Assessment - Oil, Gas, Coal in Renminbi yuán - 21/10/19 - RS = 11

 ⇐ 

								⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	5/08/19	prc diff	⇓ Δ11		⇓∅-RS
						L		SOM Oil-Gas-Coal	1,906.239	16:50	1.08	1,885.822	1.08	1,777.778	108.044	6.08		1.26
								Phoenix Global Res	2.067	16:26	9.62	1.886	9.62	1.638	0.248	15.14		12.91
						L		Petrobras	66.618	16:26	8.11	61.619	8.11	50.235	11.384	22.66		17.63
						L		Crescent Point	28.946	16:34	5.72	27.380	5.72	21.869	5.511	25.20		16.48
								Husky Energy	51.736	16:34	4.59	49.467	4.59	51.364	-1.897	-3.69		-25.85
								Gazprom	51.940	15:35	3.42	50.221	3.42	48.260	1.961	4.06		33.16
						S		Tatneft	475.563	06:01	2.69	463.106	2.69	472.975	-9.868	-2.09		-1.39
						L		Bharat Petroleum	53.273	09:59	2.65	51.897	2.65	33.559	18.337	54.64		50.06
								YPF	85.616	16:27	2.65	83.404	2.65	109.878	-26.474	-24.09		-14.30
						L		S-Oil	607.391	06:30	2.55	592.282	2.55	516.822	75.460	14.60		2.97
						L		Fortum	173.054	15:29	2.24	169.269	2.24	161.288	7.982	4.95		11.69
						S		BP	4,584.084	15:35	1.87	4,500.052	1.87	4,413.069	86.983	1.97		-3.00
						L		Cdn Nat Resources	183.829	16:33	1.70	180.750	1.70	168.068	12.683	7.55		-1.55
						S		Motor Oil Hellas	171.083	14:10	1.69	168.245	1.69	174.387	-6.142	-3.52		1.54
						L		Equinor	131.542	14:25	1.68	129.373	1.68	120.177	9.197	7.65		-10.47
								Royal Dutch Shell A	208.847	15:37	1.55	205.654	1.55	202.596	3.058	1.51		-2.54
								Total	372.007	15:37	1.52	366.448	1.52	348.260	18.188	5.22		-1.84
								EnCana	29.000	16:34	1.51	28.568	1.51	31.096	-2.528	-8.13		-29.65
						L		OMV	396.881	14:22	1.51	390.968	1.51	348.063	42.904	12.33		12.35
								Novatek	1,501.114	14:20	1.49	1,479.038	1.49	1,399.828	79.210	5.66		16.31
						L		Galp Energia	108.011	15:35	1.41	106.513	1.41	104.987	1.526	1.45		-2.04
								Coal India	20.826	09:59	1.38	20.542	1.38	19.858	0.684	3.44		-8.34
						L		Petroleum Geo-Srvcs	12.616	14:25	1.34	12.449	1.34	9.545	2.905	30.43		0.58
						S		Chevron	835.053	16:50	1.26	824.658	1.26	836.513	-11.856	-1.42		1.06
								ARC Resources	30.566	16:32	1.25	30.188	1.25	35.470	-5.282	-14.89		-26.66
								⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	5/08/19	prc diff	⇓ Δ11		⇓∅-RS
								Centrica	671.334	15:35	1.25	663.069	1.25	609.579	53.490	8.77		-24.92
						S		Occidental Pet	292.283	14:28	1.25	288.676	1.25	348.160	-59.484	-17.09		-26.04
								Cenovus Energy	62.482	16:33	1.22	61.726	1.22	62.245	-0.519	-0.83		4.79
						S		Exxon Mobil	491.975	16:50	1.20	486.124	1.20	495.117	-8.992	-1.82		-6.07
								Lukoil	649.957	15:35	1.15	642.546	1.15	553.934	88.612	16.00		16.11
								Hellenic Petroleum	66.304	14:10	1.08	65.595	1.08	72.753	-7.158	-9.84		3.58
						S		Imperial Oil	180.102	16:34	1.03	178.266	1.03	182.095	-3.829	-2.10		-5.72
						L		Suncor Energy	218.445	16:35	0.95	216.393	0.95	200.497	15.896	7.93		-0.23
