| |
| |
Assessment - Oil, Gas, Coal in Swiss Franc - 6/27/22 - RS = 11
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/27/22 |
⇓ Δwk |
4/11/22 |
prc diff |
⇓ Δ11 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Oil-Gas-Coal |
292.242 |
08:22 |
0.97 |
289.528 |
0.94 |
288.753 |
0.774 |
0.27 |
|
6.49 |
| |  |
 |
 |
 |
|
 |
Occidental Pet |
56.228 |
Mon |
2.40 |
56.228 |
|
53.882 |
2.346 |
4.35 |
|
68.98 |
| |  |
 |
 |
 |
|
 |
Cenovus Energy |
18.735 |
Mon |
3.95 |
18.735 |
|
15.346 |
3.389 |
22.08 |
|
64.02 |
| |  |
 |
 |
 |
|
 |
Inpex |
11.069 |
06:15 |
4.88 |
10.554 |
4.88 |
10.908 |
-0.354 |
-3.24 |
|
25.60 |
| |  |
 |
 |
 |
|
 |
Suncor Energy |
34.101 |
Mon |
3.16 |
34.101 |
|
29.837 |
4.264 |
14.29 |
|
41.95 |
| |  |
 |
 |
 |
|
 |
Equinor |
33.497 |
08:02 |
2.78 |
32.589 |
2.78 |
34.755 |
-2.166 |
-6.23 |
|
29.28 |
| |  |
 |
 |
 |
|
 |
Imperial Oil |
46.247 |
Mon |
3.16 |
46.247 |
|
46.634 |
-0.387 |
-0.83 |
|
36.54 |
| |  |
 |
 |
 |
|
 |
China Shenhua HK |
3.195 |
08:08 |
2.74 |
3.110 |
2.74 |
3.003 |
0.106 |
3.53 |
|
36.25 |
| |  |
 |
 |
 |
|
 |
Exxon Mobil |
84.991 |
Mon |
2.45 |
84.991 |
|
78.004 |
6.987 |
8.96 |
|
33.20 |
| |  |
 |
 |
 |
L |
 |
Motor Oil Hellas |
18.295 |
Mon |
-2.69 |
18.295 |
|
14.986 |
3.309 |
22.08 |
|
21.41 |
| |  |
 |
 |
 |
|
 |
Woodside Energy |
21.638 |
06:10 |
4.34 |
20.738 |
4.34 |
22.146 |
-1.409 |
-6.36 |
|
22.67 |
| |  |
 |
 |
 |
|
 |
Repsol |
13.969 |
Mon |
0.40 |
13.969 |
|
12.966 |
1.003 |
7.74 |
|
18.75 |
| |  |
 |
 |
 |
L |
 |
Tokyo Gas |
19.365 |
06:15 |
2.46 |
18.900 |
2.46 |
16.358 |
2.542 |
15.54 |
|
7.94 |
| |  |
 |
 |
 |
|
 |
Cdn Nat Resources |
51.003 |
Mon |
5.53 |
51.003 |
|
58.097 |
-7.094 |
-12.21 |
|
23.53 |
| |  |
 |
 |
 |
L |
 |
Osaka Gas |
18.088 |
06:15 |
1.83 |
17.764 |
1.83 |
15.223 |
2.541 |
16.69 |
|
7.49 |
| |  |
 |
 |
 |
|
 |
Halliburton |
30.768 |
Mon |
4.14 |
30.768 |
|
36.337 |
-5.569 |
-15.33 |
|
25.15 |
| |  |
 |
 |
 |
|
 |
Galp Energia |
11.596 |
Mon |
1.60 |
11.596 |
|
11.969 |
-0.372 |
-3.11 |
|
14.65 |
| |  |
 |
 |
 |
|
 |
Chevron |
140.875 |
Mon |
1.93 |
140.875 |
|
154.017 |
-13.142 |
-8.53 |
|
22.56 |
| |  |
 |
 |
 |
|
 |
Shell |
25.475 |
08:09 |
2.65 |
24.817 |
2.65 |
25.897 |
-1.080 |
-4.17 |
|
13.50 |
| |  |
 |
 |
 |
|
 |
CGG |
0.875 |
Mon |
2.71 |
0.875 |
|
0.998 |
-0.123 |
-12.28 |
|
11.70 |
| |  |
 |
 |
 |
|
 |
