CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Dec-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Dec-2013 | 
                    27-Dec-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        39.10 | 
                        38.85 | 
                        -0.25 | 
                        -0.6% | 
                        39.60 | 
                     
                    
                        | High | 
                        39.24 | 
                        39.16 | 
                        -0.08 | 
                        -0.2% | 
                        39.61 | 
                     
                    
                        | Low | 
                        38.82 | 
                        38.75 | 
                        -0.07 | 
                        -0.2% | 
                        38.75 | 
                     
                    
                        | Close | 
                        38.87 | 
                        39.02 | 
                        0.15 | 
                        0.4% | 
                        39.02 | 
                     
                    
                        | Range | 
                        0.42 | 
                        0.41 | 
                        -0.01 | 
                        -2.4% | 
                        0.86 | 
                     
                    
                        | ATR | 
                        0.59 | 
                        0.58 | 
                        -0.01 | 
                        -2.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        9,656 | 
                        23,120 | 
                        13,464 | 
                        139.4% | 
                        65,021 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Dec-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                40.21 | 
                40.02 | 
                39.25 | 
                 | 
             
            
                | R3 | 
                39.80 | 
                39.61 | 
                39.13 | 
                 | 
             
            
                | R2 | 
                39.39 | 
                39.39 | 
                39.10 | 
                 | 
             
            
                | R1 | 
                39.20 | 
                39.20 | 
                39.06 | 
                39.30 | 
             
            
                | PP | 
                38.98 | 
                38.98 | 
                38.98 | 
                39.02 | 
             
            
                | S1 | 
                38.79 | 
                38.79 | 
                38.98 | 
                38.89 | 
             
            
                | S2 | 
                38.57 | 
                38.57 | 
                38.94 | 
                 | 
             
            
                | S3 | 
                38.16 | 
                38.38 | 
                38.91 | 
                 | 
             
            
                | S4 | 
                37.75 | 
                37.97 | 
                38.79 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Dec-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                41.71 | 
                41.22 | 
                39.49 | 
                 | 
             
            
                | R3 | 
                40.85 | 
                40.36 | 
                39.26 | 
                 | 
             
            
                | R2 | 
                39.99 | 
                39.99 | 
                39.18 | 
                 | 
             
            
                | R1 | 
                39.50 | 
                39.50 | 
                39.10 | 
                39.32 | 
             
            
                | PP | 
                39.13 | 
                39.13 | 
                39.13 | 
                39.03 | 
             
            
                | S1 | 
                38.64 | 
                38.64 | 
                38.94 | 
                38.46 | 
             
            
                | S2 | 
                38.27 | 
                38.27 | 
                38.86 | 
                 | 
             
            
                | S3 | 
                37.41 | 
                37.78 | 
                38.78 | 
                 | 
             
            
                | S4 | 
                36.55 | 
                36.92 | 
                38.55 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                39.69 | 
                38.75 | 
                0.94 | 
                2.4% | 
                0.43 | 
                1.1% | 
                29% | 
                False | 
                True | 
                17,647 | 
                 
                
                | 10 | 
                40.22 | 
                38.75 | 
                1.47 | 
                3.8% | 
                0.53 | 
                1.4% | 
                18% | 
                False | 
                True | 
                31,119 | 
                 
                
                | 20 | 
                41.06 | 
                38.75 | 
                2.31 | 
                5.9% | 
                0.56 | 
                1.4% | 
                12% | 
                False | 
                True | 
                39,499 | 
                 
                
                | 40 | 
                42.40 | 
                38.75 | 
                3.65 | 
                9.4% | 
                0.64 | 
                1.6% | 
                7% | 
                False | 
                True | 
                39,782 | 
                 
                
                | 60 | 
                42.40 | 
                38.75 | 
                3.65 | 
                9.4% | 
                0.66 | 
                1.7% | 
                7% | 
                False | 
                True | 
                31,765 | 
                 
                
                | 80 | 
                44.63 | 
                38.75 | 
                5.88 | 
                15.1% | 
                0.67 | 
                1.7% | 
                5% | 
                False | 
                True | 
                25,524 | 
                 
                
                | 100 | 
                45.48 | 
                38.75 | 
                6.73 | 
                17.2% | 
                0.69 | 
                1.8% | 
                4% | 
                False | 
                True | 
                21,311 | 
                 
                
                | 120 | 
                46.53 | 
                38.75 | 
                7.78 | 
                19.9% | 
                0.68 | 
                1.7% | 
                3% | 
                False | 
                True | 
                18,225 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            40.90 | 
         
        
            | 
2.618             | 
            40.23 | 
         
        
            | 
1.618             | 
            39.82 | 
         
        
            | 
1.000             | 
            39.57 | 
         
        
            | 
0.618             | 
            39.41 | 
         
        
            | 
HIGH             | 
            39.16 | 
         
        
            | 
0.618             | 
            39.00 | 
         
        
            | 
0.500             | 
            38.96 | 
         
        
            | 
0.382             | 
            38.91 | 
         
        
            | 
LOW             | 
            38.75 | 
         
        
            | 
0.618             | 
            38.50 | 
         
        
            | 
1.000             | 
            38.34 | 
         
        
            | 
1.618             | 
            38.09 | 
         
        
            | 
2.618             | 
            37.68 | 
         
        
            | 
4.250             | 
            37.01 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Dec-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                39.00 | 
                                39.08 | 
                             
                            
                                | PP | 
                                38.98 | 
                                39.06 | 
                             
                            
                                | S1 | 
                                38.96 | 
                                39.04 | 
                             
             
         |