CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Oct-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Oct-2013 | 
                    04-Oct-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        39.73 | 
                        40.47 | 
                        0.74 | 
                        1.9% | 
                        42.06 | 
                     
                    
                        | High | 
                        40.68 | 
                        40.76 | 
                        0.08 | 
                        0.2% | 
                        42.06 | 
                     
                    
                        | Low | 
                        39.71 | 
                        40.23 | 
                        0.52 | 
                        1.3% | 
                        39.53 | 
                     
                    
                        | Close | 
                        40.59 | 
                        40.56 | 
                        -0.03 | 
                        -0.1% | 
                        40.56 | 
                     
                    
                        | Range | 
                        0.97 | 
                        0.53 | 
                        -0.44 | 
                        -45.4% | 
                        2.53 | 
                     
                    
                        | ATR | 
                        0.74 | 
                        0.72 | 
                        -0.01 | 
                        -2.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        16,069 | 
                        11,585 | 
                        -4,484 | 
                        -27.9% | 
                        54,977 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Oct-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                42.11 | 
                41.86 | 
                40.85 | 
                 | 
             
            
                | R3 | 
                41.58 | 
                41.33 | 
                40.71 | 
                 | 
             
            
                | R2 | 
                41.05 | 
                41.05 | 
                40.66 | 
                 | 
             
            
                | R1 | 
                40.80 | 
                40.80 | 
                40.61 | 
                40.93 | 
             
            
                | PP | 
                40.52 | 
                40.52 | 
                40.52 | 
                40.58 | 
             
            
                | S1 | 
                40.27 | 
                40.27 | 
                40.51 | 
                40.40 | 
             
            
                | S2 | 
                39.99 | 
                39.99 | 
                40.46 | 
                 | 
             
            
                | S3 | 
                39.46 | 
                39.74 | 
                40.41 | 
                 | 
             
            
                | S4 | 
                38.93 | 
                39.21 | 
                40.27 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Oct-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                48.31 | 
                46.96 | 
                41.95 | 
                 | 
             
            
                | R3 | 
                45.78 | 
                44.43 | 
                41.26 | 
                 | 
             
            
                | R2 | 
                43.25 | 
                43.25 | 
                41.02 | 
                 | 
             
            
                | R1 | 
                41.90 | 
                41.90 | 
                40.79 | 
                41.31 | 
             
            
                | PP | 
                40.72 | 
                40.72 | 
                40.72 | 
                40.42 | 
             
            
                | S1 | 
                39.37 | 
                39.37 | 
                40.33 | 
                38.78 | 
             
            
                | S2 | 
                38.19 | 
                38.19 | 
                40.10 | 
                 | 
             
            
                | S3 | 
                35.66 | 
                36.84 | 
                39.86 | 
                 | 
             
            
                | S4 | 
                33.13 | 
                34.31 | 
                39.17 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                42.06 | 
                39.53 | 
                2.53 | 
                6.2% | 
                0.88 | 
                2.2% | 
                41% | 
                False | 
                False | 
                10,995 | 
                 
                
                | 10 | 
                42.75 | 
                39.53 | 
                3.22 | 
                7.9% | 
                0.66 | 
                1.6% | 
                32% | 
                False | 
                False | 
                8,939 | 
                 
                
                | 20 | 
                44.33 | 
                39.53 | 
                4.80 | 
                11.8% | 
                0.68 | 
                1.7% | 
                21% | 
                False | 
                False | 
                7,576 | 
                 
                
                | 40 | 
                45.48 | 
                39.53 | 
                5.95 | 
                14.7% | 
                0.74 | 
                1.8% | 
                17% | 
                False | 
                False | 
                6,105 | 
                 
                
                | 60 | 
                45.89 | 
                39.53 | 
                6.36 | 
                15.7% | 
                0.70 | 
                1.7% | 
                16% | 
                False | 
                False | 
                5,039 | 
                 
                
                | 80 | 
                48.27 | 
                39.53 | 
                8.74 | 
                21.5% | 
                0.70 | 
                1.7% | 
                12% | 
                False | 
                False | 
                4,320 | 
                 
                
                | 100 | 
                49.43 | 
                39.53 | 
                9.90 | 
                24.4% | 
                0.68 | 
                1.7% | 
                10% | 
                False | 
                False | 
                3,758 | 
                 
                
                | 120 | 
                49.43 | 
                39.53 | 
                9.90 | 
                24.4% | 
                0.67 | 
                1.7% | 
                10% | 
                False | 
                False | 
                3,335 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            43.01 | 
         
        
            | 
2.618             | 
            42.15 | 
         
        
            | 
1.618             | 
            41.62 | 
         
        
            | 
1.000             | 
            41.29 | 
         
        
            | 
0.618             | 
            41.09 | 
         
        
            | 
HIGH             | 
            40.76 | 
         
        
            | 
0.618             | 
            40.56 | 
         
        
            | 
0.500             | 
            40.50 | 
         
        
            | 
0.382             | 
            40.43 | 
         
        
            | 
LOW             | 
            40.23 | 
         
        
            | 
0.618             | 
            39.90 | 
         
        
            | 
1.000             | 
            39.70 | 
         
        
            | 
1.618             | 
            39.37 | 
         
        
            | 
2.618             | 
            38.84 | 
         
        
            | 
4.250             | 
            37.98 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Oct-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                40.54 | 
                                40.42 | 
                             
                            
                                | PP | 
                                40.52 | 
                                40.28 | 
                             
                            
                                | S1 | 
                                40.50 | 
                                40.15 | 
                             
             
         |