| |
| |
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
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 |
|
| |