Assessment - Oil, Gas, Coal in Renminbi yuán - 21/10/19 - RS = 8

 ⇐ 

								⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	26/08/19	prc diff	⇓ Δ8		⇓∅-RS
						L		SOM Oil-Gas-Coal	1,906.239	16:50	1.08	1,885.822	1.08	1,726.416	159.406	9.23		1.26
								Phoenix Global Res	2.067	16:26	9.62	1.886	9.62	1.259	0.627	49.81		12.91
						L		Petrobras	66.618	16:26	8.11	61.619	8.11	45.336	16.283	35.92		17.63
						L		Crescent Point	28.946	16:34	5.72	27.380	5.72	21.134	6.246	29.55		16.48
								Husky Energy	51.736	16:34	4.59	49.467	4.59	48.037	1.430	2.98		-25.85
								Gazprom	51.940	15:35	3.42	50.221	3.42	49.218	1.003	2.04		33.16
						S		Tatneft	475.563	06:01	2.69	463.106	2.69	454.870	8.236	1.81		-1.39
						L		Bharat Petroleum	53.273	09:59	2.65	51.897	2.65	33.369	18.527	55.52		50.06
								YPF	85.616	16:27	2.65	83.404	2.65	68.042	15.361	22.58		-14.30
						L		S-Oil	607.391	06:30	2.55	592.282	2.55	537.677	54.605	10.16		2.97
						L		Fortum	173.054	15:29	2.24	169.269	2.24	158.371	10.898	6.88		11.69
						S		BP	4,584.084	15:35	1.87	4,500.052	1.87	4,265.044	235.009	5.51		-3.00
						L		Cdn Nat Resources	183.829	16:33	1.70	180.750	1.70	164.383	16.368	9.96		-1.55
						S		Motor Oil Hellas	171.083	14:10	1.69	168.245	1.69	168.294	-0.050	-0.03		1.54
						L		Equinor	131.542	14:25	1.68	129.373	1.68	119.136	10.237	8.59		-10.47
								Royal Dutch Shell A	208.847	15:37	1.55	205.654	1.55	198.579	7.075	3.56		-2.54
								Total	372.007	15:37	1.52	366.448	1.52	348.019	18.429	5.30		-1.84
								EnCana	29.000	16:34	1.51	28.568	1.51	30.246	-1.678	-5.55		-29.65
						L		OMV	396.881	14:22	1.51	390.968	1.51	359.927	31.041	8.62		12.35
								Novatek	1,501.114	14:20	1.49	1,479.038	1.49	1,369.374	109.664	8.01		16.31
						L		Galp Energia	108.011	15:35	1.41	106.513	1.41	99.587	6.926	6.95		-2.04
								Coal India	20.826	09:59	1.38	20.542	1.38	18.779	1.763	9.39		-8.34
						L		Petroleum Geo-Srvcs	12.616	14:25	1.34	12.449	1.34	8.484	3.965	46.74		0.58
						S		Chevron	835.053	16:50	1.26	824.658	1.26	827.098	-2.441	-0.30		1.06
								ARC Resources	30.566	16:32	1.25	30.188	1.25	29.976	0.212	0.71		-26.66
								⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	26/08/19	prc diff	⇓ Δ8		⇓∅-RS
								Centrica	671.334	15:35	1.25	663.069	1.25	572.809	90.260	15.76		-24.92
						S		Occidental Pet	292.283	14:28	1.25	288.676	1.25	301.068	-12.392	-4.12		-26.04
								Cenovus Energy	62.482	16:33	1.22	61.726	1.22	60.060	1.666	2.77		4.79
						S		Exxon Mobil	491.975	16:50	1.20	486.124	1.20	484.868	1.256	0.26		-6.07
								Lukoil	649.957	15:35	1.15	642.546	1.15	552.830	89.716	16.23		16.11
								Hellenic Petroleum	66.304	14:10	1.08	65.595	1.08	72.319	-6.724	-9.30		3.58
						S		Imperial Oil	180.102	16:34	1.03	178.266	1.03	171.984	6.282	3.65		-5.72
						L		Suncor Energy	218.445	16:35	0.95	216.393	0.95	200.990	15.403	7.66		-0.23
						L		Enbridge	257.841	16:34	0.69	256.086	0.69	234.955	21.130	8.99		7.26
								Aker Solutions	18.819	14:25	0.66	18.695	0.66	20.775	-2.080	-10.01		-35.28
								Rosneft	45.570	13:03	0.59	45.301	0.59	44.058	1.243	2.82		2.86
						L		Indian Oil	14.607	10:00	0.58	14.523	0.58	12.486	2.037	16.31		5.19
