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

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Narrowest range in 2 trading days

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

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

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