Enron Mail

From:tradersummary@syncrasy.com
To:john.zufferli@enron.com
Subject:Syncrasy Daily Trader Summary for Mon, Feb 04, 2002
Cc:
Bcc:
Date:Mon, 4 Feb 2002 07:46:43 -0800 (PST)


[IMAGE]=09


[IMAGE] [IMAGE][IMAGE][IMAGE][IMAGE][IMAGE][IMAGE][IMAGE] Syncrasy, =
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ersummary@syncrasy.com Data last updated: Monday, Feb 04, 2002 at 07:=
05AM EST Commentary last updated: Monday, Feb 04, 2002 at 09:14AM EST M=
eteorologist: Andy Weingarten... APB Energy / True Quote Congratulation=
s Andy Weingarten, APB Energy! Winner of the $50,000 Winter 2000-01 AQUILA=
/AMS Seasonal Forecasting Competition. For more information please visit: A=
MS or Aquila New! << Printable PDF Trader Summary (You must have Adobe=
Acrobat Reader to open or print a PDF) Click here for a definition of '=
Average-Daily Maximum Temperature' Today: Monday, February 4, 2002 =
Syncrasy's Choice: Delta Temp. Volatility Matrix [IMAGE][IMAGE] [IMA=
GE][IMAGE] [IMAGE][IMAGE] (Click on image to enlarge) [IMAGE] ECAR(CT=
R) 25 +1 ERCOT(SP) 54 +2 FRCC(SE) 68 -1 MAAC(NE) 38 +1 MAIN(CTR) 25 +1 MAPP=
(HP) 25 -1 NPCC(NE) 33 +2 SERC(SE) 50 -1 SPP(SP) 43 NC WSCC(NW) 41 NC WSCC(=
RK) 34 -1 WSCC(SW) 59 NC Range Standard Deviation [IMAGE] [IMAGE] Reg=
CT HP NE NW RK SE SP SW Mean 22 29 32 38 27 51 50 53 Max 28 35 35 42 33 55=
57 59 Min 18 24 28 33 21 45 45 50 Range 10 11 7 9 12 10 12 9 StD-P 3.4 3.0=
2.2 2.4 4.4 3.0 2.8 2.3 Count 12 12 12 12 12 12 12 12 Click Here to See E=
ach Weather Forecast Used Within the Volatility Matrix Day 1-5 Discussio=
n: Pattern has a colder look to it this morning, while the Southern storm=
track shows signs of action. Eastern ridge gone while arctic air tries to =
reload to the Northwest. This may be the first time this winter a forecas=
t understates the cold rather than overstates it. Part of it stems from the=
snowcover in the Plains, but most of it simply did not give the European e=
nough credit for its SE rotation of a Canadian air mass. I do believe its t=
ransient though with some moderation in order by midweek and the five day n=
umbers taken as a whole still are not that cold relative to normal. In many=
ways, this will be similar to what happened in late December with the larg=
est departures from normal in the South. That will be due more from an acti=
ve storm track rather than any real intrusion of arctic air. Speaking of so=
uth! ern storms, we see rain breaking out across much of Western and Northe=
rn Texas today. This system will bring rain to much of the old South the ne=
xt couple of days. There is some potential for SE coastal development later=