						L		Naturgy	190.162	15:35	0.58	189.058	0.58	187.743	1.315	0.70		2.53
								Schlumberger	238.936	14:28	0.58	237.617	0.56	225.748	11.869	5.26		-14.74
								ONGC	14.388	09:59	0.52	14.313	0.52	12.312	2.001	16.25		-0.35
								Kinder Morgan	143.270	14:28	0.49	142.570	0.49	142.352	0.218	0.15		9.01
						L		CGG	17.266	15:35	0.37	17.203	0.37	13.360	3.843	28.76		36.49
						L		Santos	37.741	05:11	0.26	37.644	0.26	34.078	3.566	10.47		16.14
						L		Repsol	115.106	15:35	0.21	114.870	0.21	99.984	14.886	14.89		1.96
								PetroChina	6.070	07:00	0.17	6.060	0.17	6.070	-0.010	-0.16		-15.19
						S		Woodside Petroleum	153.976	05:11	0.03	153.927	0.03	150.417	3.510	2.33		-6.04
						L		China Petrol&Chem	4.980	07:00		4.980		4.970	0.010	0.20		-10.20
						L		Idemitsu Kōsan	203.280	Mon	1.30	203.280		182.064	21.216	11.65		-7.34
						L		Inpex	62.802	Mon	0.91	62.802		59.098	3.703	6.27		-3.19
						L		JXTG Holdings	33.098	Mon	0.42	33.098		28.364	4.734	16.69		-3.69
								⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	26/08/19	prc diff	⇓ Δ8		⇓∅-RS
						L		Osaka Gas	135.064	Mon	0.88	135.064		125.350	9.714	7.75		4.63
						L		Sinopec	4.149	08:09		4.149		4.156	-0.007	-0.16		-17.14
						L		Tokyo Gas	175.980	Mon	0.75	175.980		176.608	-0.628	-0.36		-0.00
								GAIL (India)	12.917	09:59	-0.04	12.922	-0.04	12.576	0.346	2.75		-15.65
								Rubis	400.113	15:35	-0.10	400.507	-0.10	411.209	-10.702	-2.60		5.32
						L		China Shenhua HK	14.070	08:09	-0.13	14.088	-0.13	13.779	0.309	2.24		-7.34
						L		Caltex Australia	132.944	05:10	-0.15	133.138	-0.15	125.307	7.831	6.25		4.08
						L		Reliance Industries	141.052	09:59	-0.16	141.272	-0.16	126.034	15.237	12.09		18.15
						L		Surgutneftegaz	39.136	06:01	-0.16	39.199	-0.16	26.355	12.844	48.73		40.43
								Subsea 7	72.180	14:25	-0.49	72.536	-0.49	67.142	5.394	8.03		-6.56
								CNOOC	10.769	08:09	-0.50	10.823	-0.50	9.970	0.853	8.56		-5.38
						L		PetroChina	3.617	08:09	-0.50	3.635	-0.50	3.417	0.217	6.36		-12.12
						S		DNO International	9.599	14:25	-0.52	9.650	-0.52	9.231	0.418	4.53		-20.48
								Wood Group	3,234.527	15:35	-0.54	3,251.976	-0.54	3,419.027	-167.050	-4.89		-24.28
						L		Aker BP	189.898	14:25	-0.85	191.524	-0.85	179.777	11.746	6.53		-7.02
						L		Oil Search	34.438	05:11	-0.98	34.778	-0.98	31.266	3.512	11.23		-3.51
						L		Halliburton	137.089	14:27	-1.15	138.681	-1.15	125.058	13.622	10.89		-21.70
						L		New Zealand Refining	9.269	04:00	-1.44	9.405	-1.44	9.367	0.038	0.40		-4.86
Oil, Gas, Coal - 67 out of 67 instruments rated - 21/10/19 / 26/08/19 - 56 did rise, Market-Ratio(8) in CNY = 83.58 %

 

Technical Chart

	Oil, Gas, Coal RS = 8 - B/S = 15/57
5/01/15	scale up chart	21/10/19

 

Transactions Oil, Gas, Coal in Renminbi yuán * S8 - 15/57 (2)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		12/06/06	161				- cash -
short	12/06/06	17/07/06	35				YPF	50	16		306.909	336.998	276.821	-30.089	-10	9,519	-66
							S-Oil	50	9,835		0.517	0.536	0.499	-0.018	-4	9,337	-32
100									-7							-51
17/07/06		14/07/08	728				- cash -
	14/07/08	12/01/09	182				CGG	50	0		7,705.288	3,182.628	18,654.851	10,949.563	142	9,337	0
							China Petrol&Chem	50	1,083		8.620	5.910	12.573	3.953	46	13,618	113