CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Jan-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Jan-2014 | 
                    03-Jan-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        38.67 | 
                        38.62 | 
                        -0.05 | 
                        -0.1% | 
                        38.98 | 
                     
                    
                        | High | 
                        38.87 | 
                        38.82 | 
                        -0.05 | 
                        -0.1% | 
                        39.08 | 
                     
                    
                        | Low | 
                        38.33 | 
                        38.30 | 
                        -0.03 | 
                        -0.1% | 
                        38.30 | 
                     
                    
                        | Close | 
                        38.51 | 
                        38.34 | 
                        -0.17 | 
                        -0.4% | 
                        38.34 | 
                     
                    
                        | Range | 
                        0.54 | 
                        0.52 | 
                        -0.02 | 
                        -3.7% | 
                        0.78 | 
                     
                    
                        | ATR | 
                        0.56 | 
                        0.56 | 
                        0.00 | 
                        -0.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,919 | 
                        1,362 | 
                        -1,557 | 
                        -53.3% | 
                        26,433 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Jan-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                40.05 | 
                39.71 | 
                38.63 | 
                 | 
             
            
                | R3 | 
                39.53 | 
                39.19 | 
                38.48 | 
                 | 
             
            
                | R2 | 
                39.01 | 
                39.01 | 
                38.44 | 
                 | 
             
            
                | R1 | 
                38.67 | 
                38.67 | 
                38.39 | 
                38.58 | 
             
            
                | PP | 
                38.49 | 
                38.49 | 
                38.49 | 
                38.44 | 
             
            
                | S1 | 
                38.15 | 
                38.15 | 
                38.29 | 
                38.06 | 
             
            
                | S2 | 
                37.97 | 
                37.97 | 
                38.24 | 
                 | 
             
            
                | S3 | 
                37.45 | 
                37.63 | 
                38.20 | 
                 | 
             
            
                | S4 | 
                36.93 | 
                37.11 | 
                38.05 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Jan-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                40.91 | 
                40.41 | 
                38.77 | 
                 | 
             
            
                | R3 | 
                40.13 | 
                39.63 | 
                38.55 | 
                 | 
             
            
                | R2 | 
                39.35 | 
                39.35 | 
                38.48 | 
                 | 
             
            
                | R1 | 
                38.85 | 
                38.85 | 
                38.41 | 
                38.71 | 
             
            
                | PP | 
                38.57 | 
                38.57 | 
                38.57 | 
                38.51 | 
             
            
                | S1 | 
                38.07 | 
                38.07 | 
                38.27 | 
                37.93 | 
             
            
                | S2 | 
                37.79 | 
                37.79 | 
                38.20 | 
                 | 
             
            
                | S3 | 
                37.01 | 
                37.29 | 
                38.13 | 
                 | 
             
            
                | S4 | 
                36.23 | 
                36.51 | 
                37.91 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                39.16 | 
                38.30 | 
                0.86 | 
                2.2% | 
                0.48 | 
                1.3% | 
                5% | 
                False | 
                True | 
                9,910 | 
                 
                
                | 10 | 
                39.69 | 
                38.30 | 
                1.39 | 
                3.6% | 
                0.47 | 
                1.2% | 
                3% | 
                False | 
                True | 
                14,657 | 
                 
                
                | 20 | 
                40.96 | 
                38.30 | 
                2.66 | 
                6.9% | 
                0.55 | 
                1.4% | 
                2% | 
                False | 
                True | 
                32,279 | 
                 
                
                | 40 | 
                42.05 | 
                38.30 | 
                3.75 | 
                9.8% | 
                0.61 | 
                1.6% | 
                1% | 
                False | 
                True | 
                38,409 | 
                 
                
                | 60 | 
                42.40 | 
                38.30 | 
                4.10 | 
                10.7% | 
                0.65 | 
                1.7% | 
                1% | 
                False | 
                True | 
                31,205 | 
                 
                
                | 80 | 
                43.54 | 
                38.30 | 
                5.24 | 
                13.7% | 
                0.65 | 
                1.7% | 
                1% | 
                False | 
                True | 
                25,540 | 
                 
                
                | 100 | 
                45.48 | 
                38.30 | 
                7.18 | 
                18.7% | 
                0.68 | 
                1.8% | 
                1% | 
                False | 
                True | 
                21,422 | 
                 
                
                | 120 | 
                45.76 | 
                38.30 | 
                7.46 | 
                19.5% | 
                0.68 | 
                1.8% | 
                1% | 
                False | 
                True | 
                18,331 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            41.03 | 
         
        
            | 
2.618             | 
            40.18 | 
         
        
            | 
1.618             | 
            39.66 | 
         
        
            | 
1.000             | 
            39.34 | 
         
        
            | 
0.618             | 
            39.14 | 
         
        
            | 
HIGH             | 
            38.82 | 
         
        
            | 
0.618             | 
            38.62 | 
         
        
            | 
0.500             | 
            38.56 | 
         
        
            | 
0.382             | 
            38.50 | 
         
        
            | 
LOW             | 
            38.30 | 
         
        
            | 
0.618             | 
            37.98 | 
         
        
            | 
1.000             | 
            37.78 | 
         
        
            | 
1.618             | 
            37.46 | 
         
        
            | 
2.618             | 
            36.94 | 
         
        
            | 
4.250             | 
            36.09 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Jan-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                38.56 | 
                                38.63 | 
                             
                            
                                | PP | 
                                38.49 | 
                                38.53 | 
                             
                            
                                | S1 | 
                                38.41 | 
                                38.44 | 
                             
             
         |