CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Sep-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Sep-2013 | 26-Sep-2013 | Change | Change % | Previous Week |  
                        | Open | 42.39 | 42.37 | -0.02 | 0.0% | 42.48 |  
                        | High | 42.65 | 42.45 | -0.20 | -0.5% | 43.32 |  
                        | Low | 42.18 | 42.00 | -0.18 | -0.4% | 42.27 |  
                        | Close | 42.37 | 42.34 | -0.03 | -0.1% | 42.58 |  
                        | Range | 0.47 | 0.45 | -0.02 | -4.3% | 1.05 |  
                        | ATR | 0.68 | 0.66 | -0.02 | -2.4% | 0.00 |  
                        | Volume | 7,403 | 6,296 | -1,107 | -15.0% | 25,403 |  | 
    
| 
        
            | Daily Pivots for day following 26-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 43.61 | 43.43 | 42.59 |  |  
                | R3 | 43.16 | 42.98 | 42.46 |  |  
                | R2 | 42.71 | 42.71 | 42.42 |  |  
                | R1 | 42.53 | 42.53 | 42.38 | 42.40 |  
                | PP | 42.26 | 42.26 | 42.26 | 42.20 |  
                | S1 | 42.08 | 42.08 | 42.30 | 41.95 |  
                | S2 | 41.81 | 41.81 | 42.26 |  |  
                | S3 | 41.36 | 41.63 | 42.22 |  |  
                | S4 | 40.91 | 41.18 | 42.09 |  |  | 
        
            | 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 | 43.22 | 42.00 | 1.22 | 2.9% | 0.48 | 1.1% | 28% | False | True | 5,902 |  
                | 10 | 43.46 | 42.00 | 1.46 | 3.4% | 0.58 | 1.4% | 23% | False | True | 5,942 |  
                | 20 | 45.23 | 42.00 | 3.23 | 7.6% | 0.69 | 1.6% | 11% | False | True | 6,014 |  
                | 40 | 45.48 | 42.00 | 3.48 | 8.2% | 0.72 | 1.7% | 10% | False | True | 4,943 |  
                | 60 | 46.53 | 42.00 | 4.53 | 10.7% | 0.68 | 1.6% | 8% | False | True | 4,240 |  
                | 80 | 48.27 | 42.00 | 6.27 | 14.8% | 0.68 | 1.6% | 5% | False | True | 3,718 |  
                | 100 | 49.43 | 42.00 | 7.43 | 17.5% | 0.66 | 1.6% | 5% | False | True | 3,215 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 44.36 |  
            | 2.618 | 43.63 |  
            | 1.618 | 43.18 |  
            | 1.000 | 42.90 |  
            | 0.618 | 42.73 |  
            | HIGH | 42.45 |  
            | 0.618 | 42.28 |  
            | 0.500 | 42.23 |  
            | 0.382 | 42.17 |  
            | LOW | 42.00 |  
            | 0.618 | 41.72 |  
            | 1.000 | 41.55 |  
            | 1.618 | 41.27 |  
            | 2.618 | 40.82 |  
            | 4.250 | 40.09 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Sep-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 42.30 | 42.38 |  
                                | PP | 42.26 | 42.36 |  
                                | S1 | 42.23 | 42.35 |  |