In the recently decade, futures markets in Thailand have exploded in the broad sweep especially on those agricultural commodities such as the natural rubber ribbed smoked sheets No.3. Innovations in futures markets have had an influence on the entire market for financial claims. The book attempts to cover a way that will be accessible to a wide range of readers. Mathematical demands placed on the reader are included several mathematical approaches and numerous references to scholarly articles for those readers wishing more mathematical details and justification for the claims made in the book. Recognizing that no every reader will be interested in every aspect of the futures markets, the book has organized the chapters to facilitate access to a treatment of special empirical study. The first three chapters of the book are introduction but cover virtually every phase of forecast and futures thinking. After reading the first three chapters, the reader is prepared to go immediately to chapter 4 and 5 focused on specific case study of forecasting natural rubber in the feature of previous three chapters designed in clearest way. That means not treated in detail for all commodities.