CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Dec-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Dec-2013 | 
                    18-Dec-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        39.76 | 
                        39.31 | 
                        -0.45 | 
                        -1.1% | 
                        40.53 | 
                     
                    
                        | High | 
                        39.90 | 
                        39.46 | 
                        -0.44 | 
                        -1.1% | 
                        40.72 | 
                     
                    
                        | Low | 
                        39.28 | 
                        38.96 | 
                        -0.32 | 
                        -0.8% | 
                        39.37 | 
                     
                    
                        | Close | 
                        39.31 | 
                        39.06 | 
                        -0.25 | 
                        -0.6% | 
                        39.83 | 
                     
                    
                        | Range | 
                        0.62 | 
                        0.50 | 
                        -0.12 | 
                        -19.4% | 
                        1.35 | 
                     
                    
                        | ATR | 
                        0.67 | 
                        0.65 | 
                        -0.01 | 
                        -1.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        51,983 | 
                        43,922 | 
                        -8,061 | 
                        -15.5% | 
                        252,395 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Dec-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                40.66 | 
                40.36 | 
                39.34 | 
                 | 
             
            
                | R3 | 
                40.16 | 
                39.86 | 
                39.20 | 
                 | 
             
            
                | R2 | 
                39.66 | 
                39.66 | 
                39.15 | 
                 | 
             
            
                | R1 | 
                39.36 | 
                39.36 | 
                39.11 | 
                39.26 | 
             
            
                | PP | 
                39.16 | 
                39.16 | 
                39.16 | 
                39.11 | 
             
            
                | S1 | 
                38.86 | 
                38.86 | 
                39.01 | 
                38.76 | 
             
            
                | S2 | 
                38.66 | 
                38.66 | 
                38.97 | 
                 | 
             
            
                | S3 | 
                38.16 | 
                38.36 | 
                38.92 | 
                 | 
             
            
                | S4 | 
                37.66 | 
                37.86 | 
                38.79 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Dec-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                44.02 | 
                43.28 | 
                40.57 | 
                 | 
             
            
                | R3 | 
                42.67 | 
                41.93 | 
                40.20 | 
                 | 
             
            
                | R2 | 
                41.32 | 
                41.32 | 
                40.08 | 
                 | 
             
            
                | R1 | 
                40.58 | 
                40.58 | 
                39.95 | 
                40.28 | 
             
            
                | PP | 
                39.97 | 
                39.97 | 
                39.97 | 
                39.82 | 
             
            
                | S1 | 
                39.23 | 
                39.23 | 
                39.71 | 
                38.93 | 
             
            
                | S2 | 
                38.62 | 
                38.62 | 
                39.58 | 
                 | 
             
            
                | S3 | 
                37.27 | 
                37.88 | 
                39.46 | 
                 | 
             
            
                | S4 | 
                35.92 | 
                36.53 | 
                39.09 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                40.49 | 
                38.96 | 
                1.53 | 
                3.9% | 
                0.66 | 
                1.7% | 
                7% | 
                False | 
                True | 
                49,040 | 
                 
                
                | 10 | 
                40.96 | 
                38.96 | 
                2.00 | 
                5.1% | 
                0.62 | 
                1.6% | 
                5% | 
                False | 
                True | 
                49,901 | 
                 
                
                | 20 | 
                42.05 | 
                38.96 | 
                3.09 | 
                7.9% | 
                0.66 | 
                1.7% | 
                3% | 
                False | 
                True | 
                51,967 | 
                 
                
                | 40 | 
                42.40 | 
                38.96 | 
                3.44 | 
                8.8% | 
                0.68 | 
                1.7% | 
                3% | 
                False | 
                True | 
                38,912 | 
                 
                
                | 60 | 
                42.65 | 
                38.96 | 
                3.69 | 
                9.4% | 
                0.69 | 
                1.8% | 
                3% | 
                False | 
                True | 
                30,595 | 
                 
                
                | 80 | 
                45.28 | 
                38.96 | 
                6.32 | 
                16.2% | 
                0.69 | 
                1.8% | 
                2% | 
                False | 
                True | 
                24,418 | 
                 
                
                | 100 | 
                45.48 | 
                38.96 | 
                6.52 | 
                16.7% | 
                0.70 | 
                1.8% | 
                2% | 
                False | 
                True | 
                20,254 | 
                 
                
                | 120 | 
                46.53 | 
                38.96 | 
                7.57 | 
                19.4% | 
                0.69 | 
                1.8% | 
                1% | 
                False | 
                True | 
                17,347 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            41.59 | 
         
        
            | 
2.618             | 
            40.77 | 
         
        
            | 
1.618             | 
            40.27 | 
         
        
            | 
1.000             | 
            39.96 | 
         
        
            | 
0.618             | 
            39.77 | 
         
        
            | 
HIGH             | 
            39.46 | 
         
        
            | 
0.618             | 
            39.27 | 
         
        
            | 
0.500             | 
            39.21 | 
         
        
            | 
0.382             | 
            39.15 | 
         
        
            | 
LOW             | 
            38.96 | 
         
        
            | 
0.618             | 
            38.65 | 
         
        
            | 
1.000             | 
            38.46 | 
         
        
            | 
1.618             | 
            38.15 | 
         
        
            | 
2.618             | 
            37.65 | 
         
        
            | 
4.250             | 
            36.84 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Dec-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                39.21 | 
                                39.59 | 
                             
                            
                                | PP | 
                                39.16 | 
                                39.41 | 
                             
                            
                                | S1 | 
                                39.11 | 
                                39.24 | 
                             
             
         |