CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Nov-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Nov-2013 | 
                    21-Nov-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        40.31 | 
                        40.59 | 
                        0.28 | 
                        0.7% | 
                        40.55 | 
                     
                    
                        | High | 
                        40.67 | 
                        42.05 | 
                        1.38 | 
                        3.4% | 
                        41.75 | 
                     
                    
                        | Low | 
                        40.25 | 
                        40.52 | 
                        0.27 | 
                        0.7% | 
                        40.43 | 
                     
                    
                        | Close | 
                        40.56 | 
                        41.80 | 
                        1.24 | 
                        3.1% | 
                        40.74 | 
                     
                    
                        | Range | 
                        0.42 | 
                        1.53 | 
                        1.11 | 
                        264.3% | 
                        1.32 | 
                     
                    
                        | ATR | 
                        0.68 | 
                        0.74 | 
                        0.06 | 
                        8.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        36,564 | 
                        88,921 | 
                        52,357 | 
                        143.2% | 
                        167,348 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Nov-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                46.05 | 
                45.45 | 
                42.64 | 
                 | 
             
            
                | R3 | 
                44.52 | 
                43.92 | 
                42.22 | 
                 | 
             
            
                | R2 | 
                42.99 | 
                42.99 | 
                42.08 | 
                 | 
             
            
                | R1 | 
                42.39 | 
                42.39 | 
                41.94 | 
                42.69 | 
             
            
                | PP | 
                41.46 | 
                41.46 | 
                41.46 | 
                41.61 | 
             
            
                | S1 | 
                40.86 | 
                40.86 | 
                41.66 | 
                41.16 | 
             
            
                | S2 | 
                39.93 | 
                39.93 | 
                41.52 | 
                 | 
             
            
                | S3 | 
                38.40 | 
                39.33 | 
                41.38 | 
                 | 
             
            
                | S4 | 
                36.87 | 
                37.80 | 
                40.96 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Nov-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                44.93 | 
                44.16 | 
                41.47 | 
                 | 
             
            
                | R3 | 
                43.61 | 
                42.84 | 
                41.10 | 
                 | 
             
            
                | R2 | 
                42.29 | 
                42.29 | 
                40.98 | 
                 | 
             
            
                | R1 | 
                41.52 | 
                41.52 | 
                40.86 | 
                41.91 | 
             
            
                | PP | 
                40.97 | 
                40.97 | 
                40.97 | 
                41.17 | 
             
            
                | S1 | 
                40.20 | 
                40.20 | 
                40.62 | 
                40.59 | 
             
            
                | S2 | 
                39.65 | 
                39.65 | 
                40.50 | 
                 | 
             
            
                | S3 | 
                38.33 | 
                38.88 | 
                40.38 | 
                 | 
             
            
                | S4 | 
                37.01 | 
                37.56 | 
                40.01 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                42.05 | 
                40.07 | 
                1.98 | 
                4.7% | 
                0.83 | 
                2.0% | 
                87% | 
                True | 
                False | 
                48,291 | 
                 
                
                | 10 | 
                42.05 | 
                40.07 | 
                1.98 | 
                4.7% | 
                0.74 | 
                1.8% | 
                87% | 
                True | 
                False | 
                41,541 | 
                 
                
                | 20 | 
                42.40 | 
                40.07 | 
                2.33 | 
                5.6% | 
                0.75 | 
                1.8% | 
                74% | 
                False | 
                False | 
                30,661 | 
                 
                
                | 40 | 
                42.61 | 
                39.53 | 
                3.08 | 
                7.4% | 
                0.73 | 
                1.8% | 
                74% | 
                False | 
                False | 
                22,703 | 
                 
                
                | 60 | 
                45.23 | 
                39.53 | 
                5.70 | 
                13.6% | 
                0.72 | 
                1.7% | 
                40% | 
                False | 
                False | 
                17,140 | 
                 
                
                | 80 | 
                45.48 | 
                39.53 | 
                5.95 | 
                14.2% | 
                0.73 | 
                1.7% | 
                38% | 
                False | 
                False | 
                13,823 | 
                 
                
                | 100 | 
                46.53 | 
                39.53 | 
                7.00 | 
                16.7% | 
                0.70 | 
                1.7% | 
                32% | 
                False | 
                False | 
                11,625 | 
                 
                
                | 120 | 
                48.27 | 
                39.53 | 
                8.74 | 
                20.9% | 
                0.70 | 
                1.7% | 
                26% | 
                False | 
                False | 
                10,047 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            48.55 | 
         
        
            | 
2.618             | 
            46.06 | 
         
        
            | 
1.618             | 
            44.53 | 
         
        
            | 
1.000             | 
            43.58 | 
         
        
            | 
0.618             | 
            43.00 | 
         
        
            | 
HIGH             | 
            42.05 | 
         
        
            | 
0.618             | 
            41.47 | 
         
        
            | 
0.500             | 
            41.29 | 
         
        
            | 
0.382             | 
            41.10 | 
         
        
            | 
LOW             | 
            40.52 | 
         
        
            | 
0.618             | 
            39.57 | 
         
        
            | 
1.000             | 
            38.99 | 
         
        
            | 
1.618             | 
            38.04 | 
         
        
            | 
2.618             | 
            36.51 | 
         
        
            | 
4.250             | 
            34.02 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Nov-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                41.63 | 
                                41.55 | 
                             
                            
                                | PP | 
                                41.46 | 
                                41.31 | 
                             
                            
                                | S1 | 
                                41.29 | 
                                41.06 | 
                             
             
         |