Aker BP |
33.272 |
Mon |
2.80 |
33.272 |
|
35.870 |
-2.597 |
-7.24 |
|
8.57 |
| |  |
 |
 |
 |
|
 |
TotalEnergies |
51.688 |
08:09 |
2.16 |
50.596 |
2.16 |
47.212 |
3.383 |
7.17 |
|
9.58 |
| |  |
 |
 |
 |
|
 |
BP |
471.428 |
08:06 |
2.58 |
459.575 |
2.58 |
468.866 |
-9.291 |
-1.98 |
|
5.55 |
| |  |
 |
 |
 |
|
 |
CNOOC |
1.276 |
08:08 |
3.56 |
1.232 |
3.56 |
1.325 |
-0.093 |
-7.03 |
|
14.07 |
| |  |
 |
 |
 |
|
 |
Coal India |
2.215 |
Mon |
3.12 |
2.215 |
|
2.409 |
-0.193 |
-8.03 |
|
9.28 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/27/22 |
⇓ Δwk |
4/11/22 |
prc diff |
⇓ Δ11 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Naturgy |
27.463 |
Mon |
1.08 |
27.463 |
|
29.760 |
-2.297 |
-7.72 |
|
5.84 |
| |  |
 |
 |
 |
L |
 |
JXTG Holdings |
3.657 |
06:15 |
2.01 |
3.585 |
2.01 |
3.329 |
0.256 |
7.68 |
|
-2.70 |
| |  |
 |
 |
 |
|
 |
Subsea 7 |
7.706 |
Mon |
3.05 |
7.706 |
|
8.644 |
-0.938 |
-10.85 |
|
0.52 |
| |  |
 |
 |
 |
|
 |
S-Oil |
80.316 |
06:30 |
3.85 |
77.342 |
3.85 |
78.031 |
-0.690 |
-0.88 |
|
2.17 |
| |  |
 |
 |
 |
|
 |
Idemitsu Kōsan |
23.633 |
06:15 |
4.36 |
22.646 |
4.36 |
25.063 |
-2.417 |
-9.65 |
|
-7.30 |
| |  |
 |
 |
 |
|
 |
Schlumberger |
34.262 |
Mon |
2.37 |
34.262 |
|
38.448 |
-4.187 |
-10.89 |
|
7.94 |
| |  |
 |
 |
 |
|
 |
Santos |
5.019 |
06:10 |
2.71 |
4.886 |
2.71 |
5.575 |
-0.688 |
-12.34 |
|
2.05 |
| |  |
 |
 |
 |
|
 |
Enbridge |
40.311 |
Mon |
0.89 |
40.311 |
|
42.958 |
-2.647 |
-6.16 |
|
4.57 |
| |  |
 |
 |
 |
|
 |
Reliance Industries |
30.332 |
Mon |
-0.30 |
30.332 |
|
32.011 |
-1.679 |
-5.25 |
|
1.79 |
| |  |
 |
 |
 |
|
 |
PetroChina |
0.765 |
07:00 |
1.32 |
0.769 |
-0.56 |
0.804 |
-0.034 |
-4.25 |
|
1.73 |
| |  |
 |
 |
 |
|
 |
Hellenic Petroleum |
6.456 |
Mon |
-1.54 |
6.456 |
|
7.706 |
-1.250 |
-16.22 |
|
-3.20 |
| |  |
 |
 |
 |
S |
 |
PetroChina |
0.465 |
08:08 |
2.41 |
0.454 |
2.41 |
0.477 |
-0.023 |
-4.87 |
|
1.95 |
| |  |
 |
 |
 |
S |
 |
ONGC |
1.722 |
Mon |
3.02 |
1.722 |
|
2.100 |
-0.378 |
-17.99 |
|
-4.28 |
| |  |
 |
 |
 |
S |
 |
Kinder Morgan |
16.066 |
Mon |
2.12 |
16.066 |
|
17.917 |
-1.851 |
-10.33 |
|
-0.84 |
| |  |
 |
 |
 |
S |
 |
China Petrol&Chem |
0.585 |
07:00 |
|
0.585 |
|
0.634 |
-0.049 |
-7.70 |
|
-4.86 |
| |  |
 |
 |
 |
S |
 |
YPF |
6.405 |
Mon |
6.69 |
6.405 |
|
7.919 |
-1.514 |
-19.12 |
|
-17.59 |
| |  |
 |
 |
 |
S |
 |
Indian Oil |
1.333 |
