Essense of new economic pricing theory by margfinal income on energy markets was presented. In this theory was presented the world's first mathimatical formulas of market demand rule and indicator of market demand of consumers, formulas for calculation costs, prices, income, revenue and profitability in real time of energy generation on the working operations schedule for all types of power stations; methodics and software implementation operative pricing were developed. The example of prractical usage of the methodics and application was considered.Ways of improvements energy markets of Russia were suggested.