You don't appear to have a ton of dynamic range in here.
What you DID do was grab a bit more detail than you might have otherwise gotten with that dark of an image, but not a lot.
What you have here is the compound complexities of night time photography and HDR. These are absolutely doable, but really rather nasty if you don't have a really good handle on both.
(forgive me for posting one of my own, please...)
Have a look at this...
HDR? What would you guess?
The answer is no, and yet there is QUITE a lot of detail in there... the reason being the technique of night-time photography. (if you're bored, search on my name and night photography... I've given plenty of tips on here)
Anyway, what I would recommend is go and take the shots again, but this time take them in RAW (you may have anyway) and intentionally overexpose your shots by 2 stops or so. Then back then down in post processing (you'll find you have a ton more detail in them) and THEN do the HDR. Probably produce some really really cool results.