CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Sep-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Sep-2013 | 
                    04-Sep-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        44.91 | 
                        44.32 | 
                        -0.59 | 
                        -1.3% | 
                        43.48 | 
                     
                    
                        | High | 
                        45.23 | 
                        44.32 | 
                        -0.91 | 
                        -2.0% | 
                        45.48 | 
                     
                    
                        | Low | 
                        43.98 | 
                        43.78 | 
                        -0.20 | 
                        -0.5% | 
                        43.46 | 
                     
                    
                        | Close | 
                        44.33 | 
                        44.08 | 
                        -0.25 | 
                        -0.6% | 
                        44.44 | 
                     
                    
                        | Range | 
                        1.25 | 
                        0.54 | 
                        -0.71 | 
                        -56.8% | 
                        2.02 | 
                     
                    
                        | ATR | 
                        0.82 | 
                        0.80 | 
                        -0.02 | 
                        -2.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        4,792 | 
                        6,978 | 
                        2,186 | 
                        45.6% | 
                        25,420 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Sep-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                45.68 | 
                45.42 | 
                44.38 | 
                 | 
             
            
                | R3 | 
                45.14 | 
                44.88 | 
                44.23 | 
                 | 
             
            
                | R2 | 
                44.60 | 
                44.60 | 
                44.18 | 
                 | 
             
            
                | R1 | 
                44.34 | 
                44.34 | 
                44.13 | 
                44.20 | 
             
            
                | PP | 
                44.06 | 
                44.06 | 
                44.06 | 
                43.99 | 
             
            
                | S1 | 
                43.80 | 
                43.80 | 
                44.03 | 
                43.66 | 
             
            
                | S2 | 
                43.52 | 
                43.52 | 
                43.98 | 
                 | 
             
            
                | S3 | 
                42.98 | 
                43.26 | 
                43.93 | 
                 | 
             
            
                | S4 | 
                42.44 | 
                42.72 | 
                43.78 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                45.23 | 
                43.78 | 
                1.45 | 
                3.3% | 
                0.81 | 
                1.8% | 
                21% | 
                False | 
                True | 
                5,133 | 
                 
                
                | 10 | 
                45.48 | 
                42.81 | 
                2.67 | 
                6.1% | 
                0.87 | 
                2.0% | 
                48% | 
                False | 
                False | 
                4,855 | 
                 
                
                | 20 | 
                45.48 | 
                42.08 | 
                3.40 | 
                7.7% | 
                0.77 | 
                1.7% | 
                59% | 
                False | 
                False | 
                4,458 | 
                 
                
                | 40 | 
                46.53 | 
                42.08 | 
                4.45 | 
                10.1% | 
                0.71 | 
                1.6% | 
                45% | 
                False | 
                False | 
                3,627 | 
                 
                
                | 60 | 
                48.27 | 
                42.08 | 
                6.19 | 
                14.0% | 
                0.69 | 
                1.6% | 
                32% | 
                False | 
                False | 
                3,164 | 
                 
                
                | 80 | 
                49.43 | 
                42.08 | 
                7.35 | 
                16.7% | 
                0.67 | 
                1.5% | 
                27% | 
                False | 
                False | 
                2,690 | 
                 
                
                | 100 | 
                49.43 | 
                42.08 | 
                7.35 | 
                16.7% | 
                0.67 | 
                1.5% | 
                27% | 
                False | 
                False | 
                2,376 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            46.62 | 
         
        
            | 
2.618             | 
            45.73 | 
         
        
            | 
1.618             | 
            45.19 | 
         
        
            | 
1.000             | 
            44.86 | 
         
        
            | 
0.618             | 
            44.65 | 
         
        
            | 
HIGH             | 
            44.32 | 
         
        
            | 
0.618             | 
            44.11 | 
         
        
            | 
0.500             | 
            44.05 | 
         
        
            | 
0.382             | 
            43.99 | 
         
        
            | 
LOW             | 
            43.78 | 
         
        
            | 
0.618             | 
            43.45 | 
         
        
            | 
1.000             | 
            43.24 | 
         
        
            | 
1.618             | 
            42.91 | 
         
        
            | 
2.618             | 
            42.37 | 
         
        
            | 
4.250             | 
            41.49 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Sep-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                44.07 | 
                                44.51 | 
                             
                            
                                | PP | 
                                44.06 | 
                                44.36 | 
                             
                            
                                | S1 | 
                                44.05 | 
                                44.22 | 
                             
             
         |