CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Nov-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Nov-2013 | 
                    22-Nov-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        40.59 | 
                        41.74 | 
                        1.15 | 
                        2.8% | 
                        40.79 | 
                     
                    
                        | High | 
                        42.05 | 
                        41.88 | 
                        -0.17 | 
                        -0.4% | 
                        42.05 | 
                     
                    
                        | Low | 
                        40.52 | 
                        41.32 | 
                        0.80 | 
                        2.0% | 
                        40.07 | 
                     
                    
                        | Close | 
                        41.80 | 
                        41.45 | 
                        -0.35 | 
                        -0.8% | 
                        41.45 | 
                     
                    
                        | Range | 
                        1.53 | 
                        0.56 | 
                        -0.97 | 
                        -63.4% | 
                        1.98 | 
                     
                    
                        | ATR | 
                        0.74 | 
                        0.73 | 
                        -0.01 | 
                        -1.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        88,921 | 
                        58,171 | 
                        -30,750 | 
                        -34.6% | 
                        262,872 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Nov-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                43.23 | 
                42.90 | 
                41.76 | 
                 | 
             
            
                | R3 | 
                42.67 | 
                42.34 | 
                41.60 | 
                 | 
             
            
                | R2 | 
                42.11 | 
                42.11 | 
                41.55 | 
                 | 
             
            
                | R1 | 
                41.78 | 
                41.78 | 
                41.50 | 
                41.67 | 
             
            
                | PP | 
                41.55 | 
                41.55 | 
                41.55 | 
                41.49 | 
             
            
                | S1 | 
                41.22 | 
                41.22 | 
                41.40 | 
                41.11 | 
             
            
                | S2 | 
                40.99 | 
                40.99 | 
                41.35 | 
                 | 
             
            
                | S3 | 
                40.43 | 
                40.66 | 
                41.30 | 
                 | 
             
            
                | S4 | 
                39.87 | 
                40.10 | 
                41.14 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Nov-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                47.13 | 
                46.27 | 
                42.54 | 
                 | 
             
            
                | R3 | 
                45.15 | 
                44.29 | 
                41.99 | 
                 | 
             
            
                | R2 | 
                43.17 | 
                43.17 | 
                41.81 | 
                 | 
             
            
                | R1 | 
                42.31 | 
                42.31 | 
                41.63 | 
                42.74 | 
             
            
                | PP | 
                41.19 | 
                41.19 | 
                41.19 | 
                41.41 | 
             
            
                | S1 | 
                40.33 | 
                40.33 | 
                41.27 | 
                40.76 | 
             
            
                | S2 | 
                39.21 | 
                39.21 | 
                41.09 | 
                 | 
             
            
                | S3 | 
                37.23 | 
                38.35 | 
                40.91 | 
                 | 
             
            
                | S4 | 
                35.25 | 
                36.37 | 
                40.36 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                4.8% | 
                0.77 | 
                1.8% | 
                70% | 
                False | 
                False | 
                52,574 | 
                 
                
                | 10 | 
                42.05 | 
                40.07 | 
                1.98 | 
                4.8% | 
                0.73 | 
                1.7% | 
                70% | 
                False | 
                False | 
                43,022 | 
                 
                
                | 20 | 
                42.40 | 
                40.07 | 
                2.33 | 
                5.6% | 
                0.74 | 
                1.8% | 
                59% | 
                False | 
                False | 
                33,060 | 
                 
                
                | 40 | 
                42.40 | 
                39.53 | 
                2.87 | 
                6.9% | 
                0.73 | 
                1.8% | 
                67% | 
                False | 
                False | 
                23,935 | 
                 
                
                | 60 | 
                45.23 | 
                39.53 | 
                5.70 | 
                13.8% | 
                0.71 | 
                1.7% | 
                34% | 
                False | 
                False | 
                18,032 | 
                 
                
                | 80 | 
                45.48 | 
                39.53 | 
                5.95 | 
                14.4% | 
                0.72 | 
                1.7% | 
                32% | 
                False | 
                False | 
                14,527 | 
                 
                
                | 100 | 
                46.53 | 
                39.53 | 
                7.00 | 
                16.9% | 
                0.70 | 
                1.7% | 
                27% | 
                False | 
                False | 
                12,186 | 
                 
                
                | 120 | 
                48.27 | 
                39.53 | 
                8.74 | 
                21.1% | 
                0.70 | 
                1.7% | 
                22% | 
                False | 
                False | 
                10,522 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            44.26 | 
         
        
            | 
2.618             | 
            43.35 | 
         
        
            | 
1.618             | 
            42.79 | 
         
        
            | 
1.000             | 
            42.44 | 
         
        
            | 
0.618             | 
            42.23 | 
         
        
            | 
HIGH             | 
            41.88 | 
         
        
            | 
0.618             | 
            41.67 | 
         
        
            | 
0.500             | 
            41.60 | 
         
        
            | 
0.382             | 
            41.53 | 
         
        
            | 
LOW             | 
            41.32 | 
         
        
            | 
0.618             | 
            40.97 | 
         
        
            | 
1.000             | 
            40.76 | 
         
        
            | 
1.618             | 
            40.41 | 
         
        
            | 
2.618             | 
            39.85 | 
         
        
            | 
4.250             | 
            38.94 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Nov-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                41.60 | 
                                41.35 | 
                             
                            
                                | PP | 
                                41.55 | 
                                41.25 | 
                             
                            
                                | S1 | 
                                41.50 | 
                                41.15 | 
                             
             
         |