CME Soybean Oil Future January 2014

Trading Metrics calculated at close of trading on 31-Dec-2013

Day Change Summary
	Previous	Current
	30-Dec-2013	31-Dec-2013	Change	Change %	Previous Week
Open	38.98	38.75	-0.23	-0.6%	39.60
High	39.08	38.96	-0.12	-0.3%	39.61
Low	38.54	38.55	0.01	0.0%	38.75
Close	38.62	38.82	0.20	0.5%	39.02
Range	0.54	0.41	-0.13	-24.1%	0.86
ATR	0.58	0.56	-0.01	-2.1%	0.00
Volume	15,683	6,469	-9,214	-58.8%	65,021

Daily Pivots for day following 31-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	40.01	39.82	39.05
R3	39.60	39.41	38.93
R2	39.19	39.19	38.90
R1	39.00	39.00	38.86	39.10
PP	38.78	38.78	38.78	38.82
S1	38.59	38.59	38.78	38.69
S2	38.37	38.37	38.74
S3	37.96	38.18	38.71
S4	37.55	37.77	38.59

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	39.40	38.54	0.86	2.2%	0.44	1.1%	33%	False	False	12,439
10	39.90	38.54	1.36	3.5%	0.48	1.2%	21%	False	False	23,820
20	40.96	38.54	2.42	6.2%	0.55	1.4%	12%	False	False	37,069
40	42.26	38.54	3.72	9.6%	0.62	1.6%	8%	False	False	39,245
60	42.40	38.54	3.86	9.9%	0.65	1.7%	7%	False	False	31,673
80	44.33	38.54	5.79	14.9%	0.66	1.7%	5%	False	False	25,649
100	45.48	38.54	6.94	17.9%	0.69	1.8%	4%	False	False	21,446
120	45.89	38.54	7.35	18.9%	0.68	1.7%	4%	False	False	18,356

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	40.70
2.618	40.03
1.618	39.62
1.000	39.37
0.618	39.21
HIGH	38.96
0.618	38.80
0.500	38.76
0.382	38.71
LOW	38.55
0.618	38.30
1.000	38.14
1.618	37.89
2.618	37.48
4.250	36.81

Fisher Pivots for day following 31-Dec-2013
Pivot	1 day	3 day
R1	38.80	38.85
PP	38.78	38.84
S1	38.76	38.83

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These figures are updated between 7pm and 10pm EST after a trading day.

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