CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Oct-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Oct-2013 | 
                    02-Oct-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        41.45 | 
                        40.62 | 
                        -0.83 | 
                        -2.0% | 
                        42.58 | 
                     
                    
                        | High | 
                        41.49 | 
                        40.63 | 
                        -0.86 | 
                        -2.1% | 
                        42.75 | 
                     
                    
                        | Low | 
                        40.50 | 
                        39.53 | 
                        -0.97 | 
                        -2.4% | 
                        42.00 | 
                     
                    
                        | Close | 
                        40.57 | 
                        39.71 | 
                        -0.86 | 
                        -2.1% | 
                        42.11 | 
                     
                    
                        | Range | 
                        0.99 | 
                        1.10 | 
                        0.11 | 
                        11.1% | 
                        0.75 | 
                     
                    
                        | ATR | 
                        0.69 | 
                        0.72 | 
                        0.03 | 
                        4.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        10,845 | 
                        7,922 | 
                        -2,923 | 
                        -27.0% | 
                        34,417 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Oct-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                43.26 | 
                42.58 | 
                40.32 | 
                 | 
             
            
                | R3 | 
                42.16 | 
                41.48 | 
                40.01 | 
                 | 
             
            
                | R2 | 
                41.06 | 
                41.06 | 
                39.91 | 
                 | 
             
            
                | R1 | 
                40.38 | 
                40.38 | 
                39.81 | 
                40.17 | 
             
            
                | PP | 
                39.96 | 
                39.96 | 
                39.96 | 
                39.85 | 
             
            
                | S1 | 
                39.28 | 
                39.28 | 
                39.61 | 
                39.07 | 
             
            
                | S2 | 
                38.86 | 
                38.86 | 
                39.51 | 
                 | 
             
            
                | S3 | 
                37.76 | 
                38.18 | 
                39.41 | 
                 | 
             
            
                | S4 | 
                36.66 | 
                37.08 | 
                39.11 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                42.61 | 
                39.53 | 
                3.08 | 
                7.8% | 
                0.78 | 
                2.0% | 
                6% | 
                False | 
                True | 
                8,505 | 
                 
                
                | 10 | 
                43.32 | 
                39.53 | 
                3.79 | 
                9.5% | 
                0.65 | 
                1.6% | 
                5% | 
                False | 
                True | 
                6,964 | 
                 
                
                | 20 | 
                44.63 | 
                39.53 | 
                5.10 | 
                12.8% | 
                0.69 | 
                1.7% | 
                4% | 
                False | 
                True | 
                6,801 | 
                 
                
                | 40 | 
                45.48 | 
                39.53 | 
                5.95 | 
                15.0% | 
                0.73 | 
                1.8% | 
                3% | 
                False | 
                True | 
                5,630 | 
                 
                
                | 60 | 
                46.53 | 
                39.53 | 
                7.00 | 
                17.6% | 
                0.70 | 
                1.8% | 
                3% | 
                False | 
                True | 
                4,685 | 
                 
                
                | 80 | 
                48.27 | 
                39.53 | 
                8.74 | 
                22.0% | 
                0.69 | 
                1.7% | 
                2% | 
                False | 
                True | 
                4,073 | 
                 
                
                | 100 | 
                49.43 | 
                39.53 | 
                9.90 | 
                24.9% | 
                0.67 | 
                1.7% | 
                2% | 
                False | 
                True | 
                3,512 | 
                 
                
                | 120 | 
                49.43 | 
                39.53 | 
                9.90 | 
                24.9% | 
                0.67 | 
                1.7% | 
                2% | 
                False | 
                True | 
                3,114 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            45.31 | 
         
        
            | 
2.618             | 
            43.51 | 
         
        
            | 
1.618             | 
            42.41 | 
         
        
            | 
1.000             | 
            41.73 | 
         
        
            | 
0.618             | 
            41.31 | 
         
        
            | 
HIGH             | 
            40.63 | 
         
        
            | 
0.618             | 
            40.21 | 
         
        
            | 
0.500             | 
            40.08 | 
         
        
            | 
0.382             | 
            39.95 | 
         
        
            | 
LOW             | 
            39.53 | 
         
        
            | 
0.618             | 
            38.85 | 
         
        
            | 
1.000             | 
            38.43 | 
         
        
            | 
1.618             | 
            37.75 | 
         
        
            | 
2.618             | 
            36.65 | 
         
        
            | 
4.250             | 
            34.86 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Oct-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                40.08 | 
                                40.80 | 
                             
                            
                                | PP | 
                                39.96 | 
                                40.43 | 
                             
                            
                                | S1 | 
                                39.83 | 
                                40.07 | 
                             
             
         |