CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Jul-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Jul-2013 | 
                    11-Jul-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        46.03 | 
                        46.04 | 
                        0.01 | 
                        0.0% | 
                        44.98 | 
                     
                    
                        | High | 
                        46.27 | 
                        46.53 | 
                        0.26 | 
                        0.6% | 
                        46.32 | 
                     
                    
                        | Low | 
                        45.80 | 
                        45.69 | 
                        -0.11 | 
                        -0.2% | 
                        44.98 | 
                     
                    
                        | Close | 
                        46.16 | 
                        45.74 | 
                        -0.42 | 
                        -0.9% | 
                        46.03 | 
                     
                    
                        | Range | 
                        0.47 | 
                        0.84 | 
                        0.37 | 
                        78.7% | 
                        1.34 | 
                     
                    
                        | ATR | 
                        0.64 | 
                        0.66 | 
                        0.01 | 
                        2.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        4,008 | 
                        2,425 | 
                        -1,583 | 
                        -39.5% | 
                        9,194 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Jul-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                48.51 | 
                47.96 | 
                46.20 | 
                 | 
             
            
                | R3 | 
                47.67 | 
                47.12 | 
                45.97 | 
                 | 
             
            
                | R2 | 
                46.83 | 
                46.83 | 
                45.89 | 
                 | 
             
            
                | R1 | 
                46.28 | 
                46.28 | 
                45.82 | 
                46.14 | 
             
            
                | PP | 
                45.99 | 
                45.99 | 
                45.99 | 
                45.91 | 
             
            
                | S1 | 
                45.44 | 
                45.44 | 
                45.66 | 
                45.30 | 
             
            
                | S2 | 
                45.15 | 
                45.15 | 
                45.59 | 
                 | 
             
            
                | S3 | 
                44.31 | 
                44.60 | 
                45.51 | 
                 | 
             
            
                | S4 | 
                43.47 | 
                43.76 | 
                45.28 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Jul-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                49.80 | 
                49.25 | 
                46.77 | 
                 | 
             
            
                | R3 | 
                48.46 | 
                47.91 | 
                46.40 | 
                 | 
             
            
                | R2 | 
                47.12 | 
                47.12 | 
                46.28 | 
                 | 
             
            
                | R1 | 
                46.57 | 
                46.57 | 
                46.15 | 
                46.85 | 
             
            
                | PP | 
                45.78 | 
                45.78 | 
                45.78 | 
                45.91 | 
             
            
                | S1 | 
                45.23 | 
                45.23 | 
                45.91 | 
                45.51 | 
             
            
                | S2 | 
                44.44 | 
                44.44 | 
                45.78 | 
                 | 
             
            
                | S3 | 
                43.10 | 
                43.89 | 
                45.66 | 
                 | 
             
            
                | S4 | 
                41.76 | 
                42.55 | 
                45.29 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                46.53 | 
                45.50 | 
                1.03 | 
                2.3% | 
                0.63 | 
                1.4% | 
                23% | 
                True | 
                False | 
                2,780 | 
                 
                
                | 10 | 
                46.53 | 
                44.55 | 
                1.98 | 
                4.3% | 
                0.64 | 
                1.4% | 
                60% | 
                True | 
                False | 
                2,353 | 
                 
                
                | 20 | 
                48.27 | 
                44.55 | 
                3.72 | 
                8.1% | 
                0.68 | 
                1.5% | 
                32% | 
                False | 
                False | 
                2,163 | 
                 
                
                | 40 | 
                49.43 | 
                44.55 | 
                4.88 | 
                10.7% | 
                0.64 | 
                1.4% | 
                24% | 
                False | 
                False | 
                1,837 | 
                 
                
                | 60 | 
                49.43 | 
                44.55 | 
                4.88 | 
                10.7% | 
                0.64 | 
                1.4% | 
                24% | 
                False | 
                False | 
                1,631 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            50.10 | 
         
        
            | 
2.618             | 
            48.73 | 
         
        
            | 
1.618             | 
            47.89 | 
         
        
            | 
1.000             | 
            47.37 | 
         
        
            | 
0.618             | 
            47.05 | 
         
        
            | 
HIGH             | 
            46.53 | 
         
        
            | 
0.618             | 
            46.21 | 
         
        
            | 
0.500             | 
            46.11 | 
         
        
            | 
0.382             | 
            46.01 | 
         
        
            | 
LOW             | 
            45.69 | 
         
        
            | 
0.618             | 
            45.17 | 
         
        
            | 
1.000             | 
            44.85 | 
         
        
            | 
1.618             | 
            44.33 | 
         
        
            | 
2.618             | 
            43.49 | 
         
        
            | 
4.250             | 
            42.12 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Jul-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                46.11 | 
                                46.02 | 
                             
                            
                                | PP | 
                                45.99 | 
                                45.92 | 
                             
                            
                                | S1 | 
                                45.86 | 
                                45.83 | 
                             
             
         |