Natural Gas Daily Report



as of: 10/29/2009 12:00:00 AM
volume open interest
globex total: 903,792
globex fut: 885,790
globex opt: 13,959
clearport total: 605,713
floor volume: 105,222
total futures: 1,330,395 23,232,514
total options: 279,634 14,895,041
grand total: 1,614,727 38,210,960

storage expectations

week ending: 10/23/2009
ICAP Model Forecast 28
fmx spot survey 26

storage actual

week ending: 10/23/2009
east 2058
west 513
producing 1188
total 3759
change 25

natural gas market data

natural gas futures

contractsettlementchangeas of dateproduct
Dec-20095.0450-0.017010/30/2009 12:00:00 AMNG
Jan-20105.3900-0.038010/30/2009 12:00:00 AMNG
Feb-20105.4440-0.037010/30/2009 12:00:00 AMNG
Mar-20105.4250-0.031010/30/2009 12:00:00 AMNG
Apr-20105.4170-0.037010/30/2009 12:00:00 AMNG
May-20105.4820-0.038010/30/2009 12:00:00 AMNG
Jun-20105.5720-0.038010/30/2009 12:00:00 AMNG
Jul-20105.6800-0.032010/30/2009 12:00:00 AMNG
Aug-20105.7600-0.029010/30/2009 12:00:00 AMNG
Sep-20105.8250-0.024010/30/2009 12:00:00 AMNG
Oct-20105.9730-0.026010/30/2009 12:00:00 AMNG
Nov-20106.3780-0.021010/30/2009 12:00:00 AMNG
Dec-20106.7530-0.016010/30/2009 12:00:00 AMNG
Jan-20116.9780-0.016010/30/2009 12:00:00 AMNG
Feb-20116.9730-0.014010/30/2009 12:00:00 AMNG
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natural gas strip settlements

natural gas spread settlements

productcontractssettlementas of date
NGJ10-V1056.78000010/30/2009 12:00:00 AM
NGJ11-V1164.19500010/30/2009 12:00:00 AM
NGX09-H1053.32250010/30/2009 12:00:00 AM
NGX10-H1167.64230010/30/2009 12:00:00 AM
productcontractsspread pricechange as of date
NGF10/G10-5.4000-0.100010/30/2009 12:00:00 AM
NGM10/N10-10.8000-0.600010/30/2009 12:00:00 AM
NGU10/V10-14.80000.200010/30/2009 12:00:00 AM
NGH10/J100.80000.600010/30/2009 12:00:00 AM
NGN10/Q10-8.0000-0.300010/30/2009 12:00:00 AM
NGZ09/F10-34.50002.100010/30/2009 12:00:00 AM
NGK10/M10-9.00000.000010/30/2009 12:00:00 AM
NGG10/H101.9000-0.600010/30/2009 12:00:00 AM
NGJ10/K10-6.50000.100010/30/2009 12:00:00 AM
NGQ10/U10-6.5000-0.500010/30/2009 12:00:00 AM

natural gas options volatility

contractstrikevolatilitystraddleas of date
Z09505.0059.350062.480210/30/2009 12:00:00 AM
F10540.0052.940092.151110/30/2009 12:00:00 AM
G10545.0051.1500109.274510/30/2009 12:00:00 AM
H10545.0050.2500122.903510/30/2009 12:00:00 AM
J10540.0048.5100132.027610/30/2009 12:00:00 AM
K10550.0046.0800140.692710/30/2009 12:00:00 AM
M10560.0044.8900149.835210/30/2009 12:00:00 AM
N10570.0044.1500160.564510/30/2009 12:00:00 AM
Q10575.0044.3000172.780610/30/2009 12:00:00 AM
U10585.0044.9200187.537510/30/2009 12:00:00 AM
V10600.0045.6800205.350910/30/2009 12:00:00 AM
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natural gas spreads

natural gas blotter

top natural gas options volumes as of:10/30/2009

NG|10/29/2009 12:00:00 AM
contract strike type price qty notes
Z09 350.00 P 300 Outright

