Assessment - Oil, Gas, Coal in Renminbi yuán - 6/01/20 - RS = 11

 ⇐ 

								⇓instrument	freshest		⇓ Δday	6/01/20	Δwk	3/16/20	prc diff	⇓ Δ11		⇓∅-RS
								SOM Oil-Gas-Coal	1,527.017	14:28	2.09	1,495.887	2.08	1,069.637	426.250	39.85		-11.98
								DNO International	4.040	14:25	8.51	3.723	8.51	2.324	1.399	60.18		-36.28
								Subsea 7	44.245	14:25	7.17	41.286	7.17	33.324	7.961	23.89		-31.13
								Aker Solutions	5.179	14:25	6.71	4.854	6.71	3.559	1.295	36.38		-52.20
								OMV	251.010	14:23	6.53	235.629	6.53	151.646	83.983	55.38		-23.86
								Aker BP	122.895	14:25	6.37	115.533	6.37	66.594	48.939	73.49		-27.53
								Petroleum Geo-Srvcs	2.470	14:25	5.66	2.338	5.66	2.721	-0.383	-14.07		-61.36
								Occidental Pet	103.839	14:28	5.58	98.355	5.58	84.003	14.352	17.08		-50.69
								GAIL (India)	9.103	10:00	5.00	8.669	5.00	7.379	1.290	17.48		-22.26
						S		CGG	8.352	08:17	4.93	7.960	4.93	6.787	1.173	17.29		-38.99
								Rosneft	38.888	07:35	4.58	37.184	4.58	24.174	13.009	53.81		-11.08
								Lukoil	554.981	07:32	4.57	530.720	4.57	391.907	138.813	35.42		-7.03
								Gazprom	40.862	08:04	4.54	39.087	4.54	30.657	8.430	27.50		-15.13
						S		New Zealand Refining	3.267	04:59	4.29	3.133	4.29	4.326	-1.194	-27.59		-52.18
								Repsol	70.800	08:07	3.64	68.310	3.64	52.842	15.468	29.27		-24.56
								Cdn Nat Resources	139.385	14:18	3.46	134.722	3.46	72.171	62.551	86.67		-12.43
								Total	283.239	12:25	3.42	273.883	3.42	189.830	84.053	44.28		-15.94
								Centrica	348.226	08:23	3.24	337.303	3.24	361.976	-24.674	-6.82		-39.36
								BP	2,841.966	08:23	2.89	2,762.010	2.89	2,217.254	544.755	24.57		-28.33
						L		Equinor	107.394	14:25	2.83	104.435	2.83	69.077	35.358	51.19		-10.73
								Cenovus Energy	32.881	14:18	2.70	32.017	2.70	17.343	14.674	84.61		-21.90
								Suncor Energy	128.329	14:18	2.68	124.975	2.68	94.962	30.014	31.61		-28.91
								YPF	62.911	14:24	2.68	61.271	2.68	39.147	22.124	56.52		-16.58
								Chevron	676.806	14:27	2.41	660.852	2.41	487.107	173.745	35.67		-11.36
								Schlumberger	134.321	14:28	3.03	131.259	2.33	100.706	30.553	30.34		-32.56
								⇓instrument	freshest		⇓ Δday	6/01/20	Δwk	3/16/20	prc diff	⇓ Δ11		⇓∅-RS
								Royal Dutch Shell A	119.099	08:04	2.32	116.403	2.32	91.565	24.839	27.13		-32.61
								Hellenic Petroleum	51.217	08:07	2.22	50.107	2.22	36.273	13.834	38.14		-14.97
								Exxon Mobil	336.693	14:27	2.15	329.607	2.15	241.038	88.569	36.75		-21.21
								Inpex	50.136	06:15	2.10	49.102	2.10	38.638	10.464	27.08		-15.30
								Imperial Oil	118.792	14:18	2.03	116.434	2.03	75.819	40.615	53.57		-20.49
								JXTG Holdings	27.770	06:15	1.72	27.300	1.72	21.802	5.498	25.22		-8.36
								Tatneft	329.342	06:05	1.66	323.950	1.66	248.842	75.108	30.18		-24.17
