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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 2 trading days

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

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

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