CME Soybean Oil Future January 2014

Trading Metrics calculated at close of trading on 26-Jun-2013

Day Change Summary
	Previous	Current
	25-Jun-2013	26-Jun-2013	Change	Change %	Previous Week
Open	46.19	45.83	-0.36	-0.8%	47.19
High	46.40	45.94	-0.46	-1.0%	48.27
Low	45.71	45.30	-0.41	-0.9%	46.53
Close	45.83	45.37	-0.46	-1.0%	46.57
Range	0.69	0.64	-0.05	-7.2%	1.74
ATR	0.68	0.68	0.00	-0.4%	0.00
Volume	3,311	1,995	-1,316	-39.7%	8,315

Daily Pivots for day following 26-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	47.46	47.05	45.72
R3	46.82	46.41	45.55
R2	46.18	46.18	45.49
R1	45.77	45.77	45.43	45.66
PP	45.54	45.54	45.54	45.48
S1	45.13	45.13	45.31	45.02
S2	44.90	44.90	45.25
S3	44.26	44.49	45.19
S4	43.62	43.85	45.02

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	52.34	51.20	47.53
R3	50.60	49.46	47.05
R2	48.86	48.86	46.89
R1	47.72	47.72	46.73	47.42
PP	47.12	47.12	47.12	46.98
S1	45.98	45.98	46.41	45.68
S2	45.38	45.38	46.25
S3	43.64	44.24	46.09
S4	41.90	42.50	45.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.24	45.30	2.94	6.5%	0.78	1.7%	2%	False	True	2,041
10	48.27	45.30	2.97	6.5%	0.72	1.6%	2%	False	True	1,973
20	48.30	45.30	3.00	6.6%	0.63	1.4%	2%	False	True	2,101
40	49.43	45.30	4.13	9.1%	0.64	1.4%	2%	False	True	1,684

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	False
Stretch	0.12
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	48.66
2.618	47.62
1.618	46.98
1.000	46.58
0.618	46.34
HIGH	45.94
0.618	45.70
0.500	45.62
0.382	45.54
LOW	45.30
0.618	44.90
1.000	44.66
1.618	44.26
2.618	43.62
4.250	42.58

Fisher Pivots for day following 26-Jun-2013
Pivot	1 day	3 day
R1	45.62	45.91
PP	45.54	45.73
S1	45.45	45.55

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

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