovus Energy	8.239	Fri	4.42	7.518	9.59	6.030	1.488	24.67		83.39
						L		Cdn Nat Resources	31.117	Fri	2.40	29.826	4.33	24.489	5.337	21.79		65.65
						L		DNO International	1.046	Fri	7.73	0.963	8.57	0.782	0.182	23.23		73.81
						L		Schlumberger	29.070	Fri	1.71	28.370	2.47	22.180	6.190	27.91		51.77
						L		GAIL (India)	2.018	Fri	1.87	2.016	0.14	1.704	0.312	18.31		53.48
						L		OMV	51.926	Fri	0.33	50.549	2.72	39.329	11.221	28.53		53.08
						L		ONGC	1.577	Fri	2.00	1.564	0.83	1.378	0.185	13.44		47.76
						L		Repsol	13.241	Fri	-0.68	13.114	0.97	10.483	2.632	25.10		50.41
						L		Santos	6.052	Fri	4.72	5.763	5.01	4.959	0.804	16.22		56.70
						L		Imperial Oil	23.765	Fri	2.81	22.751	4.46	19.203	3.549	18.48		46.12
						L		Exxon Mobil	60.930	Fri	3.78	56.520	7.80	42.220	14.300	33.87		36.30
						L		Aker BP	29.813	Fri	8.36	27.382	8.88	25.127	2.255	8.97		50.45
						L		Rosneft	7.487	Fri	2.31	7.221	3.68	6.020	1.202	19.96		41.20
						L		Oil Search	3.447	Fri	4.99	3.299	4.49	2.831	0.468	16.55		50.01
						L		S-Oil	77.237	Fri	0.23	76.080	1.52	65.460	10.619	16.22		39.10
						L		Subsea 7	10.972	Fri	5.35	10.467	4.82	10.108	0.359	3.55		46.98
								Reliance Industries	29.885	Fri	0.13	30.206	-1.06	27.044	3.162	11.69		32.40
						L		JXTG Holdings	4.599	Fri	1.47	4.524	1.67	3.431	1.093	31.85		23.70
						L		Bharat Petroleum	6.334	Fri	-0.45	6.397	-0.98	5.507	0.890	16.17		27.32
						L		Royal Dutch Shell A	21.896	Fri	1.41	21.087	3.84	18.363	2.724	14.83		29.74
						L		Suncor Energy	22.039	Fri	3.46	20.795	5.98	18.075	2.720	15.05		30.97
						L		Chevron	109.000	Fri	4.31	103.590	5.22	89.440	14.150	15.82		23.11
								⇓instrument	freshest		⇓ Δday	3/01/21	⇓ Δwk	12/14/20	prc diff	⇓ Δ11		∅-RS
						L		Inpex	7.586	Fri	4.24	7.259	4.51	5.596	1.663	29.71		21.76
						L		Sinopec	0.565	Fri	1.15	0.560	0.92	0.444	0.116	26.15		22.97
						L		CGG	1.349	Fri	3.86	1.234	9.34	1.002	0.232	23.16		26.07
						L		Indian Oil	1.392	Fri		1.407	-1.12	1.307	0.101	7.72		22.03
						L		Total	49.481	Fri	1.02	47.470	4.24	44.509	2.961	6.65		24.79
						L		Idemitsu Kōsan	26.322	Fri	-0.07	26.219	0.39	21.606	4.614	21.35		18.03
