summary

nymex

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

contract	settlement	change	as of date	product
Dec-2009	5.0450	-0.0170	10/30/2009 12:00:00 AM	NG
Jan-2010	5.3900	-0.0380	10/30/2009 12:00:00 AM	NG
Feb-2010	5.4440	-0.0370	10/30/2009 12:00:00 AM	NG
Mar-2010	5.4250	-0.0310	10/30/2009 12:00:00 AM	NG
Apr-2010	5.4170	-0.0370	10/30/2009 12:00:00 AM	NG
May-2010	5.4820	-0.0380	10/30/2009 12:00:00 AM	NG
Jun-2010	5.5720	-0.0380	10/30/2009 12:00:00 AM	NG
Jul-2010	5.6800	-0.0320	10/30/2009 12:00:00 AM	NG
Aug-2010	5.7600	-0.0290	10/30/2009 12:00:00 AM	NG
Sep-2010	5.8250	-0.0240	10/30/2009 12:00:00 AM	NG
Oct-2010	5.9730	-0.0260	10/30/2009 12:00:00 AM	NG
Nov-2010	6.3780	-0.0210	10/30/2009 12:00:00 AM	NG
Dec-2010	6.7530	-0.0160	10/30/2009 12:00:00 AM	NG
Jan-2011	6.9780	-0.0160	10/30/2009 12:00:00 AM	NG
Feb-2011	6.9730	-0.0140	10/30/2009 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	56.780000	10/30/2009 12:00:00 AM
NG	J11-V11	64.195000	10/30/2009 12:00:00 AM
NG	X09-H10	53.322500	10/30/2009 12:00:00 AM
NG	X10-H11	67.642300	10/30/2009 12:00:00 AM

product	contracts	spread price	change	as of date
NG	F10/G10	-5.4000	-0.1000	10/30/2009 12:00:00 AM
NG	M10/N10	-10.8000	-0.6000	10/30/2009 12:00:00 AM
NG	U10/V10	-14.8000	0.2000	10/30/2009 12:00:00 AM
NG	H10/J10	0.8000	0.6000	10/30/2009 12:00:00 AM
NG	N10/Q10	-8.0000	-0.3000	10/30/2009 12:00:00 AM
NG	Z09/F10	-34.5000	2.1000	10/30/2009 12:00:00 AM
NG	K10/M10	-9.0000	0.0000	10/30/2009 12:00:00 AM
NG	G10/H10	1.9000	-0.6000	10/30/2009 12:00:00 AM
NG	J10/K10	-6.5000	0.1000	10/30/2009 12:00:00 AM
NG	Q10/U10	-6.5000	-0.5000	10/30/2009 12:00:00 AM

natural gas options volatility

contract	strike	volatility	straddle	as of date
Z09	505.00	59.3500	62.4802	10/30/2009 12:00:00 AM
F10	540.00	52.9400	92.1511	10/30/2009 12:00:00 AM
G10	545.00	51.1500	109.2745	10/30/2009 12:00:00 AM
H10	545.00	50.2500	122.9035	10/30/2009 12:00:00 AM
J10	540.00	48.5100	132.0276	10/30/2009 12:00:00 AM
K10	550.00	46.0800	140.6927	10/30/2009 12:00:00 AM
M10	560.00	44.8900	149.8352	10/30/2009 12:00:00 AM
N10	570.00	44.1500	160.5645	10/30/2009 12:00:00 AM
Q10	575.00	44.3000	172.7806	10/30/2009 12:00:00 AM
U10	585.00	44.9200	187.5375	10/30/2009 12:00:00 AM
V10	600.00	45.6800	205.3509	10/30/2009 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):

NATURAL GAS - NEW YORK MERCANTILE EXCHANGE

10/27/2009 12:00:00 AM

(10000 MMBTU'S)

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