Assessment - Oil, Gas, Coal in Renminbi yuán - 9/25/23 - RS = 11

 ⇐ 

								⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	7/10/23	prc diff	⇓ Δ11		∅-RS
						L		SOM Oil-Gas-Coal	2,736.261	Fri	-0.55	2,723.328	0.47	2,439.917	283.411	11.62		16.27
								YPF	209.325	Fri	-2.36	199.277	5.04	206.883	-7.606	-3.68		35.37
						L		Inpex	110.805	Fri	-2.88	111.395	-0.53	82.620	28.774	34.83		41.64
								PetroChina	5.518	Fri		5.406	2.08	4.971	0.435	8.76		38.00
								PetroChina	7.980	Fri	-0.25	8.000	-0.25	7.630	0.370	4.85		30.79
						L		Eneos	28.973	Fri	-2.77	30.241	-4.19	25.300	4.941	19.53		23.26
						L		Tokyo Gas	166.552	Fri	0.59	169.695	-1.85	159.057	10.638	6.69		21.27
						L		Coal India	25.954	Fri	1.72	25.325	2.48	20.468	4.857	23.73		28.70
						L		Galp Energia	108.678	Fri	-0.64	108.020	0.61	86.065	21.955	25.51		27.65
								Subsea 7	99.811	Fri	-2.58	98.118	1.73	94.345	3.772	4.00		21.90
						L		ONGC	16.867	Fri	2.35	16.309	3.42	14.251	2.058	14.44		24.28
						L		CNOOC	12.888	Fri	-0.14	12.701	1.47	10.736	1.966	18.31		24.93
						L		Imperial Oil	452.613	Fri	-0.69	440.402	2.77	351.453	88.949	25.31		23.32
								China Petrol&Chem	6.070	Fri	-1.46	6.140	-1.14	6.440	-0.300	-4.66		17.45
						L		Halliburton	295.939	Fri	-3.09	299.447	-1.17	260.255	39.191	15.06		21.86
						L		Idemitsu Kōsan	168.860	Fri	-2.99	172.593	-2.16	147.276	25.317	17.19		11.68
						L		Osaka Gas	120.923	Fri	-0.42	123.354	-1.97	108.968	14.386	13.20		11.21
								Motor Oil Hellas	185.310	Fri	0.76	186.394	-0.58	176.421	9.972	5.65		16.55
						L		Repsol	120.521	Fri	-1.02	120.947	-0.35	101.124	19.823	19.60		16.15
						L		Cenovus Energy	154.344	Fri	-0.07	147.560	4.60	125.733	21.828	17.36		15.53
						L		TotalEnergies	482.317	Fri	-2.06	480.923	0.29	407.120	73.804	18.13		14.53
						L		Shell	236.127	Fri	-2.07	235.585	0.23	216.672	18.913	8.73		14.34
						L		Cdn Nat Resources	480.019	Fri	-0.91	461.839	3.94	404.903	56.936	14.06		14.24
						L		Diamondback Energy	1,131.730	Fri	-1.44	1,115.362	1.47	969.379	145.983	15.06		13.16
						L		BP	4,743.478	Fri	-1.79	4,706.880	0.78	4,222.894	483.987	11.46		12.31
								⇓instrument	freshest		⇓ Δday	9/25/23	⇓ Δwk	7/10/23	prc diff	⇓ Δ11		∅-RS
						L		Suncor Energy	254.527	Fri	-1.30	249.968	1.82	211.351	38.618	18.27		12.33
						L		Exxon Mobil	859.174	Fri	-1.58	849.309	1.16	756.837	92.472	12.22		11.63
						L		Equinor	237.778	Fri	-0.62	234.629	1.34	210.547	24.082	11.44		6.68
								China Shenhua HK	23.756	Fri	1.40	23.382	1.60	21.804	1.578	7.24		8.78
						L		Tourmaline Oil	374.301	Fri	-0.52	370.828	0.94	352.106	18.722	5.32		8.80
								Santos	37.063	Fri	-0.63	36.078	2.73	35.803	0.275	0.77		4.41
								Sinopec	4.003	Fri	-0.23	4.050	-1.15	4.084	-0.034	-0.83		7.85
						L		OMV	350.804	Fri	-0.64	348.250	0.73	316.684	31.566	9.97		6.97
								Bharat Petroleum	30.473	Fri	0.77	30.939	-1.51	33.816	-2.878	-8.51		5.74
								Woodside Energy	171.194	Fri	-0.55	170.865	0.19	164.058	6.808	4.15		2.74
						L		Chevron	1,232.130	Fri	-1.15	1,232.788	-0.05	1,122.352	110.436	9.84		6.04
						L		Aker BP	200.434	Fri	-0.20	197.048	1.72	182.495	14.553	7.97		2.13
								Naturgy	199.398	Fri	1.10	202.804	-1.68	203.282	-0.478	-0.24		2.69
						L		Vår Energi	21.140	Fri	0.42	20.314	4.07	20.328	-0.014	-0.07		-0.86
						L		Shaanxi Coal	18.460	Fri	0.38	18.760	-1.60	19.190	-0.430	-2.24		-1.09
						L		S-Oil	432.430	Fri	1.93	425.878	1.54	363.169	62.708	17.27		0.15
						S		Hellenic Petroleum	57.358	Fri	-0.27	56.584	1.37	62.145	-5.561	-8.95		1.10
						S		Reliance Industries	206.169	Fri	0.47	205.769	0.19	239.486	-33.717	-14.08		-2.72
								CGG	5.219	Fri	-0.79	5.168	0.99	5.685	-0.518	-9.10		-4.08
								Rubis	164.410	Fri	-0.28	169.055	-2.75	171.335	-2.280	-1.33		-5.94
								Enbridge	245.572	Fri	-0.04	251.651	-2.42	261.317	-9.666	-3.70		-6.32
								Fortum	85.108	Fri	1.43	89.404	-4.81	95.482	-6.078	-6.37		-12.33
Oil, Gas, Coal - 46 out of 46 instruments rated - 9/25/23 / 7/10/23 - 33 did rise, Market-Ratio(11) in CNY = 71.74 %

 

Technical Chart

	Oil, Gas, Coal RS = 11 - B/S = 65/64
1/07/19	scale up chart	9/25/23

 

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
1/02/06		5/15/06	133				- cash -
short	5/15/06	8/07/06	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	8/07/06	8/14/06	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	8/14/06	8/21/06	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	8/21/06	9/11/06	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	9/11/06	11/27/06	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	11/27/06	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	3/26/07	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	3/26/07	7/30/07	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	7/30/07	10/08/07	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	10/08/07	12/03/07	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	12/03/07	4/07/08	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	4/07/08	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	4/06/09	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	4/06/09	8/10/09	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	8/10/09	8/31/09	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	8/31/09	11/30/09	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	11/30/09	12/14/09	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	12/14/09	12/21/09	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	12/21/09	1/11/10	21				Ovintiv	50	153		220.859	240.820	200.897	-19.961	-9	64,963	-81
							Ampol	50	696		49.119	60.294	37.945	-11.174	-23	57,186	-99
100									-16							-95
long	1/11/10	1/25/10	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	1/25/10	4/12/10	77				Ovintiv	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	4/12/10	5/03/10	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	5/03/10	9/13/10	133				Ovintiv	50	114		211.906	196.269	228.790	16.883	8	50,362	23