CME Soybean Oil Future January 2014

Trading Metrics calculated at close of trading on 25-Jul-2013

Day Change Summary
	Previous	Current
	24-Jul-2013	25-Jul-2013	Change	Change %	Previous Week
Open	44.93	44.26	-0.67	-1.5%	45.77
High	45.03	44.48	-0.55	-1.2%	45.81
Low	44.07	43.67	-0.40	-0.9%	45.17
Close	44.26	44.02	-0.24	-0.5%	45.41
Range	0.96	0.81	-0.15	-15.6%	0.64
ATR	0.63	0.64	0.01	2.1%	0.00
Volume	3,919	4,608	689	17.6%	13,087

Daily Pivots for day following 25-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	46.49	46.06	44.47
R3	45.68	45.25	44.24
R2	44.87	44.87	44.17
R1	44.44	44.44	44.09	44.25
PP	44.06	44.06	44.06	43.96
S1	43.63	43.63	43.95	43.44
S2	43.25	43.25	43.87
S3	42.44	42.82	43.80
S4	41.63	42.01	43.57

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	47.38	47.04	45.76
R3	46.74	46.40	45.59
R2	46.10	46.10	45.53
R1	45.76	45.76	45.47	45.61
PP	45.46	45.46	45.46	45.39
S1	45.12	45.12	45.35	44.97
S2	44.82	44.82	45.29
S3	44.18	44.48	45.23
S4	43.54	43.84	45.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	45.75	43.67	2.08	4.7%	0.71	1.6%	17%	False	True	3,022
10	45.89	43.67	2.22	5.0%	0.59	1.3%	16%	False	True	2,885
20	46.53	43.67	2.86	6.5%	0.62	1.4%	12%	False	True	2,619
40	48.30	43.67	4.63	10.5%	0.62	1.4%	8%	False	True	2,360
60	49.43	43.67	5.76	13.1%	0.64	1.4%	6%	False	True	1,996

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.14
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	47.92
2.618	46.60
1.618	45.79
1.000	45.29
0.618	44.98
HIGH	44.48
0.618	44.17
0.500	44.08
0.382	43.98
LOW	43.67
0.618	43.17
1.000	42.86
1.618	42.36
2.618	41.55
4.250	40.23

Fisher Pivots for day following 25-Jul-2013
Pivot	1 day	3 day
R1	44.08	44.64
PP	44.06	44.43
S1	44.04	44.23

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

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