CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Aug-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Aug-2013 | 
                    27-Aug-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        43.48 | 
                        45.07 | 
                        1.59 | 
                        3.7% | 
                        44.04 | 
                     
                    
                        | High | 
                        45.48 | 
                        45.28 | 
                        -0.20 | 
                        -0.4% | 
                        44.15 | 
                     
                    
                        | Low | 
                        43.46 | 
                        44.56 | 
                        1.10 | 
                        2.5% | 
                        42.81 | 
                     
                    
                        | Close | 
                        45.01 | 
                        44.66 | 
                        -0.35 | 
                        -0.8% | 
                        43.15 | 
                     
                    
                        | Range | 
                        2.02 | 
                        0.72 | 
                        -1.30 | 
                        -64.4% | 
                        1.34 | 
                     
                    
                        | ATR | 
                        0.80 | 
                        0.80 | 
                        -0.01 | 
                        -0.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        5,570 | 
                        5,954 | 
                        384 | 
                        6.9% | 
                        19,802 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Aug-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                46.99 | 
                46.55 | 
                45.06 | 
                 | 
             
            
                | R3 | 
                46.27 | 
                45.83 | 
                44.86 | 
                 | 
             
            
                | R2 | 
                45.55 | 
                45.55 | 
                44.79 | 
                 | 
             
            
                | R1 | 
                45.11 | 
                45.11 | 
                44.73 | 
                44.97 | 
             
            
                | PP | 
                44.83 | 
                44.83 | 
                44.83 | 
                44.77 | 
             
            
                | S1 | 
                44.39 | 
                44.39 | 
                44.59 | 
                44.25 | 
             
            
                | S2 | 
                44.11 | 
                44.11 | 
                44.53 | 
                 | 
             
            
                | S3 | 
                43.39 | 
                43.67 | 
                44.46 | 
                 | 
             
            
                | S4 | 
                42.67 | 
                42.95 | 
                44.26 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Aug-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                47.39 | 
                46.61 | 
                43.89 | 
                 | 
             
            
                | R3 | 
                46.05 | 
                45.27 | 
                43.52 | 
                 | 
             
            
                | R2 | 
                44.71 | 
                44.71 | 
                43.40 | 
                 | 
             
            
                | R1 | 
                43.93 | 
                43.93 | 
                43.27 | 
                43.65 | 
             
            
                | PP | 
                43.37 | 
                43.37 | 
                43.37 | 
                43.23 | 
             
            
                | S1 | 
                42.59 | 
                42.59 | 
                43.03 | 
                42.31 | 
             
            
                | S2 | 
                42.03 | 
                42.03 | 
                42.90 | 
                 | 
             
            
                | S3 | 
                40.69 | 
                41.25 | 
                42.78 | 
                 | 
             
            
                | S4 | 
                39.35 | 
                39.91 | 
                42.41 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                45.48 | 
                42.81 | 
                2.67 | 
                6.0% | 
                0.92 | 
                2.1% | 
                69% | 
                False | 
                False | 
                4,578 | 
                 
                
                | 10 | 
                45.48 | 
                42.75 | 
                2.73 | 
                6.1% | 
                0.82 | 
                1.8% | 
                70% | 
                False | 
                False | 
                4,180 | 
                 
                
                | 20 | 
                45.48 | 
                42.08 | 
                3.40 | 
                7.6% | 
                0.74 | 
                1.7% | 
                76% | 
                False | 
                False | 
                3,774 | 
                 
                
                | 40 | 
                46.53 | 
                42.08 | 
                4.45 | 
                10.0% | 
                0.68 | 
                1.5% | 
                58% | 
                False | 
                False | 
                3,299 | 
                 
                
                | 60 | 
                48.27 | 
                42.08 | 
                6.19 | 
                13.9% | 
                0.67 | 
                1.5% | 
                42% | 
                False | 
                False | 
                2,905 | 
                 
                
                | 80 | 
                49.43 | 
                42.08 | 
                7.35 | 
                16.5% | 
                0.66 | 
                1.5% | 
                35% | 
                False | 
                False | 
                2,492 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            48.34 | 
         
        
            | 
2.618             | 
            47.16 | 
         
        
            | 
1.618             | 
            46.44 | 
         
        
            | 
1.000             | 
            46.00 | 
         
        
            | 
0.618             | 
            45.72 | 
         
        
            | 
HIGH             | 
            45.28 | 
         
        
            | 
0.618             | 
            45.00 | 
         
        
            | 
0.500             | 
            44.92 | 
         
        
            | 
0.382             | 
            44.84 | 
         
        
            | 
LOW             | 
            44.56 | 
         
        
            | 
0.618             | 
            44.12 | 
         
        
            | 
1.000             | 
            43.84 | 
         
        
            | 
1.618             | 
            43.40 | 
         
        
            | 
2.618             | 
            42.68 | 
         
        
            | 
4.250             | 
            41.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Aug-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                44.92 | 
                                44.50 | 
                             
                            
                                | PP | 
                                44.83 | 
                                44.35 | 
                             
                            
                                | S1 | 
                                44.75 | 
                                44.19 | 
                             
             
         |