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__________________________________________________________________________________________________       NEMA components that were used to generate the charts.  The data is presented in a table, as in the following example. 

The column labeled CLC=1,0=Y,N specifies when significant rollover activity occurred.  When "0," the data is real lead contract data.  When "1," the data is calculated based on the continuous lead contract (CLC) method..

In the below example, when the "0" changes to "1,"  the months column (MO'S) shows both the Jun (J) old lead and the Sep (S)  new  lead contract during the active rollover time.

For trading holidays, a small volume is used along with an OI change of only 1.  This is done to avoid divide-by-zero problems, etc.  The components are zero in this case, which is appropriate.

Recent charts do not include this input data.  The  NEMA .component equations (see About NEMA) can be used to calculate the components.

DATE OPEN HIGH LOW CLOSE   LEAD   LEAD CLC=1,0 MO'S | NEMA COMPONENTS  
- - - - -   VOL   OI =Y,N 1 2 NL LC NS SC
05/18/09 890.5 908.5 889.0 907.1 21177 440347 0 J   10414 530 572 9661
05/19/09 907.5 914.9 903.7 906.5 20942 439199 0 J   4812 5674 5085 5371
05/20/09 915.0 923.2 899.5 899.9 21575 437840 0 J   4236 6661 5872 4806
05/21/09 889.0 893.1 878.0 888.7 27008 440083 0 J   4800 8318 9825 4064
05/22/09 889.7 895.3 882.3 884.9 19269 439894 0 J   3954 5697 5586 4032
05/25/09 884.9 884.9 884.9 884.9 90 439893 0 J   0 0 0 0
05/26/09 878.7 910.9 878.5 908.7 30429 435345 0 J   10226 3668 2714 13820
05/27/09 909.0 912.7 890.5 892.5 28667 431457 0 J   2636 12814 9753 3463
05/28/09 899.0 908.5 886.3 905.1 23383 431013 0 J   8007 3597 3462 8317
05/29/09 909.0 925.0 902.5 918.1 26394 432936 0 J   9955 3632 4203 8603
06/01/09 920.1 946.7 917.2 938.9 25859 413449 1 J S 2456 5193 730 17480
06/02/09 938.9 947.9 936.4 942.0 26061 375039 1 J S 2396 9238 1746 12682
06/03/09 934.9 935.2 921.6 930.5 28501 323185 1 J S 1367 16719 3141 7274
06/04/09 933.6 940.6 927.2 939.4 23185 327199 1 J S 10153 2429 3446 7156
06/05/09 933.6 940.6 927.2 939.4 26974 323801 1 J S 5894 7593 5894 7593
06/08/09 932.2 944.5 924.2 937.3 39517 287477 1 J S 754 20009 842 17911
06/09/09 940.5 944.7 934.0 938.1 56326 277330 1 J S 11992 15975 11097 17262
06/10/09 948.3 948.5 925.6 938.8 88205 259540 1 J S 17879 26084 17328 26914
06/11/09 939.8 954.5 939.0 940.2 103512 249370 1 J S 24417 27104 22254 29737
06/12/09 936.6 944.5 933.4 942.6 78080 253400 1 J S 23026 16259 18030 20765
06/15/09 932.7 932.9 917.0 921.3 88940 256078 1 J S 6661 36860 39148 6271
06/16/09 925.8 925.9 908.7 909.7 91198 267737 1 J S 12661 29979 38768 9790
06/17/09 908.7 915.7 901.4 907.2 50389 277168 1 J S 13488 11244 16422 9235
06/18/09 909.1 919.2 905.6 915.1 36279 376913 1 J S 13365 5115 5605 12195
06/19/09 921.6 923.1 911.3 915.9 24108 382111 1 J S 6350 5711 5893 6154
06/22/09 907.0 907.5 887.7 888.6 25165 383854 0 S   416 11349 13038 362
06/23/09 890.5 894.3 884.3 890.2 18961 384872 0 S   5429 4096 4560 4876