Mon |
0.97 |
1.333 |
|
1.580 |
-0.247 |
-15.64 |
|
-8.33 |
| |  |
 |
 |
 |
|
 |
OMV |
47.125 |
08:22 |
2.64 |
45.910 |
2.64 |
44.008 |
1.903 |
4.32 |
|
-10.29 |
| |  |
 |
 |
 |
S |
 |
Sinopec |
0.438 |
08:08 |
2.27 |
0.428 |
2.27 |
0.471 |
-0.043 |
-9.10 |
|
-5.92 |
| |  |
 |
 |
 |
S |
 |
GAIL (India) |
1.639 |
Mon |
1.66 |
1.639 |
|
2.019 |
-0.380 |
-18.83 |
|
-9.48 |
| |  |
 |
 |
 |
S |
 |
Bharat Petroleum |
3.833 |
Mon |
2.42 |
3.833 |
|
4.763 |
-0.930 |
-19.52 |
|
-21.08 |
| |  |
 |
 |
 |
|
 |
Rubis |
22.839 |
Mon |
1.30 |
22.839 |
|
27.107 |
-4.268 |
-15.75 |
|
-23.55 |
| |  |
 |
 |
 |
L |
 |
Surgutneftegaz |
2.631 |
2/28 |
-22.62 |
2.631 |
|
2.633 |
-0.002 |
-0.07 |
|
-27.84 |
| |  |
 |
 |
 |
L |
 |
Rosneft |
4.149 |
2/25 |
-2.38 |
4.149 |
|
4.152 |
-0.003 |
-0.07 |
|
-28.69 |
| |  |
 |
 |
 |
|
 |
Fortum |
15.376 |
Mon |
-4.76 |
15.376 |
|
15.766 |
-0.390 |
-2.47 |
|
-31.62 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
6/27/22 |
⇓ Δwk |
4/11/22 |
prc diff |
⇓ Δ11 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
Gazprom |
2.732 |
3/01 |
-19.16 |
2.732 |
|
2.734 |
-0.002 |
-0.07 |
|
-45.03 |
| |  |
 |
 |
 |
L |
 |
Tatneft |
11.131 |
3/01 |
-33.33 |
11.131 |
|
11.139 |
-0.008 |
-0.07 |
|
-48.56 |
| |  |
 |
 |
 |
L |
 |
Lukoil |
20.744 |
2/28 |
-31.67 |
20.744 |
|
20.758 |
-0.014 |
-0.07 |
|
-51.68 |
| |  |
 |
 |
 |
L |
 |
Novatek |
35.012 |
2/28 |
-69.91 |
35.012 |
|
35.036 |
-0.024 |
-0.07 |
|
-56.54 |
Oil, Gas, Coal - 53 out of 53 instruments rated - 6/27/22 / 4/11/22 - 12 did rise, Market-Ratio(11) in CHF = 22.64 % |
Technical Chart
Transactions Oil, Gas, Coal in Swiss Franc * 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 |
90 |
|
55.337 |
53.483 |
57.254 |
1.918 |
3 |
10,173 |
16 |
|
|
|
|
|
 |
 |
 |
Repsol |
50 |
150 |
|
33.255 |
34.670 |
31.841 |
-1.415 |
-4 |
9,960 |
-17 |
|
100 |
0 |
-2 | |
long |
8/07/06 |
8/14/06 |
7 |
 |
 |
 |
Novatek |
50 |
79 |
|
62.378 |
61.513 |
|
-0.865 |
-1 |
9,892 |
-52 |
|
|
|
|
|
 |
 |
 |
Kunlun Energy |
50 |
7,058 |
|
0.713 |
0.769 |
|
0.056 |
8 |
10,286 |
4,971 |
|
100 |
3 |
434 | |
short |
8/14/06 |
8/21/06 |
7 |
 |
 |
 |
YPF |
50 |
99 |
|
51.455 |
49.640 |
53.338 |
1.882 |
4 |
10,472 |
551 |
|
|
|
|
|
 |
 |
 |
Technip |
50 |
78 |
|
66.415 |
69.215 |
63.614 |
-2.801 |
-4 |
10,253 |
-89 |
|
100 |
0 |
-15 | |
long |
8/21/06 |
9/11/06 |
21 |
