Monday, November 8, 2010

Long Term Natural Gas Swaps (Hedging) Market Firming Up

Natural Gas Financial Swaps (Hedge) Market Prices Firming Up

Daily Settlements for Henry Hub Natural Gas Swap Futures (FINAL)Trade Date: 11/05/2010
Month Open High Low Last Change Settle Estimated
Volume Prior Day
Open Interest
DEC 10 3.917 3.938B 3.847A 3.920 +.081 3.937 7,878 170,939
JAN 11 4.109 4.175B 4.096A 4.164B +.067 4.176 4,431 197,478
FEB 11 4.158 4.176B 4.099A 4.170B +.063 4.180 1,288 103,574
MAR 11 - 4.138B 4.070A - +.057 4.147 1,542 119,127
APR 11 - 4.108B 4.042A - +.047 4.112 1,292 157,339
MAY 11 - 4.136B 4.070A - +.043 4.139 1,332 106,915
JUN 11 - 4.184B 4.118A - +.035 4.185 128 58,018
JLY 11 - 4.243B 4.180A - +.028 4.243 554 57,876
AUG 11 - 4.286B 4.225A - +.027 4.286 1,157 67,816
SEP 11 - - - - +.028 4.306 728 52,222
OCT 11 - - - - +.031 4.386 2,264 153,235
NOV 11 - - - - +.021 4.611 1,052 70,016
DEC 11 - - - - +.026 4.931 453 105,056
JAN 12 - - 5.075A - +.024 5.124 2,779 160,696
FEB 12 - - - - +.023 5.099 111 44,675
MAR 12 - - - - +.023 4.991 959 73,531
APR 12 - - - - +.020 4.778 1,475 88,588
MAY 12 - - - - +.018 4.781 119 62,216
JUN 12 - - - - +.018 4.814 115 31,430
JLY 12 - - - - +.018 4.859 119 34,336
AUG 12 - - - - +.017 4.898 119 41,978
SEP 12 - - - - +.017 4.918 115 32,848
OCT 12 - - - - +.015 4.993 119 55,757
NOV 12 - - - - +.015 5.178 85 34,798
DEC 12 - - - - +.017 5.418 88 52,757
JAN 13 - - - - +.017 5.593 39 36,617
FEB 13 - - - - +.017 5.558 36 16,232
MAR 13 - - - - +.017 5.407 1,039 32,786
APR 13 - - - - +.012 5.112 268 22,816
MAY 13 - - - - +.012 5.097 70 19,071
JUN 13 - - - - +.012 5.117 68 16,974
JLY 13 - - - - +.012 5.157 70 15,285
AUG 13 - - - - +.012 5.192 70 17,065
SEP 13 - - - - +.012 5.212 68 15,584
OCT 13 - - - - +.012 5.287 71 21,664
NOV 13 - - - - +.012 5.462 38 15,742
DEC 13 - - - - +.012 5.667 40 31,534
JAN 14 - - - - +.012 5.827 4 13,380
FEB 14 - - - - +.012 5.787 4 7,519
MAR 14 - - - - +.012 5.619 204 13,596
APR 14 - - - - +.007 5.269 204 19,099
MAY 14 - - - - +.007 5.254 4 7,228
JUN 14 - - - - +.007 5.274 4 5,268
JLY 14 - - - - +.007 5.314 4 6,579
AUG 14 - - - - +.007 5.349 4 6,400
SEP 14 - - - - +.007 5.369 4 5,138
OCT 14 - - - - +.007 5.444 4 8,515
NOV 14 - - - - +.007 5.619 8 5,251
DEC 14 - - - - +.007 5.824 8 7,645
JAN 15 - - - - +.007 5.984 4 5,872
FEB 15 - - - - +.007 5.939 4 3,905
MAR 15 - - - - +.007 5.764 4 7,045
APR 15 - - - - +.007 5.414 4 18,268
MAY 15 - - - - +.007 5.399 4 4,709
JUN 15 - - - - +.007 5.419 4 7,935
JLY 15 - - - - +.007 5.454 4 4,053
AUG 15 - - - - +.007 5.494 4 4,313
SEP 15 - - - - +.007 5.514 4 4,043
OCT 15 - - - - +.007 5.592 5 5,681
NOV 15 - - - - +.007 5.772 1 3,836
DEC 15 - - - - +.007 5.974 1 11,084
JAN 16 - - - - +.007 6.137 - 2,617
FEB 16 - - - - +.007 6.092 - 2,503
MAR 16 - - - - +.007 5.917 - 4,590
APR 16 - - - - +.007 5.547 - 3,868
MAY 16 - - - - +.007 5.535 - 2,159
JUN 16 - - - - +.007 5.565 - 2,096
JLY 16 - - - - +.007 5.605 - 2,159
AUG 16 - - - - +.007 5.645 - 2,159
SEP 16 - - - - +.007 5.665 - 2,096
OCT 16 - - - - +.007 5.742 - 2,231
NOV 16 - - - - +.007 5.922 - 2,096
DEC 16 - - - - +.007 6.124 - 2,159

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