CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Sep-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Sep-2013 | 
                    11-Sep-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        43.25 | 
                        43.27 | 
                        0.02 | 
                        0.0% | 
                        44.91 | 
                     
                    
                        | High | 
                        43.71 | 
                        43.54 | 
                        -0.17 | 
                        -0.4% | 
                        45.23 | 
                     
                    
                        | Low | 
                        43.00 | 
                        43.11 | 
                        0.11 | 
                        0.3% | 
                        43.54 | 
                     
                    
                        | Close | 
                        43.27 | 
                        43.16 | 
                        -0.11 | 
                        -0.3% | 
                        43.92 | 
                     
                    
                        | Range | 
                        0.71 | 
                        0.43 | 
                        -0.28 | 
                        -39.4% | 
                        1.69 | 
                     
                    
                        | ATR | 
                        0.82 | 
                        0.79 | 
                        -0.03 | 
                        -3.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        5,500 | 
                        8,720 | 
                        3,220 | 
                        58.5% | 
                        23,928 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Sep-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                44.56 | 
                44.29 | 
                43.40 | 
                 | 
             
            
                | R3 | 
                44.13 | 
                43.86 | 
                43.28 | 
                 | 
             
            
                | R2 | 
                43.70 | 
                43.70 | 
                43.24 | 
                 | 
             
            
                | R1 | 
                43.43 | 
                43.43 | 
                43.20 | 
                43.35 | 
             
            
                | PP | 
                43.27 | 
                43.27 | 
                43.27 | 
                43.23 | 
             
            
                | S1 | 
                43.00 | 
                43.00 | 
                43.12 | 
                42.92 | 
             
            
                | S2 | 
                42.84 | 
                42.84 | 
                43.08 | 
                 | 
             
            
                | S3 | 
                42.41 | 
                42.57 | 
                43.04 | 
                 | 
             
            
                | S4 | 
                41.98 | 
                42.14 | 
                42.92 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Sep-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                49.30 | 
                48.30 | 
                44.85 | 
                 | 
             
            
                | R3 | 
                47.61 | 
                46.61 | 
                44.38 | 
                 | 
             
            
                | R2 | 
                45.92 | 
                45.92 | 
                44.23 | 
                 | 
             
            
                | R1 | 
                44.92 | 
                44.92 | 
                44.07 | 
                44.58 | 
             
            
                | PP | 
                44.23 | 
                44.23 | 
                44.23 | 
                44.06 | 
             
            
                | S1 | 
                43.23 | 
                43.23 | 
                43.77 | 
                42.89 | 
             
            
                | S2 | 
                42.54 | 
                42.54 | 
                43.61 | 
                 | 
             
            
                | S3 | 
                40.85 | 
                41.54 | 
                43.46 | 
                 | 
             
            
                | S4 | 
                39.16 | 
                39.85 | 
                42.99 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                44.63 | 
                43.00 | 
                1.63 | 
                3.8% | 
                0.77 | 
                1.8% | 
                10% | 
                False | 
                False | 
                6,778 | 
                 
                
                | 10 | 
                45.23 | 
                43.00 | 
                2.23 | 
                5.2% | 
                0.79 | 
                1.8% | 
                7% | 
                False | 
                False | 
                5,955 | 
                 
                
                | 20 | 
                45.48 | 
                42.75 | 
                2.73 | 
                6.3% | 
                0.80 | 
                1.9% | 
                15% | 
                False | 
                False | 
                5,068 | 
                 
                
                | 40 | 
                45.75 | 
                42.08 | 
                3.67 | 
                8.5% | 
                0.73 | 
                1.7% | 
                29% | 
                False | 
                False | 
                4,076 | 
                 
                
                | 60 | 
                48.27 | 
                42.08 | 
                6.19 | 
                14.3% | 
                0.71 | 
                1.6% | 
                17% | 
                False | 
                False | 
                3,502 | 
                 
                
                | 80 | 
                49.43 | 
                42.08 | 
                7.35 | 
                17.0% | 
                0.68 | 
                1.6% | 
                15% | 
                False | 
                False | 
                3,046 | 
                 
                
                | 100 | 
                49.43 | 
                42.08 | 
                7.35 | 
                17.0% | 
                0.67 | 
                1.6% | 
                15% | 
                False | 
                False | 
                2,690 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            45.37 | 
         
        
            | 
2.618             | 
            44.67 | 
         
        
            | 
1.618             | 
            44.24 | 
         
        
            | 
1.000             | 
            43.97 | 
         
        
            | 
0.618             | 
            43.81 | 
         
        
            | 
HIGH             | 
            43.54 | 
         
        
            | 
0.618             | 
            43.38 | 
         
        
            | 
0.500             | 
            43.33 | 
         
        
            | 
0.382             | 
            43.27 | 
         
        
            | 
LOW             | 
            43.11 | 
         
        
            | 
0.618             | 
            42.84 | 
         
        
            | 
1.000             | 
            42.68 | 
         
        
            | 
1.618             | 
            42.41 | 
         
        
            | 
2.618             | 
            41.98 | 
         
        
            | 
4.250             | 
            41.28 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Sep-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                43.33 | 
                                43.67 | 
                             
                            
                                | PP | 
                                43.27 | 
                                43.50 | 
                             
                            
                                | S1 | 
                                43.22 | 
                                43.33 | 
                             
             
         |