CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Jul-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Jul-2013 | 
                    16-Jul-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        45.77 | 
                        45.60 | 
                        -0.17 | 
                        -0.4% | 
                        46.02 | 
                     
                    
                        | High | 
                        45.81 | 
                        45.76 | 
                        -0.05 | 
                        -0.1% | 
                        46.53 | 
                     
                    
                        | Low | 
                        45.24 | 
                        45.33 | 
                        0.09 | 
                        0.2% | 
                        45.46 | 
                     
                    
                        | Close | 
                        45.35 | 
                        45.36 | 
                        0.01 | 
                        0.0% | 
                        45.83 | 
                     
                    
                        | Range | 
                        0.57 | 
                        0.43 | 
                        -0.14 | 
                        -24.6% | 
                        1.07 | 
                     
                    
                        | ATR | 
                        0.64 | 
                        0.62 | 
                        -0.01 | 
                        -2.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        4,366 | 
                        2,227 | 
                        -2,139 | 
                        -49.0% | 
                        14,937 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Jul-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                46.77 | 
                46.50 | 
                45.60 | 
                 | 
             
            
                | R3 | 
                46.34 | 
                46.07 | 
                45.48 | 
                 | 
             
            
                | R2 | 
                45.91 | 
                45.91 | 
                45.44 | 
                 | 
             
            
                | R1 | 
                45.64 | 
                45.64 | 
                45.40 | 
                45.56 | 
             
            
                | PP | 
                45.48 | 
                45.48 | 
                45.48 | 
                45.45 | 
             
            
                | S1 | 
                45.21 | 
                45.21 | 
                45.32 | 
                45.13 | 
             
            
                | S2 | 
                45.05 | 
                45.05 | 
                45.28 | 
                 | 
             
            
                | S3 | 
                44.62 | 
                44.78 | 
                45.24 | 
                 | 
             
            
                | S4 | 
                44.19 | 
                44.35 | 
                45.12 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                45.24 | 
                1.29 | 
                2.8% | 
                0.55 | 
                1.2% | 
                9% | 
                False | 
                False | 
                3,188 | 
                 
                
                | 10 | 
                46.53 | 
                45.22 | 
                1.31 | 
                2.9% | 
                0.57 | 
                1.3% | 
                11% | 
                False | 
                False | 
                2,850 | 
                 
                
                | 20 | 
                48.27 | 
                44.55 | 
                3.72 | 
                8.2% | 
                0.66 | 
                1.4% | 
                22% | 
                False | 
                False | 
                2,356 | 
                 
                
                | 40 | 
                49.43 | 
                44.55 | 
                4.88 | 
                10.8% | 
                0.63 | 
                1.4% | 
                17% | 
                False | 
                False | 
                2,016 | 
                 
                
                | 60 | 
                49.43 | 
                44.55 | 
                4.88 | 
                10.8% | 
                0.63 | 
                1.4% | 
                17% | 
                False | 
                False | 
                1,767 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            47.59 | 
         
        
            | 
2.618             | 
            46.89 | 
         
        
            | 
1.618             | 
            46.46 | 
         
        
            | 
1.000             | 
            46.19 | 
         
        
            | 
0.618             | 
            46.03 | 
         
        
            | 
HIGH             | 
            45.76 | 
         
        
            | 
0.618             | 
            45.60 | 
         
        
            | 
0.500             | 
            45.55 | 
         
        
            | 
0.382             | 
            45.49 | 
         
        
            | 
LOW             | 
            45.33 | 
         
        
            | 
0.618             | 
            45.06 | 
         
        
            | 
1.000             | 
            44.90 | 
         
        
            | 
1.618             | 
            44.63 | 
         
        
            | 
2.618             | 
            44.20 | 
         
        
            | 
4.250             | 
            43.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Jul-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                45.55 | 
                                45.57 | 
                             
                            
                                | PP | 
                                45.48 | 
                                45.50 | 
                             
                            
                                | S1 | 
                                45.42 | 
                                45.43 | 
                             
             
         |