Enron Mail

From:tradersummary@syncrasy.com
To:john.zufferli@enron.com
Subject:Syncrasy Daily Trader Summary for Wed, Jan 30, 2002
Cc:
Bcc:
Date:Wed, 30 Jan 2002 07:22:37 -0800 (PST)


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[IMAGE] [IMAGE][IMAGE][IMAGE][IMAGE][IMAGE][IMAGE][IMAGE] Syncrasy, =
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ersummary@syncrasy.com Data last updated: Wednesday, Jan 30, 2002 at =
07:04AM EST Commentary last updated: Wednesday, Jan 30, 2002 at 09:52AM =
EST Meteorologist: Andy Weingarten... APB Energy / True Quote Congratu=
lations Andy Weingarten, APB Energy! Winner of the $50,000 Winter 2000-01 =
AQUILA/AMS Seasonal Forecasting Competition. For more information please vi=
sit: AMS or Aquila New! << Printable PDF Trader Summary (You must have=
Adobe Acrobat Reader to open or print a PDF) Click here for a definitio=
n of 'Average-Daily Maximum Temperature' Today: Wednesday, January 30,=
2002 Syncrasy's Choice: Delta Temp. Volatility Matrix [IMAGE][IMAG=
E] [IMAGE][IMAGE] [IMAGE][IMAGE] (Click on image to enlarge) [IMAGE] =
ECAR(CTR) 43 +1 ERCOT(SP) 72 +1 FRCC(SE) 82 NC MAAC(NE) 59 +3 MAIN(CTR) 32=
NC MAPP(HP) 20 +2 NPCC(NE) 36 +1 SERC(SE) 76 +2 SPP(SP) 37 -2 WSCC(NW) 34 =
NC WSCC(RK) 19 NC WSCC(SW) 46 -1 Range Standard Deviation [IMAGE] [IMAG=
E] Reg CT HP NE NW RK SE SP SW Mean 32 18 42 32 16 71 63 42 Max 37 22 46 =
35 19 76 66 47 Min 28 14 35 28 11 68 57 37 Range 9 8 11 7 8 8 9 10 StD-P 1.=
8 2.0 1.7 1.8 2.8 2.9 2.0 2.5 Count 12 12 12 12 12 12 12 12 Click Here to =
See Each Weather Forecast Used Within the Volatility Matrix Day 1-5 Disc=
ussion: A major winter storm will pound the Plains, Lakes and New England=
the next couple of days. Medium range models now suggest this may NOT be w=
inters final gasp. I don't believe I hype storms as much as many forecast=
ers, but the current storm now forming in the Plains deserves some attentio=
n. Some serious snow and ice accumulations are possible from Oklahoma NE to=
Wisconsin and eventually to Interior New England. Copious rains will fall =
in the warm sector. This storm should end the recent record warmth in the E=
ast with signs now that it may not return for sometime. One thing that has =
my attention is this current situation is colder than forecasted in the col=
d sector of the storm and thats the first time this winter the models have =
underdone the cold. Until now, its been the other way around. I am not look=
ing for an! ything bitter under a split flow jet stream, but its late Janua=
ry and early February and it can still get cold. Also, the pattern while te=
