CME Soybean Oil Future January 2014

Trading Metrics calculated at close of trading on 18-Jun-2013

Day Change Summary
	Previous	Current
	17-Jun-2013	18-Jun-2013	Change	Change %	Previous Week
Open	47.19	47.91	0.72	1.5%	47.75
High	47.90	47.96	0.06	0.1%	47.84
Low	47.18	47.43	0.25	0.5%	46.86
Close	47.86	47.44	-0.42	-0.9%	47.57
Range	0.72	0.53	-0.19	-26.4%	0.98
ATR	0.62	0.61	-0.01	-1.0%	0.00
Volume	1,484	1,308	-176	-11.9%	14,242

Daily Pivots for day following 18-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	49.20	48.85	47.73
R3	48.67	48.32	47.59
R2	48.14	48.14	47.54
R1	47.79	47.79	47.49	47.70
PP	47.61	47.61	47.61	47.57
S1	47.26	47.26	47.39	47.17
S2	47.08	47.08	47.34
S3	46.55	46.73	47.29
S4	46.02	46.20	47.15

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	50.36	49.95	48.11
R3	49.38	48.97	47.84
R2	48.40	48.40	47.75
R1	47.99	47.99	47.66	47.71
PP	47.42	47.42	47.42	47.28
S1	47.01	47.01	47.48	46.73
S2	46.44	46.44	47.39
S3	45.46	46.03	47.30
S4	44.48	45.05	47.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.96	46.86	1.10	2.3%	0.57	1.2%	53%	True	False	1,871
10	47.98	46.86	1.12	2.4%	0.59	1.3%	52%	False	False	2,272
20	49.43	46.86	2.57	5.4%	0.60	1.3%	23%	False	False	1,718
40	49.43	46.86	2.57	5.4%	0.62	1.3%	23%	False	False	1,494

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0.13
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	50.21
2.618	49.35
1.618	48.82
1.000	48.49
0.618	48.29
HIGH	47.96
0.618	47.76
0.500	47.70
0.382	47.63
LOW	47.43
0.618	47.10
1.000	46.90
1.618	46.57
2.618	46.04
4.250	45.18

Fisher Pivots for day following 18-Jun-2013
Pivot	1 day	3 day
R1	47.70	47.49
PP	47.61	47.47
S1	47.53	47.46

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These figures are updated between 7pm and 10pm EST after a trading day.

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