Flying thing identification

I was at the riverside yesterday trying to shoot some Dippers, as it was a nice warm sunny afternoon there were clouds of insects above the water surface.
I'm wondering if the creature in the picture could be a Mayfly? Unlike a Dragon or Damselfly these where just hovering at approx 2 metres height. I roughly estimate their size at 35mm.

Could anyone identify it for me?

Its a mayfly.

Though you could send it to the Daily mail as a fairy. They had a story on fairy creatures someone photographed in their garden, which any idiot could tell were insects!

The dark background makes it quite obvious that this was taken very high up where the air is so thin it is bordering on space. The Vogon intruder wasn't quite fast enough in its getaway to avoid being snapped (Don't worry. Most readers won't question how the photographer got up there to snap it)

Seriously. That's a fantastic capture

Fairies.