						L		China Shenhua HK	13.366	08:09	1.54	13.163	1.54	12.056	1.108	9.19		-3.44
						L		S-Oil	430.335	06:30	1.51	423.930	1.51	318.210	105.719	33.22		-11.50
								Wood Group	1,863.069	08:24	1.39	1,837.491	1.39	1,795.348	42.144	2.35		-33.50
								Naturgy	132.680	08:07	1.30	130.976	1.30	115.294	15.681	13.60		-20.53
								Galp Energia	89.947	08:07	1.20	88.876	1.20	64.449	24.427	37.90		-9.50
								Fortum	138.190	08:30	1.19	136.565	1.19	103.008	33.557	32.58		-7.84
								CNOOC	8.393	08:09	1.11	8.301	1.11	6.766	1.535	22.69		-16.80
								Motor Oil Hellas	125.267	08:07	1.09	123.919	1.09	84.404	39.516	46.82		-12.41
						L		Reliance Industries	144.786	10:00	1.01	143.338	1.01	95.906	47.433	49.46		11.36
								Enbridge	236.745	14:18	0.98	234.440	0.98	190.573	43.867	23.02		-3.82
						L		Tokyo Gas	175.772	06:15	0.82	174.348	0.82	140.501	33.848	24.09		4.27
								Rubis	349.004	08:18	0.55	347.101	0.55	291.434	55.667	19.10		-8.10
								Kinder Morgan	112.905	14:27	0.53	112.314	0.53	88.965	23.349	26.25		-14.41
						S		China Petrol&Chem	4.220	07:00	0.48	4.200	0.48	4.630	-0.430	-9.29		-14.71
						S		PetroChina	4.310	07:00	0.47	4.290	0.47	5.030	-0.740	-14.71		-24.07
								ONGC	7.948	10:00	0.42	7.915	0.42	5.680	2.235	39.36		-24.62
								Santos	26.677	06:11	0.36	26.580	0.36	16.151	10.429	64.58		-11.21
						L		Osaka Gas	145.771	06:15	0.32	145.307	0.32	106.835	38.472	36.01		12.98
								⇓instrument	freshest		⇓ Δday	6/01/20	Δwk	3/16/20	prc diff	⇓ Δ11		⇓∅-RS
								Surgutneftegaz	40.157	06:05	0.20	40.078	0.20	26.522	13.555	51.11		10.71
								Novatek	1,046.536	06:05	0.15	1,044.950	0.15	707.914	337.036	47.61		-14.47
								Caltex Australia	122.366	06:10		122.366		98.104	24.261	24.73		-4.13
								Halliburton	85.749	Mon	2.47	85.749		41.512	44.237	106.56		-20.69
								Woodside Petroleum	110.670	06:11	-0.13	110.815	-0.13	76.941	33.874	44.03		-18.27
								Indian Oil	8.089	10:00	-0.41	8.122	-0.41	8.470	-0.348	-4.10		-27.30
								Idemitsu Kōsan	156.963	06:15	-0.55	157.824	-0.55	147.326	10.498	7.13		-14.89
								PetroChina	2.473	08:09	-0.74	2.491	-0.74	2.213	0.278	12.55		-21.74
						S		Sinopec	3.162	08:09	-0.86	3.190	-0.86	3.347	-0.157	-4.69		-19.87
								Bharat Petroleum	32.206	10:00	-1.36	32.649	-1.36	34.431	-1.782	-5.18		-15.86
								Oil Search	16.625	06:11	-3.10	17.156	-3.10	11.952	5.204	43.54		-27.94
								Coal India	13.520	10:00	-3.47	14.005	-3.47	13.587	0.418	3.07		-20.99
Oil, Gas, Coal - 61 out of 61 instruments rated - 6/01/20 / 3/16/20 - 53 did rise, Market-Ratio(11) in CNY = 86.89 %

 

Technical Chart

	Oil, Gas, Coal RS = 11 - B/S = 65/64
1/04/16	scale up chart	6/01/20

 

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
							Caltex Australia	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