CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Sep-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Sep-2013 | 
                    17-Sep-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        42.48 | 
                        42.61 | 
                        0.13 | 
                        0.3% | 
                        44.20 | 
                     
                    
                        | High | 
                        42.89 | 
                        42.87 | 
                        -0.02 | 
                        0.0% | 
                        44.33 | 
                     
                    
                        | Low | 
                        42.33 | 
                        42.28 | 
                        -0.05 | 
                        -0.1% | 
                        42.62 | 
                     
                    
                        | Close | 
                        42.59 | 
                        42.46 | 
                        -0.13 | 
                        -0.3% | 
                        42.77 | 
                     
                    
                        | Range | 
                        0.56 | 
                        0.59 | 
                        0.03 | 
                        5.4% | 
                        1.71 | 
                     
                    
                        | ATR | 
                        0.77 | 
                        0.75 | 
                        -0.01 | 
                        -1.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        7,213 | 
                        5,387 | 
                        -1,826 | 
                        -25.3% | 
                        36,733 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Sep-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                44.31 | 
                43.97 | 
                42.78 | 
                 | 
             
            
                | R3 | 
                43.72 | 
                43.38 | 
                42.62 | 
                 | 
             
            
                | R2 | 
                43.13 | 
                43.13 | 
                42.57 | 
                 | 
             
            
                | R1 | 
                42.79 | 
                42.79 | 
                42.51 | 
                42.67 | 
             
            
                | PP | 
                42.54 | 
                42.54 | 
                42.54 | 
                42.47 | 
             
            
                | S1 | 
                42.20 | 
                42.20 | 
                42.41 | 
                42.08 | 
             
            
                | S2 | 
                41.95 | 
                41.95 | 
                42.35 | 
                 | 
             
            
                | S3 | 
                41.36 | 
                41.61 | 
                42.30 | 
                 | 
             
            
                | S4 | 
                40.77 | 
                41.02 | 
                42.14 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Sep-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                48.37 | 
                47.28 | 
                43.71 | 
                 | 
             
            
                | R3 | 
                46.66 | 
                45.57 | 
                43.24 | 
                 | 
             
            
                | R2 | 
                44.95 | 
                44.95 | 
                43.08 | 
                 | 
             
            
                | R1 | 
                43.86 | 
                43.86 | 
                42.93 | 
                43.55 | 
             
            
                | PP | 
                43.24 | 
                43.24 | 
                43.24 | 
                43.09 | 
             
            
                | S1 | 
                42.15 | 
                42.15 | 
                42.61 | 
                41.84 | 
             
            
                | S2 | 
                41.53 | 
                41.53 | 
                42.46 | 
                 | 
             
            
                | S3 | 
                39.82 | 
                40.44 | 
                42.30 | 
                 | 
             
            
                | S4 | 
                38.11 | 
                38.73 | 
                41.83 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                43.54 | 
                42.28 | 
                1.26 | 
                3.0% | 
                0.61 | 
                1.4% | 
                14% | 
                False | 
                True | 
                7,263 | 
                 
                
                | 10 | 
                44.63 | 
                42.28 | 
                2.35 | 
                5.5% | 
                0.70 | 
                1.7% | 
                8% | 
                False | 
                True | 
                6,846 | 
                 
                
                | 20 | 
                45.48 | 
                42.28 | 
                3.20 | 
                7.5% | 
                0.80 | 
                1.9% | 
                6% | 
                False | 
                True | 
                5,745 | 
                 
                
                | 40 | 
                45.61 | 
                42.08 | 
                3.53 | 
                8.3% | 
                0.75 | 
                1.8% | 
                11% | 
                False | 
                False | 
                4,550 | 
                 
                
                | 60 | 
                46.53 | 
                42.08 | 
                4.45 | 
                10.5% | 
                0.70 | 
                1.6% | 
                9% | 
                False | 
                False | 
                3,849 | 
                 
                
                | 80 | 
                49.11 | 
                42.08 | 
                7.03 | 
                16.6% | 
                0.68 | 
                1.6% | 
                5% | 
                False | 
                False | 
                3,365 | 
                 
                
                | 100 | 
                49.43 | 
                42.08 | 
                7.35 | 
                17.3% | 
                0.68 | 
                1.6% | 
                5% | 
                False | 
                False | 
                2,937 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            45.38 | 
         
        
            | 
2.618             | 
            44.41 | 
         
        
            | 
1.618             | 
            43.82 | 
         
        
            | 
1.000             | 
            43.46 | 
         
        
            | 
0.618             | 
            43.23 | 
         
        
            | 
HIGH             | 
            42.87 | 
         
        
            | 
0.618             | 
            42.64 | 
         
        
            | 
0.500             | 
            42.58 | 
         
        
            | 
0.382             | 
            42.51 | 
         
        
            | 
LOW             | 
            42.28 | 
         
        
            | 
0.618             | 
            41.92 | 
         
        
            | 
1.000             | 
            41.69 | 
         
        
            | 
1.618             | 
            41.33 | 
         
        
            | 
2.618             | 
            40.74 | 
         
        
            | 
4.250             | 
            39.77 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Sep-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                42.58 | 
                                42.87 | 
                             
                            
                                | PP | 
                                42.54 | 
                                42.73 | 
                             
                            
                                | S1 | 
                                42.50 | 
                                42.60 | 
                             
             
         |