mporarily taking a break from the storms after this current event looks to =
reload again in the medium range. The short term temperatures still reflect=
the heat in front of this winter storm, so most of the East is still above=
normal while the West is below. Tomorrow: Thursday, January 31, 2002 =
Syncrasy's Choice: Delta Temp. Volatility Matrix [IMAGE][IMAGE] [IMA=
GE][IMAGE] [IMAGE][IMAGE] (Click on image to enlarge) [IMAGE] ECAR(CT=
R) 49 -1 ERCOT(SP) 59 -3 FRCC(SE) 82 +1 MAAC(NE) 49 +7 MAIN(CTR) 32 NC MAPP=
(HP) 23 +2 NPCC(NE) 26 +3 SERC(SE) 73 +1 SPP(SP) 35 -2 WSCC(NW) 38 NC WSCC(=
RK) 25 NC WSCC(SW) 48 -1 Range Standard Deviation [IMAGE] [IMAGE] Reg=
CT HP NE NW RK SE SP SW Mean 35 22 36 35 18 71 54 43 Max 39 29 43 38 24 77=
62 48 Min 30 18 25 31 11 68 47 39 Range 9 11 18 7 13 9 15 9 StD-P 2.1 2.1 =
3.4 1.5 3.5 2.6 2.8 2.7 Count 14 14 14 14 14 14 14 14 Click Here to See Ea=
ch Weather Forecast Used Within the Volatility Matrix Day 3: Friday, Febr=
uary 1, 2002 Syncrasy's Choice: Delta Temp. Volatility Matrix [IMA=
GE][IMAGE] [IMAGE][IMAGE] [IMAGE][IMAGE] (Click on image to enlarge) [=
IMAGE] ECAR(CTR) 40 +1 ERCOT(SP) 51 -2 FRCC(SE) 80 +1 MAAC(NE) 58 +3 MAIN=
(CTR) 29 +2 MAPP(HP) 24 +3 NPCC(NE) 35 -6 SERC(SE) 62 +2 SPP(SP) 39 NC WSCC=
(NW) 39 NC WSCC(RK) 30 -1 WSCC(SW) 52 NC Range Standard Deviation [IMAG=
E] [IMAGE] Reg CT HP NE NW RK SE SP SW Mean 30 25 42 35 22 65 46 47 Max 3=
4 31 47 40 30 74 53 52 Min 26 21 33 32 13 62 38 42 Range 8 10 14 8 17 12 15=
10 StD-P 1.8 2.7 3.6 2.2 4.0 3.3 3.8 2.4 Count 12 12 12 12 12 12 12 12 Cli=
ck Here to See Each Weather Forecast Used Within the Volatility Matrix =
Day 4: Saturday, February 2, 2002 Syncrasy's Choice: Delta Temp. Vola=
tility Matrix [IMAGE][IMAGE] [IMAGE][IMAGE] [IMAGE][IMAGE] (Click on =
image to enlarge) [IMAGE] ECAR(CTR) 33 +2 ERCOT(SP) 54 NC FRCC(SE) 74 +=
2 MAAC(NE) 38 +2 MAIN(CTR) 31 +1 MAPP(HP) 29 +1 NPCC(NE) 27 +1 SERC(SE) 52 =
NC SPP(SP) 43 -1 WSCC(NW) 40 -1 WSCC(RK) 33 -1 WSCC(SW) 54 NC Range Sta=
ndard Deviation [IMAGE] [IMAGE] Reg CT HP NE NW RK SE SP SW Mean 28 29 27=
37 25 55 47 50 Max 31 34 42 40 34 67 52 54 Min 23 26 20 32 15 46 41 46 Ran=
ge 8 8 22 8 19 21 11 8 StD-P 1.8 1.9 5.9 2.4 4.5 5.3 3.5 2.1 Count 10 10 10=
10 10 10 10 10 Click Here to See Each Weather Forecast Used Within the Vo=
latility Matrix Day 5: Sunday, February 3, 2002 Syncrasy's Choice: D=
elta Temp. Volatility Matrix [IMAGE][IMAGE] [IMAGE][IMAGE] [IMAGE][I=
MAGE] (Click on image to enlarge) [IMAGE] ECAR(CTR) 35 NC ERCOT(SP) 60=
NC FRCC(SE) 73 +3 MAAC(NE) 37 -1 MAIN(CTR) 33 -2 MAPP(HP) 28 -1 NPCC(NE) 2=
