While Cramer admitted he is baffled by the move, his explanation is that the move away from coal to natural gas has finally run its course, and that it has finally bottomed.
The second stock is International Paper, a company reinventing itself with technology. Cramer considers this company to be a tremendous barometer of commerce; linerboard is a commodity that goes up in price when there is more shipping, and down when there is less. Thus, he uses the stock as a predictor for commodity pricing.
"The more International Paper rallies, the better you should feel about the U.S. economy, as almost 75 percent of the company's business is domestic," Cramer said.
Next on Cramer's radar is Waste Management, which is a gauge for construction, especially for new homes, renovations and tear downs. When more houses are built, more junk needs to be hauled away by Waste Management.
The fourth stock is HD Supply, an industrial distributor that is involved with almost everything that relates to a growing economy: facilities maintenance, construction and waterworks.
"You can't beat this company as a gauge of the U.S. economy ... I like HD Supply a heck of a lot more than the nonfarm payroll report that everyone trades off of, like it or not, because the numbers from these guys are a lot more reliable," Cramer said.
The final choice was W W Grainger, the large distributor of many things, including abrasives, adhesives, hospitality furniture, food serve, heating and lab supplies. The stock is up 14 percent for the year and has managed to pull off better than expected numbers. Grainger has led the way down to almost every rough patch that Cramer can recall.
"With the averages either challenging or creating their highs for the year, you have to believe this rally is the real deal. You may fight it, you may dislike it, but in the end these stocks are saying don't sweat the program, embrace it," Cramer said.