The edited code from Lukas was exactly what I needed when one million records were being loaded through INSERT INTO statements and the script failed in the middle of the import. I needed to know the last record that was loaded and finding the last 5 records in "natural order" showed me where the script stopped.
@ErwinBrandstetter - all of your points are valid regarding the uncertainty of a "natural order" of rows. Since I just loaded the data, I was able to do the research immediately while the natural order of my table was still intact.