CME Soybean Oil Future January 2014

Trading Metrics calculated at close of trading on 12-Nov-2013

Day Change Summary
	Previous	Current
	11-Nov-2013	12-Nov-2013	Change	Change %	Previous Week
Open	40.55	40.73	0.18	0.4%	41.91
High	40.87	41.56	0.69	1.7%	42.26
Low	40.43	40.51	0.08	0.2%	40.40
Close	40.75	41.05	0.30	0.7%	40.55
Range	0.44	1.05	0.61	138.6%	1.86
ATR	0.69	0.72	0.03	3.7%	0.00
Volume	29,566	34,280	4,714	15.9%	141,608

Daily Pivots for day following 12-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	44.19	43.67	41.63
R3	43.14	42.62	41.34
R2	42.09	42.09	41.24
R1	41.57	41.57	41.15	41.83
PP	41.04	41.04	41.04	41.17
S1	40.52	40.52	40.95	40.78
S2	39.99	39.99	40.86
S3	38.94	39.47	40.76
S4	37.89	38.42	40.47

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	46.65	45.46	41.57
R3	44.79	43.60	41.06
R2	42.93	42.93	40.89
R1	41.74	41.74	40.72	41.41
PP	41.07	41.07	41.07	40.90
S1	39.88	39.88	40.38	39.55
S2	39.21	39.21	40.21
S3	37.35	38.02	40.04
S4	35.49	36.16	39.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.73	40.40	1.33	3.2%	0.69	1.7%	49%	False	False	33,541
10	42.40	40.40	2.00	4.9%	0.74	1.8%	33%	False	False	26,428
20	42.40	40.40	2.00	4.9%	0.72	1.8%	33%	False	False	20,104
40	43.32	39.53	3.79	9.2%	0.70	1.7%	40%	False	False	15,956
60	45.48	39.53	5.95	14.5%	0.73	1.8%	26%	False	False	12,552
80	45.61	39.53	6.08	14.8%	0.73	1.8%	25%	False	False	10,253
100	46.53	39.53	7.00	17.1%	0.70	1.7%	22%	False	False	8,692
120	49.11	39.53	9.58	23.3%	0.69	1.7%	16%	False	False	7,562

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	46.02
2.618	44.31
1.618	43.26
1.000	42.61
0.618	42.21
HIGH	41.56
0.618	41.16
0.500	41.04
0.382	40.91
LOW	40.51
0.618	39.86
1.000	39.46
1.618	38.81
2.618	37.76
4.250	36.05

Fisher Pivots for day following 12-Nov-2013
Pivot	1 day	3 day
R1	41.05	41.03
PP	41.04	41.00
S1	41.04	40.98

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

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