CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Jan-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Jan-2014 | 
                    07-Jan-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        38.26 | 
                        37.74 | 
                        -0.52 | 
                        -1.4% | 
                        38.98 | 
                     
                    
                        | High | 
                        38.26 | 
                        37.94 | 
                        -0.32 | 
                        -0.8% | 
                        39.08 | 
                     
                    
                        | Low | 
                        37.82 | 
                        37.46 | 
                        -0.36 | 
                        -1.0% | 
                        38.30 | 
                     
                    
                        | Close | 
                        37.87 | 
                        37.70 | 
                        -0.17 | 
                        -0.4% | 
                        38.34 | 
                     
                    
                        | Range | 
                        0.44 | 
                        0.48 | 
                        0.04 | 
                        9.1% | 
                        0.78 | 
                     
                    
                        | ATR | 
                        0.56 | 
                        0.55 | 
                        -0.01 | 
                        -1.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,135 | 
                        831 | 
                        -304 | 
                        -26.8% | 
                        26,433 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Jan-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                39.14 | 
                38.90 | 
                37.96 | 
                 | 
             
            
                | R3 | 
                38.66 | 
                38.42 | 
                37.83 | 
                 | 
             
            
                | R2 | 
                38.18 | 
                38.18 | 
                37.79 | 
                 | 
             
            
                | R1 | 
                37.94 | 
                37.94 | 
                37.74 | 
                37.82 | 
             
            
                | PP | 
                37.70 | 
                37.70 | 
                37.70 | 
                37.64 | 
             
            
                | S1 | 
                37.46 | 
                37.46 | 
                37.66 | 
                37.34 | 
             
            
                | S2 | 
                37.22 | 
                37.22 | 
                37.61 | 
                 | 
             
            
                | S3 | 
                36.74 | 
                36.98 | 
                37.57 | 
                 | 
             
            
                | S4 | 
                36.26 | 
                36.50 | 
                37.44 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                38.96 | 
                37.46 | 
                1.50 | 
                4.0% | 
                0.48 | 
                1.3% | 
                16% | 
                False | 
                True | 
                2,543 | 
                 
                
                | 10 | 
                39.61 | 
                37.46 | 
                2.15 | 
                5.7% | 
                0.45 | 
                1.2% | 
                11% | 
                False | 
                True | 
                9,342 | 
                 
                
                | 20 | 
                40.72 | 
                37.46 | 
                3.26 | 
                8.6% | 
                0.53 | 
                1.4% | 
                7% | 
                False | 
                True | 
                27,702 | 
                 
                
                | 40 | 
                42.05 | 
                37.46 | 
                4.59 | 
                12.2% | 
                0.61 | 
                1.6% | 
                5% | 
                False | 
                True | 
                36,945 | 
                 
                
                | 60 | 
                42.40 | 
                37.46 | 
                4.94 | 
                13.1% | 
                0.65 | 
                1.7% | 
                5% | 
                False | 
                True | 
                30,523 | 
                 
                
                | 80 | 
                43.46 | 
                37.46 | 
                6.00 | 
                15.9% | 
                0.65 | 
                1.7% | 
                4% | 
                False | 
                True | 
                25,374 | 
                 
                
                | 100 | 
                45.48 | 
                37.46 | 
                8.02 | 
                21.3% | 
                0.68 | 
                1.8% | 
                3% | 
                False | 
                True | 
                21,335 | 
                 
                
                | 120 | 
                45.75 | 
                37.46 | 
                8.29 | 
                22.0% | 
                0.68 | 
                1.8% | 
                3% | 
                False | 
                True | 
                18,316 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            39.98 | 
         
        
            | 
2.618             | 
            39.20 | 
         
        
            | 
1.618             | 
            38.72 | 
         
        
            | 
1.000             | 
            38.42 | 
         
        
            | 
0.618             | 
            38.24 | 
         
        
            | 
HIGH             | 
            37.94 | 
         
        
            | 
0.618             | 
            37.76 | 
         
        
            | 
0.500             | 
            37.70 | 
         
        
            | 
0.382             | 
            37.64 | 
         
        
            | 
LOW             | 
            37.46 | 
         
        
            | 
0.618             | 
            37.16 | 
         
        
            | 
1.000             | 
            36.98 | 
         
        
            | 
1.618             | 
            36.68 | 
         
        
            | 
2.618             | 
            36.20 | 
         
        
            | 
4.250             | 
            35.42 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Jan-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                37.70 | 
                                38.14 | 
                             
                            
                                | PP | 
                                37.70 | 
                                37.99 | 
                             
                            
                                | S1 | 
                                37.70 | 
                                37.85 | 
                             
             
         |