 |
 |
 |
Novatek |
50 |
86 |
|
58.997 |
58.508 |
|
-0.489 |
-1 |
10,211 |
-13 |
|
|
|
|
|
 |
 |
 |
Kunlun Energy |
50 |
7,367 |
|
0.703 |
0.663 |
|
-0.040 |
-6 |
9,913 |
-64 |
|
100 |
-3 |
-44 | |
short |
9/11/06 |
11/27/06 |
77 |
 |
 |
 |
OMV |
50 |
79 |
|
62.193 |
63.823 |
60.562 |
-1.631 |
-3 |
9,785 |
-12 |
|
|
|
|
|
 |
 |
 |
Oil Search |
50 |
1,851 |
|
2.700 |
3.041 |
2.359 |
-0.341 |
-13 |
9,153 |
-47 |
|
100 |
-8 |
-32 | |
long |
11/27/06 |
1/01/07 |
35 |
 |
 |
 |
Novatek |
50 |
61 |
|
74.117 |
80.460 |
|
6.343 |
9 |
9,540 |
135 |
|
|
|
|
|
 |
 |
 |
Offshore Oil |
50 |
5,002 |
|
0.926 |
1.253 |
|
0.328 |
35 |
11,178 |
2,254 |
|
100 |
22 |
704 | |
short |
1/01/07 |
3/26/07 |
84 |
 |
 |
 |
Crescent Point |
50 |
327 |
|
17.046 |
19.405 |
14.686 |
-2.359 |
-14 |
10,406 |
-48 |
|
|
|
|
|
 |
 |
 |
ONGC |
50 |
13,589 |
|
0.412 |
0.410 |
0.415 |
0.002 |
1 |
10,435 |
2 |
|
100 |
-7 |
-26 | |
long |
3/26/07 |
7/30/07 |
126 |
 |
 |
 |
Guanghui Energy |
50 |
14,909 |
|
0.350 |
0.464 |
|
0.114 |
32 |
12,128 |
126 |
|
|
|
|
|
 |
 |
 |
Offshore Oil |
50 |
4,087 |
|
1.276 |
1.803 |
|
0.527 |
41 |
14,280 |
172 |
|
100 |
37 |
148 | |
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 |
313 |
|
22.768 |
24.902 |
20.635 |
-2.134 |
-9 |
13,612 |
-40 |
|
|
|
|
|
 |
 |
 |
Tokyo Gas |
50 |
27,481 |
|
0.260 |
0.261 |
0.260 |
-0.001 |
0 |
13,596 |
-1 |
|
100 |
-5 |
-23 | |
long |
10/08/07 |
12/03/07 |
56 |
 |
 |
 |
China Petrol&Chem |
50 |
2,702 |
|
2.515 |
2.678 |
|
0.163 |
6 |
14,035 |
50 |
|
|
|
|
|
 |
 |
 |
Guanghui Energy |
50 |
10,191 |
|
0.667 |
0.551 |
|
-0.116 |
-17 |
12,849 |
-71 |
|
100 |
-5 |
-31 | |
short |
12/03/07 |
4/07/08 |
126 |
 |
 |
 |
ARC Resources |
50 |
299 |
|
21.419 |
25.303 |
17.535 |
-3.884 |
-18 |
11,688 |
-44 |
|
|
|
|
|
 |
 |
 |
Motor Oil Hellas |
50 |
249 |
|
25.825 |
23.095 |
28.878 |
3.053 |
12 |
12,448 |
38 |
|
100 |
-3 |
-9 | |
long |
4/07/08 |
7/07/08 |
91 |
 |
 |
 |
Petrobras |
50 |
217 |
|
28.616 |
33.100 |
|
4.484 |
16 |
13,421 |
79 |
|
|
|
|
|
 |
 |
 |
Crescent Point |
50 |
209 |
|
29.761 |
37.498 |
|
7.737 |
26 |
15,038 |
153 |
|
100 |
21 |
114 | |
short |
7/07/08 |
4/06/09 |
273 |
 |
 |
 |
Aker Solutions |
50 |
356 |
|
21.094 |
6.061 |
73.418 |
52.324 |
248 |
33,665 |
430 |
|
|
|
|
|
 |
 |
 |
China Petrol&Chem |
50 |
6,097 |
|
1.235 |
1.248 |
1.222 |
-0.013 |
-1 |
33,587 |
