CME Soybean Oil Future January 2014

Trading Metrics calculated at close of trading on 23-Sep-2013

Day Change Summary
	Previous	Current
	20-Sep-2013	23-Sep-2013	Change	Change %	Previous Week
Open	43.21	42.58	-0.63	-1.5%	42.48
High	43.22	42.60	-0.62	-1.4%	43.32
Low	42.48	42.27	-0.21	-0.5%	42.27
Close	42.58	42.50	-0.08	-0.2%	42.58
Range	0.74	0.33	-0.41	-55.4%	1.05
ATR	0.74	0.72	-0.03	-4.0%	0.00
Volume	4,004	3,437	-567	-14.2%	25,403

Daily Pivots for day following 23-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	43.45	43.30	42.68
R3	43.12	42.97	42.59
R2	42.79	42.79	42.56
R1	42.64	42.64	42.53	42.55
PP	42.46	42.46	42.46	42.41
S1	42.31	42.31	42.47	42.22
S2	42.13	42.13	42.44
S3	41.80	41.98	42.41
S4	41.47	41.65	42.32

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	45.87	45.28	43.16
R3	44.82	44.23	42.87
R2	43.77	43.77	42.77
R1	43.18	43.18	42.68	43.48
PP	42.72	42.72	42.72	42.87
S1	42.13	42.13	42.48	42.43
S2	41.67	41.67	42.39
S3	40.62	41.08	42.29
S4	39.57	40.03	42.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.32	42.27	1.05	2.5%	0.61	1.4%	22%	False	True	4,325
10	43.71	42.27	1.44	3.4%	0.62	1.5%	16%	False	True	5,805
20	45.48	42.27	3.21	7.6%	0.79	1.8%	7%	False	True	5,746
40	45.48	42.08	3.40	8.0%	0.73	1.7%	12%	False	False	4,589
60	46.53	42.08	4.45	10.5%	0.69	1.6%	9%	False	False	3,978
80	48.30	42.08	6.22	14.6%	0.68	1.6%	7%	False	False	3,502
100	49.43	42.08	7.35	17.3%	0.67	1.6%	6%	False	False	3,066

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.16
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	44.00
2.618	43.46
1.618	43.13
1.000	42.93
0.618	42.80
HIGH	42.60
0.618	42.47
0.500	42.44
0.382	42.40
LOW	42.27
0.618	42.07
1.000	41.94
1.618	41.74
2.618	41.41
4.250	40.87

Fisher Pivots for day following 23-Sep-2013
Pivot	1 day	3 day
R1	42.48	42.80
PP	42.46	42.70
S1	42.44	42.60

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These figures are updated between 7pm and 10pm EST after a trading day.

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