CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Sep-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Sep-2013 | 
                    27-Sep-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        42.37 | 
                        42.31 | 
                        -0.06 | 
                        -0.1% | 
                        42.58 | 
                     
                    
                        | High | 
                        42.45 | 
                        42.61 | 
                        0.16 | 
                        0.4% | 
                        42.75 | 
                     
                    
                        | Low | 
                        42.00 | 
                        42.06 | 
                        0.06 | 
                        0.1% | 
                        42.00 | 
                     
                    
                        | Close | 
                        42.34 | 
                        42.11 | 
                        -0.23 | 
                        -0.5% | 
                        42.11 | 
                     
                    
                        | Range | 
                        0.45 | 
                        0.55 | 
                        0.10 | 
                        22.2% | 
                        0.75 | 
                     
                    
                        | ATR | 
                        0.66 | 
                        0.65 | 
                        -0.01 | 
                        -1.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        6,296 | 
                        8,909 | 
                        2,613 | 
                        41.5% | 
                        34,417 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Sep-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                43.91 | 
                43.56 | 
                42.41 | 
                 | 
             
            
                | R3 | 
                43.36 | 
                43.01 | 
                42.26 | 
                 | 
             
            
                | R2 | 
                42.81 | 
                42.81 | 
                42.21 | 
                 | 
             
            
                | R1 | 
                42.46 | 
                42.46 | 
                42.16 | 
                42.36 | 
             
            
                | PP | 
                42.26 | 
                42.26 | 
                42.26 | 
                42.21 | 
             
            
                | S1 | 
                41.91 | 
                41.91 | 
                42.06 | 
                41.81 | 
             
            
                | S2 | 
                41.71 | 
                41.71 | 
                42.01 | 
                 | 
             
            
                | S3 | 
                41.16 | 
                41.36 | 
                41.96 | 
                 | 
             
            
                | S4 | 
                40.61 | 
                40.81 | 
                41.81 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Sep-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                44.54 | 
                44.07 | 
                42.52 | 
                 | 
             
            
                | R3 | 
                43.79 | 
                43.32 | 
                42.32 | 
                 | 
             
            
                | R2 | 
                43.04 | 
                43.04 | 
                42.25 | 
                 | 
             
            
                | R1 | 
                42.57 | 
                42.57 | 
                42.18 | 
                42.43 | 
             
            
                | PP | 
                42.29 | 
                42.29 | 
                42.29 | 
                42.22 | 
             
            
                | S1 | 
                41.82 | 
                41.82 | 
                42.04 | 
                41.68 | 
             
            
                | S2 | 
                41.54 | 
                41.54 | 
                41.97 | 
                 | 
             
            
                | S3 | 
                40.79 | 
                41.07 | 
                41.90 | 
                 | 
             
            
                | S4 | 
                40.04 | 
                40.32 | 
                41.70 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                42.75 | 
                42.00 | 
                0.75 | 
                1.8% | 
                0.44 | 
                1.0% | 
                15% | 
                False | 
                False | 
                6,883 | 
                 
                
                | 10 | 
                43.32 | 
                42.00 | 
                1.32 | 
                3.1% | 
                0.55 | 
                1.3% | 
                8% | 
                False | 
                False | 
                5,982 | 
                 
                
                | 20 | 
                45.23 | 
                42.00 | 
                3.23 | 
                7.7% | 
                0.66 | 
                1.6% | 
                3% | 
                False | 
                False | 
                6,227 | 
                 
                
                | 40 | 
                45.48 | 
                42.00 | 
                3.48 | 
                8.3% | 
                0.72 | 
                1.7% | 
                3% | 
                False | 
                False | 
                5,120 | 
                 
                
                | 60 | 
                46.53 | 
                42.00 | 
                4.53 | 
                10.8% | 
                0.68 | 
                1.6% | 
                2% | 
                False | 
                False | 
                4,354 | 
                 
                
                | 80 | 
                48.27 | 
                42.00 | 
                6.27 | 
                14.9% | 
                0.68 | 
                1.6% | 
                2% | 
                False | 
                False | 
                3,815 | 
                 
                
                | 100 | 
                49.43 | 
                42.00 | 
                7.43 | 
                17.6% | 
                0.66 | 
                1.6% | 
                1% | 
                False | 
                False | 
                3,292 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            44.95 | 
         
        
            | 
2.618             | 
            44.05 | 
         
        
            | 
1.618             | 
            43.50 | 
         
        
            | 
1.000             | 
            43.16 | 
         
        
            | 
0.618             | 
            42.95 | 
         
        
            | 
HIGH             | 
            42.61 | 
         
        
            | 
0.618             | 
            42.40 | 
         
        
            | 
0.500             | 
            42.34 | 
         
        
            | 
0.382             | 
            42.27 | 
         
        
            | 
LOW             | 
            42.06 | 
         
        
            | 
0.618             | 
            41.72 | 
         
        
            | 
1.000             | 
            41.51 | 
         
        
            | 
1.618             | 
            41.17 | 
         
        
            | 
2.618             | 
            40.62 | 
         
        
            | 
4.250             | 
            39.72 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Sep-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                42.34 | 
                                42.33 | 
                             
                            
                                | PP | 
                                42.26 | 
                                42.25 | 
                             
                            
                                | S1 | 
                                42.19 | 
                                42.18 | 
                             
             
         |