-1 |
|
100 |
123 |
193 | |
long |
4/06/09 |
8/10/09 |
126 |
 |
 |
 |
Kunlun Energy |
50 |
32,953 |
|
0.510 |
1.041 |
|
0.531 |
104 |
51,081 |
691 |
|
|
|
|
|
 |
 |
 |
Guanghui Energy |
50 |
32,324 |
|
0.520 |
0.717 |
|
0.197 |
38 |
57,457 |
154 |
|
100 |
71 |
374 | |
short |
8/10/09 |
8/31/09 |
21 |
 |
 |
 |
Naturgy |
50 |
1,376 |
|
20.868 |
22.213 |
19.524 |
-1.344 |
-6 |
55,608 |
-69 |
|
|
|
|
|
 |
 |
 |
Tatneft |
50 |
1,185 |
|
24.241 |
24.084 |
24.400 |
0.158 |
1 |
55,795 |
12 |
|
100 |
-3 |
-40 | |
long |
8/31/09 |
11/30/09 |
91 |
 |
 |
 |
Kunlun Energy |
50 |
31,612 |
|
0.882 |
1.129 |
|
0.247 |
28 |
63,601 |
169 |
|
|
|
|
|
 |
 |
 |
Guanghui Energy |
50 |
44,187 |
|
0.631 |
0.848 |
|
0.217 |
34 |
73,181 |
227 |
|
100 |
31 |
197 | |
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 |
41,259 |
|
0.887 |
0.966 |
0.808 |
-0.079 |
-9 |
69,920 |
-91 |
|
|
|
|
|
 |
 |
 |
Showa Shell Sekiyu |
50 |
441,478 |
|
0.083 |
0.083 |
0.083 |
-0.000 |
0 |
69,839 |
-6 |
|
100 |
-5 |
-70 | |
long |
12/14/09 |
12/21/09 |
7 |
 |
 |
 |
Seadrill |
50 |
4 |
|
7,092.202 |
7,038.779 |
|
-53.423 |
-1 |
69,626 |
-33 |
|
|
|
|
|
 |
 |
 |
Kunlun Energy |
50 |
30,407 |
|
1.364 |
1.304 |
|
-0.060 |
-4 |
67,804 |
-90 |
|
100 |
-3 |
-79 | |
short |
12/21/09 |
1/11/10 |
21 |
 |
 |
 |
Ovintiv |
50 |
1,005 |
|
33.712 |
36.100 |
31.324 |
-2.388 |
-7 |
65,404 |
-72 |
|
|
|
|
|
 |
 |
 |
Ampol |
50 |
4,524 |
|
7.498 |
9.038 |
5.957 |
-1.541 |
-21 |
58,433 |
-98 |
|
100 |
-14 |
-92 | |
long |
1/11/10 |
1/25/10 |
14 |
 |
 |
 |
Petroleum Geo-Srvcs |
50 |
1,988 |
|
14.695 |
13.423 |
|
-1.273 |
-9 |
55,903 |
-91 |
|
|
|
|
|
 |
 |
 |
Kunlun Energy |
50 |
20,058 |
|
1.457 |
1.460 |
|
0.003 |
0 |
55,971 |
6 |
|
100 |
-4 |
-67 | |
short |
1/25/10 |
4/12/10 |
77 |
 |
 |
 |
Ovintiv |
50 |
850 |
|
32.915 |
34.131 |
31.699 |
-1.216 |
-4 |
54,938 |
-16 |
|
|
|
|
|
 |
 |
 |
Showa Shell Sekiyu |
50 |
350,372 |
|
0.080 |
0.074 |
0.087 |
0.007 |
9 |
57,356 |
48 |
|
100 |
2 |
12 | |
long |
4/12/10 |
5/03/10 |
21 |
 |
 |
 |
Petroleum Geo-Srvcs |
50 |
1,786 |
|
16.051 |
13.204 |
|
-2.847 |
-18 |
52,271 |
-97 |
|
|
|
|
|
 |
 |
 |
Guanghui Energy |
50 |
23,607 |
|
1.215 |
1.102 |
|
-0.113 |
-9 |
49,593 |
-82 |
|
100 |
-14 |
-92 | |
short |
5/03/10 |
9/13/10 |
133 |
 |
 |
 |
Ovintiv |
50 |
741 |
|
33.449 |
29.556 |
37.854 |
4.405 |
13 |
52,857 |
40 |
|
| |