Interesting plan Ron. I've been on a slow accumulation plan with January UNG calls, all deep-in-the-money. Definitely a quiet market, and one that seems to be universally loathed from the long side right now, with sentiment deep in the toilet. The January/February calls give sufficient time to see if the typical seasonal play kicks in at least.
Hope all is well with you and yours back on North American soil. Best of trades to us both.