Assessment - Oil, Gas, Coal in Renminbi yuán - 6/01/20 - RS = 8

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								⇓instrument	freshest		⇓ Δday	6/01/20	Δwk	4/06/20	prc diff	⇓ Δ8		⇓∅-RS
								SOM Oil-Gas-Coal	1,525.329	14:28	1.98	1,495.887	1.97	1,359.294	136.593	10.05		-11.98
								Aker Solutions	5.242	08:05	8.00	4.854	8.00	4.356	0.498	11.43		-52.20
								OMV	251.010	14:23	6.53	235.629	6.53	208.481	27.148	13.02		-23.86
								DNO International	3.944	08:03	5.92	3.723	5.92	2.927	0.797	27.22		-36.28
								Aker BP	122.155	08:05	5.73	115.533	5.73	106.276	9.257	8.71		-27.53
								Occidental Pet	103.839	14:28	5.58	98.355	5.58	95.269	3.086	3.24		-50.69
								GAIL (India)	9.103	10:00	5.00	8.669	5.00	7.551	1.118	14.80		-22.26
								Petroleum Geo-Srvcs	2.453	08:05	4.94	2.338	4.94	2.585	-0.247	-9.55		-61.36
						S		CGG	8.352	08:17	4.93	7.960	4.93	7.619	0.341	4.47		-38.99
								Rosneft	38.888	07:35	4.58	37.184	4.58	32.084	5.100	15.90		-11.08
								Lukoil	554.981	07:32	4.57	530.720	4.57	476.243	54.478	11.44		-7.03
								Gazprom	40.862	08:04	4.54	39.087	4.54	35.071	4.016	11.45		-15.13
						S		New Zealand Refining	3.267	04:59	4.29	3.133	4.29	3.539	-0.407	-11.49		-52.18
								Subsea 7	42.943	08:05	4.01	41.286	4.01	40.550	0.735	1.81		-31.13
								Repsol	70.800	08:07	3.64	68.310	3.64	62.728	5.582	8.90		-24.56
								Cdn Nat Resources	139.385	14:18	3.46	134.722	3.46	95.772	38.950	40.67		-12.43
								Total	283.239	12:25	3.42	273.883	3.42	258.992	14.891	5.75		-15.94
								Centrica	348.226	08:23	3.24	337.303	3.24	274.749	62.554	22.77		-39.36
								BP	2,841.966	08:23	2.89	2,762.010	2.89	2,931.205	-169.196	-5.77		-28.33
								Cenovus Energy	32.881	14:18	2.70	32.017	2.70	19.094	12.923	67.68		-21.90
								Suncor Energy	128.329	14:18	2.68	124.975	2.68	120.293	4.682	3.89		-28.91
								YPF	62.911	14:24	2.68	61.271	2.68	42.746	18.525	43.34		-16.58
								Chevron	676.806	14:27	2.41	660.852	2.41	569.843	91.009	15.97		-11.36
								Schlumberger	134.321	14:28	3.03	131.259	2.33	111.076	20.182	18.17		-32.56
								Royal Dutch Shell A	119.099	08:04	2.32	116.403	2.32	130.373	-13.970	-10.72		-32.61
								⇓instrument	freshest		⇓ Δday	6/01/20	Δwk	4/06/20	prc diff	⇓ Δ8		⇓∅-RS
								Hellenic Petroleum	51.217	08:07	2.22	50.107	2.22	44.499	5.607	12.60		-14.97
								Exxon Mobil	336.693	14:27	2.15	329.607	2.15	286.871	42.736	14.90		-21.21
								Inpex	50.136	06:15	2.10	49.102	2.10	43.707	5.396	12.34		-15.30
								Imperial Oil	118.792	14:18	2.03	116.434	2.03	86.426	30.008	34.72		-20.49
						L		Equinor	106.284	08:05	1.77	104.435	1.77	92.698	11.736	12.66		-10.73
								JXTG Holdings	27.770	06:15	1.72	27.300	1.72	25.021	2.279	9.11		-8.36
								Tatneft	329.342	06:05	1.66	323.950	1.66	340.217	-16.267	-4.78		-24.17
						L		China Shenhua HK	13.366	08:09	1.54	13.163	1.54	13.044	0.119	0.92		-3.44
