CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Oct-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Oct-2013 | 
                    03-Oct-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        40.62 | 
                        39.73 | 
                        -0.89 | 
                        -2.2% | 
                        42.58 | 
                     
                    
                        | High | 
                        40.63 | 
                        40.68 | 
                        0.05 | 
                        0.1% | 
                        42.75 | 
                     
                    
                        | Low | 
                        39.53 | 
                        39.71 | 
                        0.18 | 
                        0.5% | 
                        42.00 | 
                     
                    
                        | Close | 
                        39.71 | 
                        40.59 | 
                        0.88 | 
                        2.2% | 
                        42.11 | 
                     
                    
                        | Range | 
                        1.10 | 
                        0.97 | 
                        -0.13 | 
                        -11.8% | 
                        0.75 | 
                     
                    
                        | ATR | 
                        0.72 | 
                        0.74 | 
                        0.02 | 
                        2.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        7,922 | 
                        16,069 | 
                        8,147 | 
                        102.8% | 
                        34,417 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Oct-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                43.24 | 
                42.88 | 
                41.12 | 
                 | 
             
            
                | R3 | 
                42.27 | 
                41.91 | 
                40.86 | 
                 | 
             
            
                | R2 | 
                41.30 | 
                41.30 | 
                40.77 | 
                 | 
             
            
                | R1 | 
                40.94 | 
                40.94 | 
                40.68 | 
                41.12 | 
             
            
                | PP | 
                40.33 | 
                40.33 | 
                40.33 | 
                40.42 | 
             
            
                | S1 | 
                39.97 | 
                39.97 | 
                40.50 | 
                40.15 | 
             
            
                | S2 | 
                39.36 | 
                39.36 | 
                40.41 | 
                 | 
             
            
                | S3 | 
                38.39 | 
                39.00 | 
                40.32 | 
                 | 
             
            
                | S4 | 
                37.42 | 
                38.03 | 
                40.06 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                7.6% | 
                0.88 | 
                2.2% | 
                34% | 
                False | 
                False | 
                10,460 | 
                 
                
                | 10 | 
                43.22 | 
                39.53 | 
                3.69 | 
                9.1% | 
                0.68 | 
                1.7% | 
                29% | 
                False | 
                False | 
                8,181 | 
                 
                
                | 20 | 
                44.63 | 
                39.53 | 
                5.10 | 
                12.6% | 
                0.70 | 
                1.7% | 
                21% | 
                False | 
                False | 
                7,330 | 
                 
                
                | 40 | 
                45.48 | 
                39.53 | 
                5.95 | 
                14.7% | 
                0.73 | 
                1.8% | 
                18% | 
                False | 
                False | 
                5,899 | 
                 
                
                | 60 | 
                46.53 | 
                39.53 | 
                7.00 | 
                17.2% | 
                0.71 | 
                1.7% | 
                15% | 
                False | 
                False | 
                4,886 | 
                 
                
                | 80 | 
                48.27 | 
                39.53 | 
                8.74 | 
                21.5% | 
                0.69 | 
                1.7% | 
                12% | 
                False | 
                False | 
                4,205 | 
                 
                
                | 100 | 
                49.43 | 
                39.53 | 
                9.90 | 
                24.4% | 
                0.67 | 
                1.7% | 
                11% | 
                False | 
                False | 
                3,653 | 
                 
                
                | 120 | 
                49.43 | 
                39.53 | 
                9.90 | 
                24.4% | 
                0.67 | 
                1.7% | 
                11% | 
                False | 
                False | 
                3,244 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            44.80 | 
         
        
            | 
2.618             | 
            43.22 | 
         
        
            | 
1.618             | 
            42.25 | 
         
        
            | 
1.000             | 
            41.65 | 
         
        
            | 
0.618             | 
            41.28 | 
         
        
            | 
HIGH             | 
            40.68 | 
         
        
            | 
0.618             | 
            40.31 | 
         
        
            | 
0.500             | 
            40.20 | 
         
        
            | 
0.382             | 
            40.08 | 
         
        
            | 
LOW             | 
            39.71 | 
         
        
            | 
0.618             | 
            39.11 | 
         
        
            | 
1.000             | 
            38.74 | 
         
        
            | 
1.618             | 
            38.14 | 
         
        
            | 
2.618             | 
            37.17 | 
         
        
            | 
4.250             | 
            35.59 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Oct-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                40.46 | 
                                40.56 | 
                             
                            
                                | PP | 
                                40.33 | 
                                40.54 | 
                             
                            
                                | S1 | 
                                40.20 | 
                                40.51 | 
                             
             
         |