						L		Enbridge	257.841	16:34	0.69	256.086	0.69	236.020	20.066	8.50		7.26
								Aker Solutions	18.819	14:25	0.66	18.695	0.66	20.651	-1.956	-9.47		-35.28
								Rosneft	45.570	13:03	0.59	45.301	0.59	44.188	1.113	2.52		2.86
						L		Indian Oil	14.607	10:00	0.58	14.523	0.58	13.092	1.430	10.93		5.19
						L		Naturgy	190.162	15:35	0.58	189.058	0.58	184.171	4.887	2.65		2.53
								Schlumberger	238.936	14:28	0.58	237.617	0.56	253.547	-15.930	-6.28		-14.74
								ONGC	14.388	09:59	0.52	14.313	0.52	12.998	1.315	10.12		-0.35
								Kinder Morgan	143.270	14:28	0.49	142.570	0.49	139.771	2.799	2.00		9.01
						L		CGG	17.266	15:35	0.37	17.203	0.37	13.904	3.299	23.73		36.49
						L		Santos	37.741	05:11	0.26	37.644	0.26	32.803	4.841	14.76		16.14
						L		Repsol	115.106	15:35	0.21	114.870	0.21	107.157	7.713	7.20		1.96
								PetroChina	6.070	07:00	0.17	6.060	0.17	6.250	-0.190	-3.04		-15.19
						S		Woodside Petroleum	153.976	05:11	0.03	153.927	0.03	158.341	-4.414	-2.79		-6.04
						L		China Petrol&Chem	4.980	07:00		4.980		5.040	-0.060	-1.19		-10.20
						L		Idemitsu Kōsan	203.280	Mon	1.30	203.280		187.086	16.194	8.66		-7.34
						L		Inpex	62.802	Mon	0.91	62.802		60.778	2.024	3.33		-3.19
						L		JXTG Holdings	33.098	Mon	0.42	33.098		32.353	0.745	2.30		-3.69
								⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	5/08/19	prc diff	⇓ Δ11		⇓∅-RS
						L		Osaka Gas	135.064	Mon	0.88	135.064		128.153	6.911	5.39		4.63
						L		Sinopec	4.149	08:09		4.149		4.302	-0.153	-3.56		-17.14
						L		Tokyo Gas	175.980	Mon	0.75	175.980		176.633	-0.653	-0.37		-0.00
								GAIL (India)	12.917	09:59	-0.04	12.922	-0.04	12.171	0.750	6.16		-15.65
								Rubis	400.113	15:35	-0.10	400.507	-0.10	383.966	16.541	4.31		5.32
						L		China Shenhua HK	14.070	08:09	-0.13	14.088	-0.13	13.544	0.544	4.02		-7.34
						L		Caltex Australia	132.944	05:10	-0.15	133.138	-0.15	127.159	5.979	4.70		4.08
						L		Reliance Industries	141.052	09:59	-0.16	141.272	-0.16	113.186	28.085	24.81		18.15
						L		Surgutneftegaz	39.136	06:01	-0.16	39.199	-0.16	28.407	10.792	37.99		40.43
								Subsea 7	72.180	14:25	-0.49	72.536	-0.49	70.047	2.489	3.55		-6.56
								CNOOC	10.769	08:09	-0.50	10.823	-0.50	10.760	0.063	0.59		-5.38
						L		PetroChina	3.617	08:09	-0.50	3.635	-0.50	3.521	0.114	3.24		-12.12
						S		DNO International	9.599	14:25	-0.52	9.650	-0.52	10.649	-0.999	-9.38		-20.48
								Wood Group	3,234.527	15:35	-0.54	3,251.976	-0.54	4,051.875	-799.899	-19.74		-24.28
						L		Aker BP	189.898	14:25	-0.85	191.524	-0.85	180.640	10.884	6.03		-7.02
						L		Oil Search	34.438	05:11	-0.98	34.778	-0.98	34.043	0.735	2.16		-3.51
						L		Halliburton	137.089	14:27	-1.15	138.681	-1.15	143.082	-4.402	-3.08		-21.70
						L		New Zealand Refining	9.269	04:00	-1.44	9.405	-1.44	9.812	-0.407	-4.15		-4.86
Oil, Gas, Coal - 67 out of 67 instruments rated - 21/10/19 / 5/08/19 - 44 did rise, Market-Ratio(11) in CNY = 65.67 %