5 -2 SERC(SE) 54 +2 SPP(SP) 47 +1 WSCC(NW) 42 -1 WSCC(RK) 36 -1 WSCC(SW) 58=
+1 Range Standard Deviation [IMAGE] [IMAGE] Reg CT HP NE NW RK SE SP=
SW Mean 30 29 27 37 29 53 51 52 Max 32 35 32 42 36 58 56 57 Min 27 24 15 3=
3 22 47 46 48 Range 5 11 17 9 14 11 10 9 StD-P 1.5 3.4 4.1 2.5 4.1 3.2 2.9 =
1.8 Count 10 10 10 10 10 10 10 10 Click Here to See Each Weather Forecast =
Used Within the Volatility Matrix Day 6-10 Discussion: There are severa=
l considerations in the 6-10 day period. First, we could briefly turn on th=
e "Lake Effect" snow machine with a weak Clipper system early next week. Th=
is should not be anywhere near the magnitude of the Buffalo Christmas event=
, but is the first one since then. It drags a moderately cold airmass in be=
hind it. Then, later in the period the Southern jet stream becomes active o=
nce again. Most models show another sizeable winter storm mid to late next =
week and at a farther South latitude than the current one. Now, I dont see =
this 6-10 day period as particularly cold in a relative sense though certai=
nly it will be chillier than recent periods. Numbers may turn out a bit bel=
ow normal especially over the Northern half of the USA. Some of the models =
just past this period suggest a more significant Canadian high woul! d be p=
oised to drop down. The warming of the Canadian prairies does not look as l=
ikely as I have thought over the past few days, so this idea may have some =
merit. If the surface pressures forecast turn out to verify, the ocean indi=
ces(NAO and PNA) switch their signals and we get some snowcover the next 10=
days from potential storms, then this may all come to pass. It would not b=
e an exaggeration to suggest the coldest air mass of the season could come =
down the second week of February. Day 6: Monday, February 4, 2002 =
Click Here for Syncrasy's 6-10 summary information. Syncrasy's Choice: D=
elta Temp. Volatility Matrix [IMAGE][IMAGE] [IMAGE][IMAGE] [IMAGE][I=
MAGE] (Click on image to enlarge) [IMAGE] ECAR(CTR) 34 -3 ERCOT(SP) 60=
-1 FRCC(SE) 71 NC MAAC(NE) 40 -1 MAIN(CTR) 30 -5 MAPP(HP) 26 -3 NPCC(NE) 2=
9 -3 SERC(SE) 54 -1 SPP(SP) 44 -4 WSCC(NW) 42 -1 WSCC(RK) 34 -3 WSCC(SW) 58=
NC Range Standard Deviation [IMAGE] [IMAGE] Reg CT HP NE NW RK SE SP=
SW Mean 28 30 29 40 29 52 52 54 Max 31 35 33 42 35 57 56 58 Min 21 25 21 3=
5 20 47 46 50 Range 10 10 12 7 15 10 10 8 StD-P 2.5 3.2 2.6 2.5 5.7 3.1 3.0=
2.3 Count 9 9 9 9 9 9 9 9 Click Here to See Each Weather Forecast Used Wi=
thin the Volatility Matrix Day 7: 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) 32 -7 E=
RCOT(SP) 59 -6 FRCC(SE) 71 NC MAAC(NE) 36 -5 MAIN(CTR) 31 -4 MAPP(HP) 27 NC=
