CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Jul-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Jul-2013 | 
                    12-Jul-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        46.04 | 
                        45.79 | 
                        -0.25 | 
                        -0.5% | 
                        46.02 | 
                     
                    
                        | High | 
                        46.53 | 
                        45.89 | 
                        -0.64 | 
                        -1.4% | 
                        46.53 | 
                     
                    
                        | Low | 
                        45.69 | 
                        45.46 | 
                        -0.23 | 
                        -0.5% | 
                        45.46 | 
                     
                    
                        | Close | 
                        45.74 | 
                        45.83 | 
                        0.09 | 
                        0.2% | 
                        45.83 | 
                     
                    
                        | Range | 
                        0.84 | 
                        0.43 | 
                        -0.41 | 
                        -48.8% | 
                        1.07 | 
                     
                    
                        | ATR | 
                        0.66 | 
                        0.64 | 
                        -0.02 | 
                        -2.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,425 | 
                        2,917 | 
                        492 | 
                        20.3% | 
                        14,937 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Jul-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                47.02 | 
                46.85 | 
                46.07 | 
                 | 
             
            
                | R3 | 
                46.59 | 
                46.42 | 
                45.95 | 
                 | 
             
            
                | R2 | 
                46.16 | 
                46.16 | 
                45.91 | 
                 | 
             
            
                | R1 | 
                45.99 | 
                45.99 | 
                45.87 | 
                46.08 | 
             
            
                | PP | 
                45.73 | 
                45.73 | 
                45.73 | 
                45.77 | 
             
            
                | S1 | 
                45.56 | 
                45.56 | 
                45.79 | 
                45.65 | 
             
            
                | S2 | 
                45.30 | 
                45.30 | 
                45.75 | 
                 | 
             
            
                | S3 | 
                44.87 | 
                45.13 | 
                45.71 | 
                 | 
             
            
                | S4 | 
                44.44 | 
                44.70 | 
                45.59 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Jul-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                49.15 | 
                48.56 | 
                46.42 | 
                 | 
             
            
                | R3 | 
                48.08 | 
                47.49 | 
                46.12 | 
                 | 
             
            
                | R2 | 
                47.01 | 
                47.01 | 
                46.03 | 
                 | 
             
            
                | R1 | 
                46.42 | 
                46.42 | 
                45.93 | 
                46.18 | 
             
            
                | PP | 
                45.94 | 
                45.94 | 
                45.94 | 
                45.82 | 
             
            
                | S1 | 
                45.35 | 
                45.35 | 
                45.73 | 
                45.11 | 
             
            
                | S2 | 
                44.87 | 
                44.87 | 
                45.63 | 
                 | 
             
            
                | S3 | 
                43.80 | 
                44.28 | 
                45.54 | 
                 | 
             
            
                | S4 | 
                42.73 | 
                43.21 | 
                45.24 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                46.53 | 
                45.46 | 
                1.07 | 
                2.3% | 
                0.57 | 
                1.2% | 
                35% | 
                False | 
                True | 
                2,987 | 
                 
                
                | 10 | 
                46.53 | 
                44.55 | 
                1.98 | 
                4.3% | 
                0.62 | 
                1.4% | 
                65% | 
                False | 
                False | 
                2,525 | 
                 
                
                | 20 | 
                48.27 | 
                44.55 | 
                3.72 | 
                8.1% | 
                0.67 | 
                1.5% | 
                34% | 
                False | 
                False | 
                2,193 | 
                 
                
                | 40 | 
                49.43 | 
                44.55 | 
                4.88 | 
                10.6% | 
                0.63 | 
                1.4% | 
                26% | 
                False | 
                False | 
                1,902 | 
                 
                
                | 60 | 
                49.43 | 
                44.55 | 
                4.88 | 
                10.6% | 
                0.64 | 
                1.4% | 
                26% | 
                False | 
                False | 
                1,669 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            47.72 | 
         
        
            | 
2.618             | 
            47.02 | 
         
        
            | 
1.618             | 
            46.59 | 
         
        
            | 
1.000             | 
            46.32 | 
         
        
            | 
0.618             | 
            46.16 | 
         
        
            | 
HIGH             | 
            45.89 | 
         
        
            | 
0.618             | 
            45.73 | 
         
        
            | 
0.500             | 
            45.68 | 
         
        
            | 
0.382             | 
            45.62 | 
         
        
            | 
LOW             | 
            45.46 | 
         
        
            | 
0.618             | 
            45.19 | 
         
        
            | 
1.000             | 
            45.03 | 
         
        
            | 
1.618             | 
            44.76 | 
         
        
            | 
2.618             | 
            44.33 | 
         
        
            | 
4.250             | 
            43.63 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Jul-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                45.78 | 
                                46.00 | 
                             
                            
                                | PP | 
                                45.73 | 
                                45.94 | 
                             
                            
                                | S1 | 
                                45.68 | 
                                45.89 | 
                             
             
         |