in the week which could be a Mid-Atlantic snow. But, I am more bullish on =
the next system in the series which could be a big storm over the weekend. =
While its turning colder in the East, often times we see a reversal in the =
West. That does not appear to be the situation in this case. Cold air is tr=
apped in much of the region and the upper level flow is not favorable to sc=
our this out. A gradual moderation may occur, but it still looks below norm=
al. Tomorrow: Tuesday, February 5, 2002 Syncrasy's Choice: Delta =
Temp. Volatility Matrix [IMAGE][IMAGE] [IMAGE][IMAGE] [IMAGE][IMAGE]=
(Click on image to enlarge) [IMAGE] ECAR(CTR) 35 -1 ERCOT(SP) 45 -4 F=
RCC(SE) 64 -1 MAAC(NE) 36 -1 MAIN(CTR) 35 -1 MAPP(HP) 31 -1 NPCC(NE) 24 -3 =
SERC(SE) 43 -2 SPP(SP) 36 -3 WSCC(NW) 43 -1 WSCC(RK) 33 -2 WSCC(SW) 58 -1 =
Range Standard Deviation [IMAGE] [IMAGE] Reg CT HP NE NW RK SE SP SW M=
ean 28 33 27 40 28 47 45 53 Max 33 37 33 43 34 54 51 58 Min 22 27 20 35 20 =
42 42 48 Range 11 10 13 8 14 12 9 10 StD-P 2.6 2.6 2.9 2.3 4.7 2.7 2.3 3.0 =
Count 14 14 14 14 14 14 14 14 Click Here to See Each Weather Forecast Used=
Within the Volatility Matrix Day 3: Wednesday, February 6, 2002 Syncr=
asy's Choice: Delta Temp. Volatility Matrix [IMAGE][IMAGE] [IMAGE][I=
MAGE] [IMAGE][IMAGE] (Click on image to enlarge) [IMAGE] ECAR(CTR) 37=
NC ERCOT(SP) 54 -4 FRCC(SE) 73 +4 MAAC(NE) 40 -2 MAIN(CTR) 35 -1 MAPP(HP) =
37 +4 NPCC(NE) 27 -5 SERC(SE) 44 -5 SPP(SP) 43 -7 WSCC(NW) 42 NC WSCC(RK) 3=
9 -2 WSCC(SW) 58 -2 Range Standard Deviation [IMAGE] [IMAGE] Reg CT H=
P NE NW RK SE SP SW Mean 33 35 27 39 33 49 46 54 Max 36 41 32 43 40 51 51 5=
8 Min 29 29 18 36 25 46 40 50 Range 7 12 14 7 15 5 11 8 StD-P 1.6 2.8 3.4 2=
.1 4.1 1.4 2.8 2.6 Count 12 12 12 12 12 12 12 12 Click Here to See Each We=
ather Forecast Used Within the Volatility Matrix Day 4: Thursday, Februa=
ry 7, 2002 Syncrasy's Choice: Delta Temp. Volatility Matrix [IMAGE=
][IMAGE] [IMAGE][IMAGE] [IMAGE][IMAGE] (Click on image to enlarge) [IM=
AGE] ECAR(CTR) 39 +1 ERCOT(SP) 61 -2 FRCC(SE) 70 NC MAAC(NE) 42 -3 MAIN(C=
TR) 36 +1 MAPP(HP) 29 +4 NPCC(NE) 28 -1 SERC(SE) 51 -6 SPP(SP) 51 -5 WSCC(N=
W) 43 -1 WSCC(RK) 40 +1 WSCC(SW) 60 NC Range Standard Deviation [IMAGE]=
[IMAGE] Reg CT HP NE NW RK SE SP SW Mean 32 34 32 39 34 52 52 55 Max 35 =
42 36 43 42 55 58 60 Min 29 29 28 36 29 49 47 52 Range 6 13 8 7 13 6 11 8 S=
tD-P 1.7 3.5 2.6 2.3 4.3 1.7 2.9 2.4 Count 10 10 10 10 10 10 10 10 Click He=
re to See Each Weather Forecast Used Within the Volatility Matrix Day 5=
: Friday, February 8, 2002 Syncrasy's Choice: Delta Temp. Volatility =
