CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Jan-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Jan-2014 | 
                    06-Jan-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        38.62 | 
                        38.26 | 
                        -0.36 | 
                        -0.9% | 
                        38.98 | 
                     
                    
                        | High | 
                        38.82 | 
                        38.26 | 
                        -0.56 | 
                        -1.4% | 
                        39.08 | 
                     
                    
                        | Low | 
                        38.30 | 
                        37.82 | 
                        -0.48 | 
                        -1.3% | 
                        38.30 | 
                     
                    
                        | Close | 
                        38.34 | 
                        37.87 | 
                        -0.47 | 
                        -1.2% | 
                        38.34 | 
                     
                    
                        | Range | 
                        0.52 | 
                        0.44 | 
                        -0.08 | 
                        -15.4% | 
                        0.78 | 
                     
                    
                        | ATR | 
                        0.56 | 
                        0.56 | 
                        0.00 | 
                        -0.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,362 | 
                        1,135 | 
                        -227 | 
                        -16.7% | 
                        26,433 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Jan-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                39.30 | 
                39.03 | 
                38.11 | 
                 | 
             
            
                | R3 | 
                38.86 | 
                38.59 | 
                37.99 | 
                 | 
             
            
                | R2 | 
                38.42 | 
                38.42 | 
                37.95 | 
                 | 
             
            
                | R1 | 
                38.15 | 
                38.15 | 
                37.91 | 
                38.07 | 
             
            
                | PP | 
                37.98 | 
                37.98 | 
                37.98 | 
                37.94 | 
             
            
                | S1 | 
                37.71 | 
                37.71 | 
                37.83 | 
                37.63 | 
             
            
                | S2 | 
                37.54 | 
                37.54 | 
                37.79 | 
                 | 
             
            
                | S3 | 
                37.10 | 
                37.27 | 
                37.75 | 
                 | 
             
            
                | S4 | 
                36.66 | 
                36.83 | 
                37.63 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                39.08 | 
                37.82 | 
                1.26 | 
                3.3% | 
                0.49 | 
                1.3% | 
                4% | 
                False | 
                True | 
                5,513 | 
                 
                
                | 10 | 
                39.69 | 
                37.82 | 
                1.87 | 
                4.9% | 
                0.46 | 
                1.2% | 
                3% | 
                False | 
                True | 
                11,580 | 
                 
                
                | 20 | 
                40.96 | 
                37.82 | 
                3.14 | 
                8.3% | 
                0.54 | 
                1.4% | 
                2% | 
                False | 
                True | 
                30,499 | 
                 
                
                | 40 | 
                42.05 | 
                37.82 | 
                4.23 | 
                11.2% | 
                0.62 | 
                1.6% | 
                1% | 
                False | 
                True | 
                37,932 | 
                 
                
                | 60 | 
                42.40 | 
                37.82 | 
                4.58 | 
                12.1% | 
                0.65 | 
                1.7% | 
                1% | 
                False | 
                True | 
                30,830 | 
                 
                
                | 80 | 
                43.46 | 
                37.82 | 
                5.64 | 
                14.9% | 
                0.65 | 
                1.7% | 
                1% | 
                False | 
                True | 
                25,445 | 
                 
                
                | 100 | 
                45.48 | 
                37.82 | 
                7.66 | 
                20.2% | 
                0.68 | 
                1.8% | 
                1% | 
                False | 
                True | 
                21,370 | 
                 
                
                | 120 | 
                45.75 | 
                37.82 | 
                7.93 | 
                20.9% | 
                0.68 | 
                1.8% | 
                1% | 
                False | 
                True | 
                18,322 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            40.13 | 
         
        
            | 
2.618             | 
            39.41 | 
         
        
            | 
1.618             | 
            38.97 | 
         
        
            | 
1.000             | 
            38.70 | 
         
        
            | 
0.618             | 
            38.53 | 
         
        
            | 
HIGH             | 
            38.26 | 
         
        
            | 
0.618             | 
            38.09 | 
         
        
            | 
0.500             | 
            38.04 | 
         
        
            | 
0.382             | 
            37.99 | 
         
        
            | 
LOW             | 
            37.82 | 
         
        
            | 
0.618             | 
            37.55 | 
         
        
            | 
1.000             | 
            37.38 | 
         
        
            | 
1.618             | 
            37.11 | 
         
        
            | 
2.618             | 
            36.67 | 
         
        
            | 
4.250             | 
            35.95 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Jan-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                38.04 | 
                                38.35 | 
                             
                            
                                | PP | 
                                37.98 | 
                                38.19 | 
                             
                            
                                | S1 | 
                                37.93 | 
                                38.03 | 
                             
             
         |