CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Sep-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Aug-2013 | 
                    03-Sep-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        44.39 | 
                        44.91 | 
                        0.52 | 
                        1.2% | 
                        43.48 | 
                     
                    
                        | High | 
                        44.51 | 
                        45.23 | 
                        0.72 | 
                        1.6% | 
                        45.48 | 
                     
                    
                        | Low | 
                        43.82 | 
                        43.98 | 
                        0.16 | 
                        0.4% | 
                        43.46 | 
                     
                    
                        | Close | 
                        44.44 | 
                        44.33 | 
                        -0.11 | 
                        -0.2% | 
                        44.44 | 
                     
                    
                        | Range | 
                        0.69 | 
                        1.25 | 
                        0.56 | 
                        81.2% | 
                        2.02 | 
                     
                    
                        | ATR | 
                        0.79 | 
                        0.82 | 
                        0.03 | 
                        4.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        4,066 | 
                        4,792 | 
                        726 | 
                        17.9% | 
                        25,420 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Sep-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                48.26 | 
                47.55 | 
                45.02 | 
                 | 
             
            
                | R3 | 
                47.01 | 
                46.30 | 
                44.67 | 
                 | 
             
            
                | R2 | 
                45.76 | 
                45.76 | 
                44.56 | 
                 | 
             
            
                | R1 | 
                45.05 | 
                45.05 | 
                44.44 | 
                44.78 | 
             
            
                | PP | 
                44.51 | 
                44.51 | 
                44.51 | 
                44.38 | 
             
            
                | S1 | 
                43.80 | 
                43.80 | 
                44.22 | 
                43.53 | 
             
            
                | S2 | 
                43.26 | 
                43.26 | 
                44.10 | 
                 | 
             
            
                | S3 | 
                42.01 | 
                42.55 | 
                43.99 | 
                 | 
             
            
                | S4 | 
                40.76 | 
                41.30 | 
                43.64 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Aug-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                50.52 | 
                49.50 | 
                45.55 | 
                 | 
             
            
                | R3 | 
                48.50 | 
                47.48 | 
                45.00 | 
                 | 
             
            
                | R2 | 
                46.48 | 
                46.48 | 
                44.81 | 
                 | 
             
            
                | R1 | 
                45.46 | 
                45.46 | 
                44.63 | 
                45.97 | 
             
            
                | PP | 
                44.46 | 
                44.46 | 
                44.46 | 
                44.72 | 
             
            
                | S1 | 
                43.44 | 
                43.44 | 
                44.25 | 
                43.95 | 
             
            
                | S2 | 
                42.44 | 
                42.44 | 
                44.07 | 
                 | 
             
            
                | S3 | 
                40.42 | 
                41.42 | 
                43.88 | 
                 | 
             
            
                | S4 | 
                38.40 | 
                39.40 | 
                43.33 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                45.28 | 
                43.82 | 
                1.46 | 
                3.3% | 
                0.85 | 
                1.9% | 
                35% | 
                False | 
                False | 
                4,928 | 
                 
                
                | 10 | 
                45.48 | 
                42.81 | 
                2.67 | 
                6.0% | 
                0.89 | 
                2.0% | 
                57% | 
                False | 
                False | 
                4,644 | 
                 
                
                | 20 | 
                45.48 | 
                42.08 | 
                3.40 | 
                7.7% | 
                0.79 | 
                1.8% | 
                66% | 
                False | 
                False | 
                4,234 | 
                 
                
                | 40 | 
                46.53 | 
                42.08 | 
                4.45 | 
                10.0% | 
                0.71 | 
                1.6% | 
                51% | 
                False | 
                False | 
                3,538 | 
                 
                
                | 60 | 
                48.27 | 
                42.08 | 
                6.19 | 
                14.0% | 
                0.69 | 
                1.6% | 
                36% | 
                False | 
                False | 
                3,083 | 
                 
                
                | 80 | 
                49.43 | 
                42.08 | 
                7.35 | 
                16.6% | 
                0.67 | 
                1.5% | 
                31% | 
                False | 
                False | 
                2,623 | 
                 
                
                | 100 | 
                49.74 | 
                42.08 | 
                7.66 | 
                17.3% | 
                0.67 | 
                1.5% | 
                29% | 
                False | 
                False | 
                2,311 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            50.54 | 
         
        
            | 
2.618             | 
            48.50 | 
         
        
            | 
1.618             | 
            47.25 | 
         
        
            | 
1.000             | 
            46.48 | 
         
        
            | 
0.618             | 
            46.00 | 
         
        
            | 
HIGH             | 
            45.23 | 
         
        
            | 
0.618             | 
            44.75 | 
         
        
            | 
0.500             | 
            44.61 | 
         
        
            | 
0.382             | 
            44.46 | 
         
        
            | 
LOW             | 
            43.98 | 
         
        
            | 
0.618             | 
            43.21 | 
         
        
            | 
1.000             | 
            42.73 | 
         
        
            | 
1.618             | 
            41.96 | 
         
        
            | 
2.618             | 
            40.71 | 
         
        
            | 
4.250             | 
            38.67 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Sep-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                44.61 | 
                                44.53 | 
                             
                            
                                | PP | 
                                44.51 | 
                                44.46 | 
                             
                            
                                | S1 | 
                                44.42 | 
                                44.40 | 
                             
             
         |