summary

nymex

as of: 1/5/2011 12:00:00 AM

	volume	open interest
globex total:	9,571,813
futures:	9,170,348
options:	401,465
clearport total:	1,305
floor volume:	1,181,905
total futures:	9,751,828	46,789,950
total options:	1,662,623	40,400,553
grand total:	11,415,756	87,248,036

storage expectations

week ending: 12/10/2010

Bentek	158
PIRA	167

storage actual

week ending: 12/24/2010

east	1671
west	444
producing	1117
total	3232
change	-136

natural gas market data

natural gas futures

contract	settlement	change	as of date	product
Feb-2011	4.6690	0.0190	1/4/2011 12:00:00 AM	NG
Mar-2011	4.6320	0.0180	1/4/2011 12:00:00 AM	NG
Apr-2011	4.5880	0.0140	1/4/2011 12:00:00 AM	NG
May-2011	4.6180	0.0140	1/4/2011 12:00:00 AM	NG
Jun-2011	4.6570	0.0180	1/4/2011 12:00:00 AM	NG
Jul-2011	4.7120	0.0150	1/4/2011 12:00:00 AM	NG
Aug-2011	4.7440	0.0130	1/4/2011 12:00:00 AM	NG
Sep-2011	4.7550	0.0120	1/4/2011 12:00:00 AM	NG
Oct-2011	4.8200	0.0110	1/4/2011 12:00:00 AM	NG
Nov-2011	4.9780	0.0060	1/4/2011 12:00:00 AM	NG
Dec-2011	5.2060	0.0040	1/4/2011 12:00:00 AM	NG
Jan-2012	5.3460	0.0020	1/4/2011 12:00:00 AM	NG
Feb-2012	5.3060	-0.0030	1/4/2011 12:00:00 AM	NG
Mar-2012	5.1910	-0.0060	1/4/2011 12:00:00 AM	NG
Apr-2012	4.9250	-0.0130	1/4/2011 12:00:00 AM	NG

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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

natural gas options volatility

contract	strike	volatility	straddle	as of date
G11	465.00	43.5000	40.3661	1/4/2011 12:00:00 AM
H11	461.40	43.4000	59.2429	1/4/2011 12:00:00 AM
J11	457.40	38.5000	66.5390	1/4/2011 12:00:00 AM

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natural gas spreads

natural gas blotter

top natural gas options volumes as of:1/4/2011

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

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news / analysis

fmx energy news

Summary of Weekly Petroleum Data for the Week Ending December 31, 2010

Summary of Weekly Petroleum Data for the Week Ending December 31, 2010
1/5/2011 10:33:45 AM more

Oil falls below $89 on dollar strength

Oil prices fell further from 27-month highs on Wednesday as a stronger dollar sapped investor risk appetite for commodities, despite signs of tighter oil supply fundamentals.
1/5/2011 9:20:01 AM more

Gas Petrospective – January 5, 2011

Gas Petrospective – January 5, 2011. Natural gas prices were slightly higher yesterday, posting a gain of less than two cents in the expiring February contract.
1/5/2011 8:48:40 AM more

Cameron Hanover – Daily Energy Hedger – January 5, 2011

Daily Energy Hedger is Cameron Hanover’s flagship research document. The document provides a tightly written synopsis on the previous session’s trading activity, and gives thorough analysis for the entire energy complex from a fundamental, technical and proprietary perspective. It is mandatory reading for energy traders and industry professionals alike.
1/5/2011 8:44:43 AM more

Morning Petrospective – January 5, 2011

Morning Petrospective – January 5, 2011. It looks like it took just one day for everything that sounded good on the first day of the year to seem wrong.
1/5/2011 8:21:16 AM more

third party news

government activity

e.i.a. natural gas charts

Source: Energy Information Administration

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cftc commitment of traders (futures and options):

NATURAL GAS - NEW YORK MERCANTILE EXCHANGE

12/28/2010 12:00:00 AM

(Contracts of 10000 MMBTU'S)

Total Open Interest:826937			Change in OI:-37299			Total Traders:286
	Non-commercial			Commercial		Total		Non reportable
	long	short	spreads	long	short	long	short	long	short
Commitments	166027	328191	241908	337591	215748	745527	785847	81410	41090
Changes	-6207	-11047	-14482	-10785	-9743	-31474	-35271	-5825	-2027
% of OI for each category	20.1	39.7	29.3	40.8	26.1	90.2	95	9.8	5
Number of Traders	88	100	130	81	78	254	235