CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Dec-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Dec-2013 | 
                    26-Dec-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        39.29 | 
                        39.10 | 
                        -0.19 | 
                        -0.5% | 
                        39.97 | 
                     
                    
                        | High | 
                        39.40 | 
                        39.24 | 
                        -0.16 | 
                        -0.4% | 
                        40.22 | 
                     
                    
                        | Low | 
                        39.00 | 
                        38.82 | 
                        -0.18 | 
                        -0.5% | 
                        38.94 | 
                     
                    
                        | Close | 
                        39.10 | 
                        38.87 | 
                        -0.23 | 
                        -0.6% | 
                        39.44 | 
                     
                    
                        | Range | 
                        0.40 | 
                        0.42 | 
                        0.02 | 
                        5.0% | 
                        1.28 | 
                     
                    
                        | ATR | 
                        0.60 | 
                        0.59 | 
                        -0.01 | 
                        -2.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        7,269 | 
                        9,656 | 
                        2,387 | 
                        32.8% | 
                        208,240 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Dec-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                40.24 | 
                39.97 | 
                39.10 | 
                 | 
             
            
                | R3 | 
                39.82 | 
                39.55 | 
                38.99 | 
                 | 
             
            
                | R2 | 
                39.40 | 
                39.40 | 
                38.95 | 
                 | 
             
            
                | R1 | 
                39.13 | 
                39.13 | 
                38.91 | 
                39.06 | 
             
            
                | PP | 
                38.98 | 
                38.98 | 
                38.98 | 
                38.94 | 
             
            
                | S1 | 
                38.71 | 
                38.71 | 
                38.83 | 
                38.64 | 
             
            
                | S2 | 
                38.56 | 
                38.56 | 
                38.79 | 
                 | 
             
            
                | S3 | 
                38.14 | 
                38.29 | 
                38.75 | 
                 | 
             
            
                | S4 | 
                37.72 | 
                37.87 | 
                38.64 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Dec-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                43.37 | 
                42.69 | 
                40.14 | 
                 | 
             
            
                | R3 | 
                42.09 | 
                41.41 | 
                39.79 | 
                 | 
             
            
                | R2 | 
                40.81 | 
                40.81 | 
                39.67 | 
                 | 
             
            
                | R1 | 
                40.13 | 
                40.13 | 
                39.56 | 
                39.83 | 
             
            
                | PP | 
                39.53 | 
                39.53 | 
                39.53 | 
                39.39 | 
             
            
                | S1 | 
                38.85 | 
                38.85 | 
                39.32 | 
                38.55 | 
             
            
                | S2 | 
                38.25 | 
                38.25 | 
                39.21 | 
                 | 
             
            
                | S3 | 
                36.97 | 
                37.57 | 
                39.09 | 
                 | 
             
            
                | S4 | 
                35.69 | 
                36.29 | 
                38.74 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                39.69 | 
                38.82 | 
                0.87 | 
                2.2% | 
                0.46 | 
                1.2% | 
                6% | 
                False | 
                True | 
                19,405 | 
                 
                
                | 10 | 
                40.49 | 
                38.82 | 
                1.67 | 
                4.3% | 
                0.56 | 
                1.4% | 
                3% | 
                False | 
                True | 
                34,222 | 
                 
                
                | 20 | 
                41.06 | 
                38.82 | 
                2.24 | 
                5.8% | 
                0.58 | 
                1.5% | 
                2% | 
                False | 
                True | 
                41,503 | 
                 
                
                | 40 | 
                42.40 | 
                38.82 | 
                3.58 | 
                9.2% | 
                0.65 | 
                1.7% | 
                1% | 
                False | 
                True | 
                39,584 | 
                 
                
                | 60 | 
                42.40 | 
                38.82 | 
                3.58 | 
                9.2% | 
                0.67 | 
                1.7% | 
                1% | 
                False | 
                True | 
                31,512 | 
                 
                
                | 80 | 
                44.63 | 
                38.82 | 
                5.81 | 
                14.9% | 
                0.67 | 
                1.7% | 
                1% | 
                False | 
                True | 
                25,322 | 
                 
                
                | 100 | 
                45.48 | 
                38.82 | 
                6.66 | 
                17.1% | 
                0.69 | 
                1.8% | 
                1% | 
                False | 
                True | 
                21,105 | 
                 
                
                | 120 | 
                46.53 | 
                38.82 | 
                7.71 | 
                19.8% | 
                0.68 | 
                1.8% | 
                1% | 
                False | 
                True | 
                18,061 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            41.03 | 
         
        
            | 
2.618             | 
            40.34 | 
         
        
            | 
1.618             | 
            39.92 | 
         
        
            | 
1.000             | 
            39.66 | 
         
        
            | 
0.618             | 
            39.50 | 
         
        
            | 
HIGH             | 
            39.24 | 
         
        
            | 
0.618             | 
            39.08 | 
         
        
            | 
0.500             | 
            39.03 | 
         
        
            | 
0.382             | 
            38.98 | 
         
        
            | 
LOW             | 
            38.82 | 
         
        
            | 
0.618             | 
            38.56 | 
         
        
            | 
1.000             | 
            38.40 | 
         
        
            | 
1.618             | 
            38.14 | 
         
        
            | 
2.618             | 
            37.72 | 
         
        
            | 
4.250             | 
            37.04 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Dec-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                39.03 | 
                                39.22 | 
                             
                            
                                | PP | 
                                38.98 | 
                                39.10 | 
                             
                            
                                | S1 | 
                                38.92 | 
                                38.99 | 
                             
             
         |