 

Technical Chart

	Oil, Gas, Coal RS = 11 - B/S = 65/64
5/01/15	scale up chart	21/10/19

 

Transactions Oil, Gas, Coal in Renminbi yuán * 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
2/01/06		15/05/06	133				- cash -
short	15/05/06	7/08/06	84				YPF	50	13		369.935	348.748	392.410	22.475	6	10,292	29
							Repsol	50	23		222.318	226.074	218.563	-3.755	-2	10,206	-7
100									2							9
long	7/08/06	14/08/06	7				Novatek	50	12		406.747	394.714		-12.033	-3	10,061	-79
							Kunlun Energy	50	1,145		4.649	4.933		0.284	6	10,386	2,095
100									2							149
short	14/08/06	21/08/06	7				YPF	50	15		330.179	321.002	339.619	9.440	3	10,528	335
							Technip	50	12		426.170	447.590	404.749	-21.421	-5	10,271	-93
100									-1							-45
long	21/08/06	11/09/06	21				Novatek	50	13		381.516	372.705		-8.811	-2	10,156	-33
							Kunlun Energy	50	1,168		4.546	4.221		-0.325	-7	9,776	-73
100									-5							-58
short	11/09/06	27/11/06	77				OMV	50	12		396.175	414.570	377.780	-18.395	-5	9,555	-20
							Oil Search	50	291		17.200	19.756	14.644	-2.556	-15	8,812	-53
100									-10							-39
long	27/11/06	1/01/07	35				Novatek	50	9		481.436	515.205		33.769	7	9,116	103
							Offshore Oil	50	744		6.014	8.026		2.012	33	10,612	1,927
100									20							596
short	1/01/07	26/03/07	84				Crescent Point	50	48		109.148	123.099	95.197	-13.951	-13	9,942	-45
							ONGC	50	2,034		2.641	2.602	2.679	0.039	1	10,021	7
100									-6							-22
long	26/03/07	30/07/07	126				Guanghui Energy	50	2,257		2.220	2.900		0.680	31	11,556	117
							Offshore Oil	50	618		8.097	11.281		3.183	39	13,523	161
100									35							138
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	30/07/07	8/10/07	70				Maurel et Prom	50	47		142.455	158.621	126.289	-16.166	-11	12,764	-47
							Tokyo Gas	50	4,192		1.629	1.662	1.595	-0.033	-2	12,624	-10
100									-7							-30
long	8/10/07	3/12/07	56				China Petrol&Chem	50	394		16.020	17.500		1.480	9	13,207	78
							Guanghui Energy	50	1,485		4.250	3.600		-0.650	-15	12,242	-66
100									-3							-18
short	3/12/07	7/04/08	126				ARC Resources	50	43		139.982	176.537	103.427	-36.555	-26	10,670	-58
							Motor Oil Hellas	50	36		168.777	161.129	176.789	8.011	5	10,959	14
100									-11							-28
long	7/04/08	7/07/08	91				Petrobras	50	27		199.651	221.438		21.788	11	11,547	52
							Crescent Point	50	26		207.641	250.861		43.220	21	12,671	113
100									16							81
short	7/07/08	6/04/09	273				Aker Solutions	50	44		141.121	36.631	543.669	402.547	285	30,383	507
							China Petrol&Chem	50	782		8.260	7.540	9.049	0.789	10	31,000	13
100									145							231
long	6/04/09	10/08/09	126				Kunlun Energy	50	5,032		3.080	6.576		3.496	113	48,591	800
							Guanghui Energy	50	4,936		3.140	4.530		1.390	44	55,452	189
100									79							439
short	10/08/09	31/08/09	21				Naturgy	50	210		131.885	143.191	120.579	-11.306	-9	53,077	-79
							Tatneft	50	181		153.204	155.258	151.149	-2.054	-1	52,706	-21
100									-5							-59
long	31/08/09	30/11/09	91				Kunlun Energy	50	4,632		5.689	7.670		1.981	35	61,882	232
							Guanghui Energy	50	6,475		4.070	5.760		1.690	42	72,825	303
100									38							266
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	30/11/09	14/12/09	14				DNO International	50	6,045		6.023	6.375	5.671	-0.352	-6	70,696	-79
							Showa Shell Sekiyu	50	64,701		0.563	0.548	0.578	0.015	3	71,669	99
100									-2							-34
long	14/12/09	21/12/09	7				Seadrill	50	0		46,807.406	46,113.794		-693.612	-1	71,669	0
							Kunlun Energy	50	7,962		9.001	8.542		-0.459	-5	68,018	-93
100									-5							-93
short	21/12/09	11/01/10	21				EnCana	50	153		220.859	240.820	200.897	-19.961	-9	64,963	-81
							Caltex Australia	50	696		49.119	60.294	37.945	-11.174	-23	57,186	-99
100									-16							-95
long	11/01/10	25/01/10	14				Petroleum Geo-Srvcs	50	291		98.033	88.035		-9.998	-10	54,277	-94
							Kunlun Energy	50	2,949		9.718	9.576		-0.142	-1	53,859	-32
100									-6							-79
short	25/01/10	12/04/10	77				EnCana	50	124		215.873	218.509	213.238	-2.635	-1	53,532	-6
							Showa Shell Sekiyu	50	51,699		0.524	0.471	0.584	0.059	11	56,608	66
100									5							27
long	12/04/10	3/05/10	21				Petroleum Geo-Srvcs	50	275		102.764	83.650		-19.114	-19	51,352	-97
							Guanghui Energy	50	3,643		7.780	6.980		-0.800	-10	48,437	-85
100									-14							-93
short	3/05/10	13/09/10	133				EnCana	50	114		211.906	196.269	228.790	16.883	8	50,362	23