						L		Fortum	25.081	Fri	-0.14	24.816	1.07	22.851	1.965	8.60		24.34
						L		Naturgy	25.226	Fri	0.43	25.021	0.82	23.605	1.417	6.00		24.14
						L		Equinor	20.492	Fri	4.32	19.431	5.46	16.879	2.551	15.11		31.14
						L		Woodside Petroleum	19.855	Fri	3.12	19.349	2.62	17.504	1.845	10.54		32.05
						L		Novatek	175.099	Fri	-2.68	178.722	-2.03	170.254	8.468	4.97		22.96
						L		Coal India	2.073	Fri	-0.62	2.125	-2.45	1.947	0.178	9.14		19.34
						L		Gazprom	6.086	Fri	-1.37	6.020	1.10	5.375	0.645	11.99		19.49
						L		Lukoil	84.048	Fri	3.57	77.768	8.07	72.188	5.580	7.73		16.29
						L		CNOOC	1.201	Fri	2.42	1.182	1.64	0.928	0.254	27.38		11.43
						L		BP	445.456	Fri	1.82	426.034	4.56	359.716	66.318	18.44		19.26
						L		PetroChina	0.378	Fri	3.17	0.361	4.64	0.311	0.050	16.17		9.63
						L		China Shenhua HK	1.909	Fri	-1.07	1.943	-1.73	1.858	0.085	4.57		9.17
						L		China Petrol&Chem	0.696	Fri	1.12	0.690	0.90	0.620	0.070	11.25		13.22
						L		Enbridge	35.514	Fri	0.54	35.220	0.83	33.307	1.913	5.74		13.23
						L		Kinder Morgan	15.870	Fri	1.15	15.170	4.61	14.310	0.860	6.01		6.82
								YPF	7.067	Fri	-1.37	6.772	4.36	9.460	-2.687	-28.41		-13.90
						L		Galp Energia	12.625	Fri	4.59	11.762	7.34	10.901	0.861	7.90		9.33
						L		Hellenic Petroleum	6.907	Fri	2.14	6.787	1.78	6.591	0.195	2.96		8.90
						L		Motor Oil Hellas	14.732	Fri	4.90	14.262	3.30	14.569	-0.307	-2.11		4.98
								⇓instrument	freshest		⇓ Δday	3/01/21	⇓ Δwk	12/14/20	prc diff	⇓ Δ11		∅-RS
						L		Tatneft	45.888	Fri	5.56	43.714	4.97	42.296	1.418	3.35		4.46
						L		Rubis	48.038	Fri	2.42	45.985	4.46	46.577	-0.592	-1.27		3.33
						L		PetroChina	0.684	Fri	2.08	0.667	2.55	0.640	0.027	4.17		4.12
						S		Osaka Gas	18.287	Fri	1.45	18.053	1.30	19.990	-1.937	-9.69		-5.85
						S		Tokyo Gas	21.145	Fri	1.62	20.836	1.48	22.452	-1.616	-7.20		-8.34
						S		Ampol	18.639	Fri	0.08	18.795	-0.83	23.127	-4.332	-18.73		2.17
						L		Surgutneftegaz	4.444	Fri	3.37	4.420	0.55	4.604	-0.184	-4.01		-6.53
								New Zealand Refining	0.341	Fri	5.62	0.334	2.17	0.418	-0.084	-20.13		-23.32
Oil, Gas, Coal - 57 out of 57 instruments rated - 3/01/21 / 12/14/20 - 49 did rise, Market-Ratio(11) in USD = 85.96 %

