CME Soybean Oil Future January 2014

Trading Metrics calculated at close of trading on 03-Jul-2013

Day Change Summary
	Previous	Current
	02-Jul-2013	03-Jul-2013	Change	Change %	Previous Week
Open	45.66	45.58	-0.08	-0.2%	46.32
High	45.92	46.02	0.10	0.2%	46.51
Low	45.22	45.57	0.35	0.8%	44.55
Close	45.57	45.94	0.37	0.8%	45.10
Range	0.70	0.45	-0.25	-35.7%	1.96
ATR	0.68	0.67	-0.02	-2.4%	0.00
Volume	3,036	2,050	-986	-32.5%	9,575

Daily Pivots for day following 03-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	47.19	47.02	46.19
R3	46.74	46.57	46.06
R2	46.29	46.29	46.02
R1	46.12	46.12	45.98	46.21
PP	45.84	45.84	45.84	45.89
S1	45.67	45.67	45.90	45.76
S2	45.39	45.39	45.86
S3	44.94	45.22	45.82
S4	44.49	44.77	45.69

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	51.27	50.14	46.18
R3	49.31	48.18	45.64
R2	47.35	47.35	45.46
R1	46.22	46.22	45.28	45.81
PP	45.39	45.39	45.39	45.18
S1	44.26	44.26	44.92	43.85
S2	43.43	43.43	44.74
S3	41.47	42.30	44.56
S4	39.51	40.34	44.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.02	44.55	1.47	3.2%	0.65	1.4%	95%	True	False	1,926
10	48.24	44.55	3.69	8.0%	0.72	1.6%	38%	False	False	1,983
20	48.27	44.55	3.72	8.1%	0.67	1.5%	37%	False	False	2,198
40	49.43	44.55	4.88	10.6%	0.64	1.4%	28%	False	False	1,698

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.14
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	47.93
2.618	47.20
1.618	46.75
1.000	46.47
0.618	46.30
HIGH	46.02
0.618	45.85
0.500	45.80
0.382	45.74
LOW	45.57
0.618	45.29
1.000	45.12
1.618	44.84
2.618	44.39
4.250	43.66

Fisher Pivots for day following 03-Jul-2013
Pivot	1 day	3 day
R1	45.89	45.79
PP	45.84	45.65
S1	45.80	45.50

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

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