NPCC(NE) 27 -5 SERC(SE) 51 -4 SPP(SP) 45 -6 WSCC(NW) 43 NC WSCC(RK) 38 -2 =
WSCC(SW) 60 NC Range Standard Deviation [IMAGE] [IMAGE] Reg CT HP NE =
NW RK SE SP SW Mean 28 32 26 39 32 51 49 54 Max 32 35 32 43 39 57 56 59 Min=
25 29 22 36 25 46 41 51 Range 7 6 10 7 14 11 15 8 StD-P 2.1 2.0 3.0 2.0 3.=
5 3.5 4.8 2.4 Count 9 9 9 9 9 9 9 9 Click Here to See Each Weather Forecas=
t Used Within the Volatility Matrix Day 8: Wednesday, February 6, 2002 =
Syncrasy's Choice: Delta Temp. Volatility Matrix [IMAGE][IMAGE] [I=
MAGE][IMAGE] [IMAGE][IMAGE] (Click on image to enlarge) [IMAGE] ECAR(=
CTR) 22 -13 ERCOT(SP) 56 -7 FRCC(SE) 57 -8 MAAC(NE) 25 -14 MAIN(CTR) 30 -2 =
MAPP(HP) 31 +9 NPCC(NE) 17 -19 SERC(SE) 43 -8 SPP(SP) 44 -7 WSCC(NW) 33 NC =
WSCC(RK) 28 +3 WSCC(SW) 51 NC Range Standard Deviation [IMAGE] [IMAGE] =
Reg CT HP NE NW RK SE SP SW Mean 30 33 26 38 34 51 53 54 Max 33 37 31 43 =
41 56 60 60 Min 27 30 19 33 26 45 46 51 Range 6 7 12 10 15 11 14 9 StD-P 1.=
6 2.0 4.2 3.4 4.9 3.8 3.2 3.6 Count 9 9 9 9 9 9 9 9 Click Here to See Each=
Weather Forecast Used Within the Volatility Matrix Day 9: Thursday, Febr=
uary 7, 2002 Syncrasy's Choice: Delta Temp. Volatility Matrix [IMA=
GE][IMAGE] [IMAGE][IMAGE] [IMAGE][IMAGE] (Click on image to enlarge) [=
IMAGE] ECAR(CTR) 34 +4 ERCOT(SP) 62 +5 FRCC(SE) 62 -9 MAAC(NE) 31 -10 MAI=
N(CTR) 34 +10 MAPP(HP) 27 +16 NPCC(NE) 17 -7 SERC(SE) 49 -7 SPP(SP) 42 +7 W=
SCC(NW) 33 -1 WSCC(RK) 21 -1 WSCC(SW) 47 -2 Range Standard Deviation [I=
MAGE] [IMAGE] Reg CT HP NE NW RK SE SP SW Mean 32 31 29 37 30 52 55 51 Ma=
x 34 38 34 43 41 57 60 60 Min 30 26 21 33 21 48 48 45 Range 4 12 13 10 20 9=
12 15 StD-P 1.0 4.1 4.2 3.2 6.8 2.6 4.3 4.5 Count 8 8 8 8 8 8 8 8 Click He=
re to See Each Weather Forecast Used Within the Volatility Matrix Day 1=
0: Friday, February 8, 2002 Syncrasy's Choice: Delta Temp. Volatility=
Matrix [IMAGE][IMAGE] [IMAGE][IMAGE] [IMAGE][IMAGE] (Click on image =
to enlarge) [IMAGE] ECAR(CTR) 35 +16 ERCOT(SP) 59 +15 FRCC(SE) 68 -1 MA=
AC(NE) 40 +7 MAIN(CTR) 28 +18 MAPP(HP) 24 +3 NPCC(NE) 32 +20 SERC(SE) 55 +1=
1 SPP(SP) 36 NC WSCC(NW) 39 +7 WSCC(RK) 25 -1 WSCC(SW) 50 -1 Range Stan=
dard Deviation [IMAGE] [IMAGE] Reg CT HP NE NW RK SE SP SW Mean 27 27 31 =
33 21 49 47 43 Max 29 32 34 38 27 57 54 53 Min 22 19 26 28 13 39 34 35 Rang=
e 7 13 8 10 14 18 20 18 StD-P 3.1 3.6 2.3 4.0 3.3 5.5 5.9 7.4 Count 6 6 6 6=
6 6 6 6 Click Here to See Each Weather Forecast Used Within the Volatilit=
y Matrix Trader Summary is designed around and formatted for the [IMAGE=
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