CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Sep-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Sep-2013 | 
                    24-Sep-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        42.58 | 
                        42.47 | 
                        -0.11 | 
                        -0.3% | 
                        42.48 | 
                     
                    
                        | High | 
                        42.60 | 
                        42.75 | 
                        0.15 | 
                        0.4% | 
                        43.32 | 
                     
                    
                        | Low | 
                        42.27 | 
                        42.34 | 
                        0.07 | 
                        0.2% | 
                        42.27 | 
                     
                    
                        | Close | 
                        42.50 | 
                        42.37 | 
                        -0.13 | 
                        -0.3% | 
                        42.58 | 
                     
                    
                        | Range | 
                        0.33 | 
                        0.41 | 
                        0.08 | 
                        24.2% | 
                        1.05 | 
                     
                    
                        | ATR | 
                        0.72 | 
                        0.69 | 
                        -0.02 | 
                        -3.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,437 | 
                        8,372 | 
                        4,935 | 
                        143.6% | 
                        25,403 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Sep-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                43.72 | 
                43.45 | 
                42.60 | 
                 | 
             
            
                | R3 | 
                43.31 | 
                43.04 | 
                42.48 | 
                 | 
             
            
                | R2 | 
                42.90 | 
                42.90 | 
                42.45 | 
                 | 
             
            
                | R1 | 
                42.63 | 
                42.63 | 
                42.41 | 
                42.56 | 
             
            
                | PP | 
                42.49 | 
                42.49 | 
                42.49 | 
                42.45 | 
             
            
                | S1 | 
                42.22 | 
                42.22 | 
                42.33 | 
                42.15 | 
             
            
                | S2 | 
                42.08 | 
                42.08 | 
                42.29 | 
                 | 
             
            
                | S3 | 
                41.67 | 
                41.81 | 
                42.26 | 
                 | 
             
            
                | S4 | 
                41.26 | 
                41.40 | 
                42.14 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                0.57 | 
                1.4% | 
                10% | 
                False | 
                False | 
                4,922 | 
                 
                
                | 10 | 
                43.54 | 
                42.27 | 
                1.27 | 
                3.0% | 
                0.59 | 
                1.4% | 
                8% | 
                False | 
                False | 
                6,093 | 
                 
                
                | 20 | 
                45.28 | 
                42.27 | 
                3.01 | 
                7.1% | 
                0.71 | 
                1.7% | 
                3% | 
                False | 
                False | 
                5,886 | 
                 
                
                | 40 | 
                45.48 | 
                42.08 | 
                3.40 | 
                8.0% | 
                0.72 | 
                1.7% | 
                9% | 
                False | 
                False | 
                4,742 | 
                 
                
                | 60 | 
                46.53 | 
                42.08 | 
                4.45 | 
                10.5% | 
                0.69 | 
                1.6% | 
                7% | 
                False | 
                False | 
                4,099 | 
                 
                
                | 80 | 
                48.27 | 
                42.08 | 
                6.19 | 
                14.6% | 
                0.68 | 
                1.6% | 
                5% | 
                False | 
                False | 
                3,589 | 
                 
                
                | 100 | 
                49.43 | 
                42.08 | 
                7.35 | 
                17.3% | 
                0.67 | 
                1.6% | 
                4% | 
                False | 
                False | 
                3,132 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            44.49 | 
         
        
            | 
2.618             | 
            43.82 | 
         
        
            | 
1.618             | 
            43.41 | 
         
        
            | 
1.000             | 
            43.16 | 
         
        
            | 
0.618             | 
            43.00 | 
         
        
            | 
HIGH             | 
            42.75 | 
         
        
            | 
0.618             | 
            42.59 | 
         
        
            | 
0.500             | 
            42.55 | 
         
        
            | 
0.382             | 
            42.50 | 
         
        
            | 
LOW             | 
            42.34 | 
         
        
            | 
0.618             | 
            42.09 | 
         
        
            | 
1.000             | 
            41.93 | 
         
        
            | 
1.618             | 
            41.68 | 
         
        
            | 
2.618             | 
            41.27 | 
         
        
            | 
4.250             | 
            40.60 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Sep-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                42.55 | 
                                42.75 | 
                             
                            
                                | PP | 
                                42.49 | 
                                42.62 | 
                             
                            
                                | S1 | 
                                42.43 | 
                                42.50 | 
                             
             
         |