						L		S-Oil	430.335	06:30	1.51	423.930	1.51	393.562	30.368	7.72		-11.50
								Wood Group	1,863.069	08:24	1.39	1,837.491	1.39	1,656.958	180.533	10.90		-33.50
								Naturgy	132.680	08:07	1.30	130.976	1.30	123.158	7.817	6.35		-20.53
								Galp Energia	89.947	08:07	1.20	88.876	1.20	75.978	12.898	16.98		-9.50
								Fortum	138.190	08:30	1.19	136.565	1.19	110.368	26.197	23.74		-7.84
								CNOOC	8.393	08:09	1.11	8.301	1.11	8.132	0.169	2.08		-16.80
								Motor Oil Hellas	125.267	08:07	1.09	123.919	1.09	97.041	26.879	27.70		-12.41
						L		Reliance Industries	144.786	10:00	1.01	143.338	1.01	100.568	42.770	42.53		11.36
								Enbridge	236.745	14:18	0.98	234.440	0.98	203.202	31.238	15.37		-3.82
						L		Tokyo Gas	175.772	06:15	0.82	174.348	0.82	168.096	6.253	3.72		4.27
								Rubis	349.004	08:18	0.55	347.101	0.55	310.806	36.295	11.68		-8.10
								Kinder Morgan	112.905	14:27	0.53	112.314	0.53	99.168	13.146	13.26		-14.41
						S		China Petrol&Chem	4.220	07:00	0.48	4.200	0.48	4.460	-0.260	-5.83		-14.71
						S		PetroChina	4.310	07:00	0.47	4.290	0.47	4.630	-0.340	-7.34		-24.07
								ONGC	7.948	10:00	0.42	7.915	0.42	6.520	1.395	21.40		-24.62
								Santos	26.677	06:11	0.36	26.580	0.36	18.719	7.861	41.99		-11.21
						L		Osaka Gas	145.771	06:15	0.32	145.307	0.32	129.755	15.552	11.99		12.98
								⇓instrument	freshest		⇓ Δday	6/01/20	Δwk	4/06/20	prc diff	⇓ Δ8		⇓∅-RS
								Surgutneftegaz	40.157	06:05	0.20	40.078	0.20	34.481	5.596	16.23		10.71
								Novatek	1,046.536	06:05	0.15	1,044.950	0.15	860.117	184.833	21.49		-14.47
								Caltex Australia	122.366	06:10		122.366		105.961	16.405	15.48		-4.13
								Halliburton	85.749	Mon	2.47	85.749		56.070	29.679	52.93		-20.69
								Woodside Petroleum	110.670	06:11	-0.13	110.815	-0.13	90.570	20.245	22.35		-18.27
								Indian Oil	8.089	10:00	-0.41	8.122	-0.41	7.420	0.702	9.46		-27.30
								Idemitsu Kōsan	156.963	06:15	-0.55	157.824	-0.55	167.738	-9.914	-5.91		-14.89
								PetroChina	2.473	08:09	-0.74	2.491	-0.74	2.726	-0.235	-8.61		-21.74
						S		Sinopec	3.162	08:09	-0.86	3.190	-0.86	3.668	-0.478	-13.04		-19.87
								Bharat Petroleum	32.206	10:00	-1.36	32.649	-1.36	29.603	3.047	10.29		-15.86
								Oil Search	16.625	06:11	-3.10	17.156	-3.10	11.802	5.354	45.36		-27.94
								Coal India	13.520	10:00	-3.47	14.005	-3.47	12.857	1.148	8.93		-20.99
Oil, Gas, Coal - 61 out of 61 instruments rated - 6/01/20 / 4/06/20 - 51 did rise, Market-Ratio(8) in CNY = 83.61 %

 

Technical Chart

	Oil, Gas, Coal RS = 8 - B/S = 15/57
1/04/16	scale up chart	6/01/20

 

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
1/02/06		6/12/06	161				- cash -
short	6/12/06	7/17/06	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
7/17/06		7/14/08	728				- cash -
	7/14/08	1/12/09	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