CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Aug-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Aug-2013 | 
                    19-Aug-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        43.66 | 
                        44.04 | 
                        0.38 | 
                        0.9% | 
                        42.26 | 
                     
                    
                        | High | 
                        44.11 | 
                        44.15 | 
                        0.04 | 
                        0.1% | 
                        44.11 | 
                     
                    
                        | Low | 
                        43.29 | 
                        43.61 | 
                        0.32 | 
                        0.7% | 
                        42.17 | 
                     
                    
                        | Close | 
                        43.36 | 
                        43.94 | 
                        0.58 | 
                        1.3% | 
                        43.36 | 
                     
                    
                        | Range | 
                        0.82 | 
                        0.54 | 
                        -0.28 | 
                        -34.1% | 
                        1.94 | 
                     
                    
                        | ATR | 
                        0.69 | 
                        0.69 | 
                        0.01 | 
                        1.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,317 | 
                        3,574 | 
                        257 | 
                        7.7% | 
                        20,661 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Aug-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                45.52 | 
                45.27 | 
                44.24 | 
                 | 
             
            
                | R3 | 
                44.98 | 
                44.73 | 
                44.09 | 
                 | 
             
            
                | R2 | 
                44.44 | 
                44.44 | 
                44.04 | 
                 | 
             
            
                | R1 | 
                44.19 | 
                44.19 | 
                43.99 | 
                44.05 | 
             
            
                | PP | 
                43.90 | 
                43.90 | 
                43.90 | 
                43.83 | 
             
            
                | S1 | 
                43.65 | 
                43.65 | 
                43.89 | 
                43.51 | 
             
            
                | S2 | 
                43.36 | 
                43.36 | 
                43.84 | 
                 | 
             
            
                | S3 | 
                42.82 | 
                43.11 | 
                43.79 | 
                 | 
             
            
                | S4 | 
                42.28 | 
                42.57 | 
                43.64 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Aug-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                49.03 | 
                48.14 | 
                44.43 | 
                 | 
             
            
                | R3 | 
                47.09 | 
                46.20 | 
                43.89 | 
                 | 
             
            
                | R2 | 
                45.15 | 
                45.15 | 
                43.72 | 
                 | 
             
            
                | R1 | 
                44.26 | 
                44.26 | 
                43.54 | 
                44.71 | 
             
            
                | PP | 
                43.21 | 
                43.21 | 
                43.21 | 
                43.44 | 
             
            
                | S1 | 
                42.32 | 
                42.32 | 
                43.18 | 
                42.77 | 
             
            
                | S2 | 
                41.27 | 
                41.27 | 
                43.00 | 
                 | 
             
            
                | S3 | 
                39.33 | 
                40.38 | 
                42.83 | 
                 | 
             
            
                | S4 | 
                37.39 | 
                38.44 | 
                42.29 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                44.15 | 
                42.75 | 
                1.40 | 
                3.2% | 
                0.69 | 
                1.6% | 
                85% | 
                True | 
                False | 
                4,077 | 
                 
                
                | 10 | 
                44.15 | 
                42.08 | 
                2.07 | 
                4.7% | 
                0.68 | 
                1.5% | 
                90% | 
                True | 
                False | 
                3,824 | 
                 
                
                | 20 | 
                45.61 | 
                42.08 | 
                3.53 | 
                8.0% | 
                0.71 | 
                1.6% | 
                53% | 
                False | 
                False | 
                3,355 | 
                 
                
                | 40 | 
                46.53 | 
                42.08 | 
                4.45 | 
                10.1% | 
                0.65 | 
                1.5% | 
                42% | 
                False | 
                False | 
                2,900 | 
                 
                
                | 60 | 
                49.11 | 
                42.08 | 
                7.03 | 
                16.0% | 
                0.64 | 
                1.5% | 
                26% | 
                False | 
                False | 
                2,572 | 
                 
                
                | 80 | 
                49.43 | 
                42.08 | 
                7.35 | 
                16.7% | 
                0.65 | 
                1.5% | 
                25% | 
                False | 
                False | 
                2,236 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            46.45 | 
         
        
            | 
2.618             | 
            45.56 | 
         
        
            | 
1.618             | 
            45.02 | 
         
        
            | 
1.000             | 
            44.69 | 
         
        
            | 
0.618             | 
            44.48 | 
         
        
            | 
HIGH             | 
            44.15 | 
         
        
            | 
0.618             | 
            43.94 | 
         
        
            | 
0.500             | 
            43.88 | 
         
        
            | 
0.382             | 
            43.82 | 
         
        
            | 
LOW             | 
            43.61 | 
         
        
            | 
0.618             | 
            43.28 | 
         
        
            | 
1.000             | 
            43.07 | 
         
        
            | 
1.618             | 
            42.74 | 
         
        
            | 
2.618             | 
            42.20 | 
         
        
            | 
4.250             | 
            41.32 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Aug-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                43.92 | 
                                43.81 | 
                             
                            
                                | PP | 
                                43.90 | 
                                43.67 | 
                             
                            
                                | S1 | 
                                43.88 | 
                                43.54 | 
                             
             
         |