summary

nymex

as of: 7/26/2010 12:00:00 AM

	volume	open interest
globex total:	659,155
futures:	641,118
options:	13,389
clearport total:	368,299
floor volume:	60,450
total futures:	901,080	24,651,850
total options:	181,733	15,545,607
grand total:	1,087,904	40,288,171

storage expectations

week ending: 7/16/2010

Paribas	54
PIRA	54
Bentek	48

storage actual

week ending: 7/23/2010

east	1459
west	473
producing	987
total	2919
change	28

natural gas market data

natural gas futures

contract	settlement	change	as of date	product
Aug-2010	4.7740	0.0990	7/28/2010 12:00:00 AM	NG
Sep-2010	4.7180	0.0720	7/28/2010 12:00:00 AM	NG
Oct-2010	4.7430	0.0640	7/28/2010 12:00:00 AM	NG
Nov-2010	4.9170	0.0220	7/28/2010 12:00:00 AM	NG
Dec-2010	5.1340	-0.0020	7/28/2010 12:00:00 AM	NG
Jan-2011	5.2820	-0.0080	7/28/2010 12:00:00 AM	NG
Feb-2011	5.2530	-0.0100	7/28/2010 12:00:00 AM	NG
Mar-2011	5.1570	-0.0100	7/28/2010 12:00:00 AM	NG
Apr-2011	4.9690	-0.0130	7/28/2010 12:00:00 AM	NG
May-2011	4.9830	-0.0140	7/28/2010 12:00:00 AM	NG
Jun-2011	5.0190	-0.0160	7/28/2010 12:00:00 AM	NG
Jul-2011	5.0690	-0.0160	7/28/2010 12:00:00 AM	NG
Aug-2011	5.1120	-0.0160	7/28/2010 12:00:00 AM	NG
Sep-2011	5.1340	-0.0160	7/28/2010 12:00:00 AM	NG
Oct-2011	5.2120	-0.0160	7/28/2010 12:00:00 AM	NG

You need to upgrade your Flash Player

natural gas strip settlements

natural gas spread settlements

product	contracts	settlement	as of date
NG	J10-V10	6.165714	10/8/2009 12:00:00 AM
NG	J11-V11	6.640428	10/8/2009 12:00:00 AM
NG	Q09-X09	4.963000	10/8/2009 12:00:00 AM
NG	X09-H10	5.772800	10/8/2009 12:00:00 AM
NG	X10-H11	7.143000	10/8/2009 12:00:00 AM

product	contracts	spread price	change	as of date
NG	Q10/U10	5.6000	2.7000	7/28/2010 12:00:00 AM
NG	U10/V10	-2.5000	0.8000	7/28/2010 12:00:00 AM

natural gas options volatility

contract	strike	volatility	straddle	as of date
U10	482.70	46.4000	50.1365	7/29/2010 12:00:00 AM
V10	484.80	53.1000	83.1065	7/29/2010 12:00:00 AM
X10	500.90	46.8000	91.5338	7/29/2010 12:00:00 AM
Z10	520.50	41.5000	96.2004	7/29/2010 12:00:00 AM
F11	533.50	40.2000	107.8492	7/29/2010 12:00:00 AM
X10	500.90	46.8000	91.5338	7/29/2010 12:00:00 AM
Z10	520.50	41.5000	96.2004	7/29/2010 12:00:00 AM
F11	533.50	40.2000	107.8492	7/29/2010 12:00:00 AM
G11	530.30	40.0000	116.1827	7/29/2010 12:00:00 AM
H11	519.60	39.5000	120.2414	7/29/2010 12:00:00 AM
J11	498.80	34.7000	108.6294	7/29/2010 12:00:00 AM

You need to upgrade your Flash Player

natural gas spreads

natural gas blotter

top natural gas options volumes as of:7/27/2010

LN|7/26/2010 12:00:00 AM

contract	strike	type	price	qty	notes
Q10	4500.00	P		4360	Outright

LN|7/26/2010 12:00:00 AM

contract	strike	type	price	qty	notes
U10	4000.00	P		3050	Outright

LN|7/26/2010 12:00:00 AM

contract	strike	type	price	qty	notes
V10	5500.00	C		1200	Outirght

LN|7/26/2010 12:00:00 AM

contract	strike	type	price	qty	notes
V10	6000.00	C		1875	Outirght

LN|7/26/2010 12:00:00 AM

contract	strike	type	price	qty	notes
X10	4000.00	P		1472	Outright

You need to upgrade your Flash Player

news / analysis

fmx energy news

Spot EFP Prices, Refinery Margins for July 29, 2010

Spot EFP Prices, Refinery Margins for July 29, 2010
7/29/2010 5:01:53 PM more

Crude Oil – Options Report – July 29, 2010

FMX | Connect (Reported 7/29/10) - The following is a report of Crude Oil Option’s activity in the Over-The- Counter and Exchange traded venues.
7/29/2010 4:15:43 PM more

Natural Gas – Options Report – July 29, 2010

FMX | Connect – www.fmxconnect.com - (Reported 7/29/2010) - The following is a report of Natural Gas Option’s activity in the Over-The- Counter and Exchange traded venues.
7/29/2010 3:58:07 PM more

Natural Gas Storage Report for Week Ending July 23, 2010

Natural Gas Storage Report for Week Ending July 23, 2010
7/29/2010 10:33:47 AM more

Gas Petrospective – July 29, 2010

Gas Petrospective – July 29, 2010 - Natural gas prices rallied 9.9 cents yesterday, for the first three days-in-a-row on the upside in quite a while.
7/29/2010 8:37:03 AM more

third party news

government activity

e.i.a. natural gas charts

Source: Energy Information Administration

click for full view

click for full view

cftc commitment of traders (futures and options):

NATURAL GAS - NEW YORK MERCANTILE EXCHANGE

7/20/2010 12:00:00 AM

(Contracts of 10000 MMBTU'S)

Total Open Interest:904287			Change in OI:-14167			Total Traders:290
	Non-commercial			Commercial		Total		Non reportable
	long	short	spreads	long	short	long	short	long	short
Commitments	155573	247594	307583	364143	306067	827299	861244	76989	43043
Changes	-9299	-9383	20307	-22803	-23831	-11796	-12908	-2372	-1259
% of OI for each category	17.2	27.4	34	40.3	33.8	91.5	95.2	8.5	4.8
Number of Traders	90	98	146	85	77	260	248