Matrix [IMAGE][IMAGE] [IMAGE][IMAGE] [IMAGE][IMAGE] (Click on image t=
o enlarge) [IMAGE] ECAR(CTR) 35 -1 ERCOT(SP) 65 +3 FRCC(SE) 68 -4 MAAC(=
NE) 42 +3 MAIN(CTR) 30 NC MAPP(HP) 26 +2 NPCC(NE) 32 +9 SERC(SE) 56 NC SPP(=
SP) 52 +3 WSCC(NW) 44 NC WSCC(RK) 41 +3 WSCC(SW) 61 -1 Range Standard D=
eviation [IMAGE] [IMAGE] Reg CT HP NE NW RK SE SP SW Mean 29 34 32 40 34 =
53 55 56 Max 35 38 35 44 43 59 62 61 Min 22 29 26 34 28 48 51 53 Range 13 9=
9 10 15 11 11 8 StD-P 3.5 3.4 1.9 2.6 5.1 3.2 3.4 2.5 Count 10 10 10 10 10=
10 10 10 Click Here to See Each Weather Forecast Used Within the Volatili=
ty Matrix Day 6-10 Discussion: The main stories in the 6-10 day period =
are whether or not the storminess of the European models and the cold showi=
ng up in the Canadian verify. The most extreme solution obviously would be =
a combination of the two, but that seems unlikely given the results of this=
winter so far. Of the two, I give the storm proposition the most weight. I=
t is possible the East coast could see a sizeable snow out of all of this. =
As for the cold, the Canadian since the middle of last week has been rebuil=
ding pressures in the NW territories. They become quite high this period, b=
ut are still North of the border. It once again becomes a wait and see game=
to see if some of this real arctic air can come down. That, I am not ready=
yet to commit to. However, the overall pattern certainly looks colder than=
January did and for many could run belo! w normal this period. Day 6: S=
aturday, February 9, 2002 Click Here for Syncrasy's 6-10 summary informa=
tion. Syncrasy's Choice: Delta Temp. Volatility Matrix [IMAGE][IMAGE=
] [IMAGE][IMAGE] [IMAGE][IMAGE] (Click on image to enlarge) [IMAGE] =
ECAR(CTR) 36 +5 ERCOT(SP) 67 +5 FRCC(SE) 71 NC MAAC(NE) 39 +1 MAIN(CTR) 35 =
+6 MAPP(HP) 32 +7 NPCC(NE) 28 +2 SERC(SE) 57 +4 SPP(SP) 55 +5 WSCC(NW) 42 -=
3 WSCC(RK) 40 -2 WSCC(SW) 61 -2 Range Standard Deviation [IMAGE] [IMAGE=
] Reg CT HP NE NW RK SE SP SW Mean 30 36 30 40 36 54 55 58 Max 34 41 38 4=
6 42 60 64 61 Min 27 31 19 32 27 49 47 54 Range 7 10 19 14 15 11 17 7 StD-P=
1.1 2.4 5.0 4.5 3.9 3.5 5.1 2.1 Count 9 9 9 9 9 9 9 9 Click Here to See E=
ach Weather Forecast Used Within the Volatility Matrix Day 7: Sunday, Feb=
ruary 10, 2002 Syncrasy's Choice: Delta Temp. Volatility Matrix [IM=
AGE][IMAGE] [IMAGE][IMAGE] [IMAGE][IMAGE] (Click on image to enlarge) =
[IMAGE] ECAR(CTR) 40 +7 ERCOT(SP) 68 +2 FRCC(SE) 74 +6 MAAC(NE) 42 +7 MAI=
N(CTR) 37 +4 MAPP(HP) 30 NC NPCC(NE) 28 +3 SERC(SE) 60 +6 SPP(SP) 53 NC WSC=
C(NW) 41 -3 WSCC(RK) 38 -4 WSCC(SW) 60 -3 Range Standard Deviation [IMA=