 

Technical Chart

	Oil, Gas, Coal RS = 11 - B/S = 65/64
1/02/17	scale up chart	3/01/21

 

Transactions Oil, Gas, Coal in Dollar * 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	108		46.204	43.715	48.836	2.631	6	10,284	27
							Repsol	50	180		27.767	28.338	27.197	-0.571	-2	10,181	-9
100									2							8
long	8/07/06	8/14/06	7				Novatek	50	99		50.985	49.477		-1.508	-3	10,032	-79
							Kunlun Energy	50	8,809		0.583	0.618		0.036	6	10,345	2,095
100									2							130
short	8/14/06	8/21/06	7				YPF	50	124		41.388	40.250	42.558	1.170	3	10,491	328
							Technip	50	97		53.420	56.122	50.717	-2.702	-5	10,228	-93
100									-1							-45
long	8/21/06	9/11/06	21				Novatek	50	106		47.837	46.894		-0.943	-2	10,128	-29
							Kunlun Energy	50	9,047		0.570	0.531		-0.039	-7	9,776	-71
100									-4							-54
short	9/11/06	11/27/06	77				OMV	50	98		49.847	52.777	46.917	-2.930	-6	9,489	-25
							Oil Search	50	2,259		2.164	2.515	1.813	-0.351	-16	8,696	-57
100									-11							-43
long	11/27/06	1/01/07	35				Novatek	50	70		61.289	65.990		4.701	8	9,025	116
							Offshore Oil	50	5,754		0.766	1.028		0.262	34	10,534	2,060
100									21							639
short	1/01/07	3/26/07	84				Crescent Point	50	376		13.980	15.920	12.040	-1.940	-14	9,805	-48
							ONGC	50	15,605		0.338	0.337	0.340	0.002	0	9,831	2
100									-7							-26
long	3/26/07	7/30/07	126				Guanghui Energy	50	17,121		0.287	0.384		0.096	34	11,483	131
							Offshore Oil	50	4,694		1.047	1.492		0.445	42	13,572	179
100									38							154
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	360		18.844	21.132	16.555	-2.288	-12	12,748	-49
							Tokyo Gas	50	31,510		0.215	0.221	0.210	-0.006	-3	12,561	-14
100									-7							-33
long	10/08/07	12/03/07	56				China Petrol&Chem	50	2,942		2.134	2.366		0.231	11	13,242	96
							Guanghui Energy	50	11,096		0.566	0.487		-0.080	-14	12,359	-63
100									-2							-10
short	12/03/07	4/07/08	126				ARC Resources	50	326		18.922	25.156	12.688	-6.234	-33	10,327	-69
							Motor Oil Hellas	50	271		22.814	22.960	22.669	-0.146	-1	10,287	-2
100									-17							-41
long	4/07/08	7/07/08	91				Petrobras	50	180		28.449	32.290		3.841	13	10,979	66
							Crescent Point	50	174		29.588	36.580		6.992	24	12,195	134
100									19							98
short	7/07/08	4/06/09	273				Aker Solutions	50	296		20.578	5.359	79.019	58.440	284	29,494	504
							China Petrol&Chem	50	5,067		1.204	1.103	1.315	0.111	9	30,055	12
100									146							234
long	4/06/09	8/10/09	126				Kunlun Energy	50	33,349		0.451	0.963		0.512	114	47,127	801
							Guanghui Energy	50	32,713		0.459	0.663		0.204	44	53,791	190
100									79							440
short	8/10/09	8/31/09	21				Naturgy	50	1,393		19.304	20.961	17.648	-1.657	-9	51,483	-79
							Tatneft	50	1,199		22.425	22.727	22.122	-0.303	-1	51,120	-21
100									-5							-59
long	8/31/09	11/30/09	91				Kunlun Energy	50	30,693		0.833	1.123		0.291	35	60,042	232
							Guanghui Energy	50	42,902		0.596	0.844		0.248	42	70,676	304
100									38							267
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	40,059		0.882	0.934	0.831	-0.051	-6	68,616	-79
							Showa Shell Sekiyu	50	428,646		0.082	0.080	0.085	0.002	3	69,583	102
100									-2							-33
long	12/14/09	12/21/09	7				Seadrill	50	5		6,854.920	6,752.404		-102.516	-1	69,071	-54
							Kunlun Energy	50	26,785		1.318	1.251		-0.067	-5	67,267	-94
100									-3							-83
short	12/21/09	1/11/10	21				Ovintiv	50	1,039		32.340	35.268	29.413	-2.928	-9	64,225	-81
							Ampol	50	4,680		7.192	8.830	5.555	-1.637	-23	56,562	-99
100									-16							-95
long	1/11/10	1/25/10	14				Petroleum Geo-Srvcs	50	1,969		14.357	12.893		-1.464	-10	53,681	-94
							Kunlun Energy	50	19,881		1.423	1.402		-0.021	-1	53,269	-32
100									-6							-79
short	1/25/10	4/12/10	77				Ovintiv	50	842		31.616	32.022	31.210	-0.406	-1	52,928	-6
							Showa Shell Sekiyu	50	347,246		0.077	0.069	0.085	0.009	11	55,933	66
100									5							26
long	4/12/10	5/03/10	21				Petroleum Geo-Srvcs	50	1,857		15.060	12.255		-2.805	-19	50,725	-97
							Guanghui Energy	50	24,530		1.140	1.023		-0.118	-10	47,841	-85
100									-14							-93
short	5/03/10	9/13/10	133				Ovintiv	50	770		31.044	28.987	33.247	2.203	7	49,537	21