NG|10/29/2009 12:00:00 AM
contract strike type price qty notes
Z09 450.00 P 431 Outright

NG|10/29/2009 12:00:00 AM
contract strike type price qty notes
Z09 500.00 P 345 Outright

NG|10/29/2009 12:00:00 AM
contract strike type price qty notes
Z09 550.00 C 380 Outright

NG|10/29/2009 12:00:00 AM
contract strike type price qty notes
J10 800.00 C 312 Outright
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news / analysis

fmx energy news

Energy - Market Recap - Oct 30, 2009 UPDATE 1

Energy - Market Recap - Oct 30, 2009 UPDATE 1 MarketWatch (Reported 10.30.09): Crude oil futures fell 1% on Friday, after the latest batch of U.S. data on manufacturing and consument sentiment. Crude oil for December delivery was recently down 80 cents, or 1%, at $79.07 a barrel on the New York Mercantile Exchange.
Reuters (Reported 10.30.09): Saudi Aramco's decision to switch pricing from a formula based on light sweet inland oil towards a medium sour benchmark on the coast has focused attention on grade and location differentials in the U.S. crude market.

10/30/2009 2:53:47 PM more

ICAP – EIA Natural Gas Storage Wrap Up – Week Ending 10.23.09

ICAP – EIA Natural Gas Storage Wrap Up – Week Ending 10.23.09
10/30/2009 2:35:58 PM more

Saudis drop WTI – Questions for Peter Beutel of Cameron Hanover

Saudis drop WTI – Questions for Peter Beutel of Cameron Hanover
On October 28th 2009, Saudi state owned oil company Aramco announced it would drop the historical WTI index as a benchmark and introduce the Argus Sour Crude index as its successor. Argus Media, Ltd., developer of the index will begin publishing December prices next week for Extra Light, Arab Light, Arab Medium, and Arab Heavy.

10/30/2009 2:32:03 PM more

oil and products daily

Just as it looked like everything was on its way t o lower levels, the stock market advanced nearly 200 points and the dollar took a roundhouse to its jaw. The oil complex saw its prices shoot higher as a result of the big moves seen in its alter ego markets, with the third quarter increase in GDP being the primary motive behind higher quotes in the DJIA and lower quotes in the US dollar. GDP rose by 3.5%, above estimates for growth of 3.2%, and that brought the bulls out of hiding and back to the table for another heaping helping of risk, with all the fixings. And, after their recent regurgitation, there was plenty of room to gobble up everything laid out on the tablecloth. This rush back to the buffet left everyone paying in dollars, and the dollar index dropped from 76.228 late on Wednesday to 75.993 yesterday.
10/30/2009 11:45:00 AM more

oil inventory report

A majority of market observers almost certainly was disappointed by builds in gasoline and, to a lesser degree, in crude oil stocks, and they apparently were not impressed by the larger-than-expected drawdown in distillate inventories. The jump in refinery utilization was slightly larger than anticipated, but runs are still well-below historical figures for this time of year. From our perspective, the really bearish aspects of this week’s report came from demand, or the lack thereof. Not only did we not see any significant increase in distillate demand against last week’s numbers (it was up 15,000 bpd on the week), but four-week total products supplied dropped 97,000 bpd and is now 3.03% lower than a year ago, compared to down 0.12% last week.
10/30/2009 11:44:52 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):

Total Open Interest:922926 Change in OI:-28655 Total Traders:251  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments 140094 208745 319218 350383 317536 809695 845499 113230 77426
Changes -2958 -11140 -25327 -12835 -13535 -41120 -50002 12465 21347
% of OI for each category 15.2 22.6 34.6 38 34.4 87.7 91.6 12.3 8.4
Number of Traders 71 81 108 86 71 228 199