GE] [IMAGE] Reg CT HP NE NW RK SE SP SW Mean 31 36 30 37 38 54 58 57 Max =
35 42 34 44 44 62 64 62 Min 29 31 23 29 30 49 51 52 Range 6 11 11 15 14 13 =
13 10 StD-P 2.1 3.2 3.1 4.9 4.6 4.2 3.1 3.4 Count 9 9 9 9 9 9 9 9 Click Her=
e to See Each Weather Forecast Used Within the Volatility Matrix Day 8:=
Monday, February 11, 2002 Syncrasy's Choice: Delta Temp. Volatility M=
atrix [IMAGE][IMAGE] [IMAGE][IMAGE] [IMAGE][IMAGE] (Click on image to=
enlarge) [IMAGE] ECAR(CTR) 42 +3 ERCOT(SP) 67 +3 FRCC(SE) 68 +4 MAAC(N=
E) 43 +5 MAIN(CTR) 35 -3 MAPP(HP) 25 -3 NPCC(NE) 31 +18 SERC(SE) 58 +2 SPP(=
SP) 49 +1 WSCC(NW) 33 +5 WSCC(RK) 16 +1 WSCC(SW) 47 -9 Range Standard D=
eviation [IMAGE] [IMAGE] Reg CT HP NE NW RK SE SP SW Mean 35 34 30 36 30 =
56 61 55 Max 39 39 37 42 45 63 64 61 Min 33 28 21 29 14 50 56 47 Range 6 11=
16 13 31 13 8 14 StD-P 1.5 3.3 4.1 4.8 8.7 4.2 2.2 5.1 Count 9 9 9 9 9 9 9=
9 Click Here to See Each Weather Forecast Used Within the Volatility Matr=
ix Day 9: Tuesday, February 12, 2002 Syncrasy's Choice: Delta Temp. =
Volatility Matrix [IMAGE][IMAGE] [IMAGE][IMAGE] [IMAGE][IMAGE] (Click=
on image to enlarge) [IMAGE] ECAR(CTR) 37 NC ERCOT(SP) 56 +7 FRCC(SE) =
71 +2 MAAC(NE) 51 +3 MAIN(CTR) 26 +2 MAPP(HP) 25 +12 NPCC(NE) 42 +1 SERC(SE=
) 61 +8 SPP(SP) 34 +3 WSCC(NW) 35 +3 WSCC(RK) 23 +5 WSCC(SW) 48 -7 Rang=
e Standard Deviation [IMAGE] [IMAGE] Reg CT HP NE NW RK SE SP SW Mean 33 =
32 39 37 28 59 56 52 Max 38 39 44 42 41 63 64 59 Min 29 27 33 31 19 55 50 4=
7 Range 9 12 11 11 22 8 14 12 StD-P 3.0 4.0 4.5 2.9 8.0 2.3 3.9 4.8 Count 8=
8 8 8 8 8 8 8 Click Here to See Each Weather Forecast Used Within the Vol=
atility Matrix Day 10: Wednesday, February 13, 2002 Syncrasy's Choice:=
Delta Temp. Volatility Matrix [IMAGE][IMAGE] [IMAGE][IMAGE] [IMAGE=
][IMAGE] (Click on image to enlarge) [IMAGE] ECAR(CTR) 31 +16 ERCOT(SP=
) 46 +1 FRCC(SE) 70 +10 MAAC(NE) 39 +13 MAIN(CTR) 29 +18 MAPP(HP) 33 +17 NP=
CC(NE) 30 -1 SERC(SE) 55 +20 SPP(SP) 39 +1 WSCC(NW) 36 -1 WSCC(RK) 29 -1 WS=
CC(SW) 52 -5 Range Standard Deviation [IMAGE] [IMAGE] Reg CT HP NE NW=
RK SE SP SW Mean 26 26 34 31 19 54 43 44 Max 31 35 39 36 29 58 48 52 Min 1=
7 17 32 26 6 50 36 34 Range 14 18 7 10 23 8 12 18 StD-P 5.2 5.7 2.5 4.0 7.9=
3.3 3.3 7.1 Count 6 6 6 6 6 6 6 6 Click Here to See Each Weather Forecast=
Used Within the Volatility Matrix Trader Summary is designed around and=
formatted for the [IMAGE]Plasma displays, RainbowWall? and DataWall? Tr=
ader Summary can also be viewed from www.syncrasy.com or www.apbenergy=
.com or www.truequote.com [IMAGE] =09
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