CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Jan-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Jan-2014 | 
                    13-Jan-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        37.69 | 
                        37.74 | 
                        0.05 | 
                        0.1% | 
                        38.26 | 
                     
                    
                        | High | 
                        37.95 | 
                        37.74 | 
                        -0.21 | 
                        -0.6% | 
                        38.26 | 
                     
                    
                        | Low | 
                        37.45 | 
                        37.57 | 
                        0.12 | 
                        0.3% | 
                        37.24 | 
                     
                    
                        | Close | 
                        37.95 | 
                        37.57 | 
                        -0.38 | 
                        -1.0% | 
                        37.95 | 
                     
                    
                        | Range | 
                        0.50 | 
                        0.17 | 
                        -0.33 | 
                        -66.0% | 
                        1.02 | 
                     
                    
                        | ATR | 
                        0.53 | 
                        0.52 | 
                        -0.01 | 
                        -2.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        652 | 
                        54 | 
                        -598 | 
                        -91.7% | 
                        3,703 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Jan-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                38.14 | 
                38.02 | 
                37.66 | 
                 | 
             
            
                | R3 | 
                37.97 | 
                37.85 | 
                37.62 | 
                 | 
             
            
                | R2 | 
                37.80 | 
                37.80 | 
                37.60 | 
                 | 
             
            
                | R1 | 
                37.68 | 
                37.68 | 
                37.59 | 
                37.66 | 
             
            
                | PP | 
                37.63 | 
                37.63 | 
                37.63 | 
                37.61 | 
             
            
                | S1 | 
                37.51 | 
                37.51 | 
                37.55 | 
                37.49 | 
             
            
                | S2 | 
                37.46 | 
                37.46 | 
                37.54 | 
                 | 
             
            
                | S3 | 
                37.29 | 
                37.34 | 
                37.52 | 
                 | 
             
            
                | S4 | 
                37.12 | 
                37.17 | 
                37.48 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Jan-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                40.88 | 
                40.43 | 
                38.51 | 
                 | 
             
            
                | R3 | 
                39.86 | 
                39.41 | 
                38.23 | 
                 | 
             
            
                | R2 | 
                38.84 | 
                38.84 | 
                38.14 | 
                 | 
             
            
                | R1 | 
                38.39 | 
                38.39 | 
                38.04 | 
                38.11 | 
             
            
                | PP | 
                37.82 | 
                37.82 | 
                37.82 | 
                37.67 | 
             
            
                | S1 | 
                37.37 | 
                37.37 | 
                37.86 | 
                37.09 | 
             
            
                | S2 | 
                36.80 | 
                36.80 | 
                37.76 | 
                 | 
             
            
                | S3 | 
                35.78 | 
                36.35 | 
                37.67 | 
                 | 
             
            
                | S4 | 
                34.76 | 
                35.33 | 
                37.39 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                37.95 | 
                37.24 | 
                0.71 | 
                1.9% | 
                0.37 | 
                1.0% | 
                46% | 
                False | 
                False | 
                524 | 
                 
                
                | 10 | 
                39.08 | 
                37.24 | 
                1.84 | 
                4.9% | 
                0.43 | 
                1.1% | 
                18% | 
                False | 
                False | 
                3,019 | 
                 
                
                | 20 | 
                40.22 | 
                37.24 | 
                2.98 | 
                7.9% | 
                0.48 | 
                1.3% | 
                11% | 
                False | 
                False | 
                17,069 | 
                 
                
                | 40 | 
                42.05 | 
                37.24 | 
                4.81 | 
                12.8% | 
                0.57 | 
                1.5% | 
                7% | 
                False | 
                False | 
                33,412 | 
                 
                
                | 60 | 
                42.40 | 
                37.24 | 
                5.16 | 
                13.7% | 
                0.61 | 
                1.6% | 
                6% | 
                False | 
                False | 
                29,329 | 
                 
                
                | 80 | 
                43.32 | 
                37.24 | 
                6.08 | 
                16.2% | 
                0.63 | 
                1.7% | 
                5% | 
                False | 
                False | 
                25,072 | 
                 
                
                | 100 | 
                45.48 | 
                37.24 | 
                8.24 | 
                21.9% | 
                0.66 | 
                1.8% | 
                4% | 
                False | 
                False | 
                21,207 | 
                 
                
                | 120 | 
                45.48 | 
                37.24 | 
                8.24 | 
                21.9% | 
                0.67 | 
                1.8% | 
                4% | 
                False | 
                False | 
                18,254 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            38.46 | 
         
        
            | 
2.618             | 
            38.19 | 
         
        
            | 
1.618             | 
            38.02 | 
         
        
            | 
1.000             | 
            37.91 | 
         
        
            | 
0.618             | 
            37.85 | 
         
        
            | 
HIGH             | 
            37.74 | 
         
        
            | 
0.618             | 
            37.68 | 
         
        
            | 
0.500             | 
            37.66 | 
         
        
            | 
0.382             | 
            37.63 | 
         
        
            | 
LOW             | 
            37.57 | 
         
        
            | 
0.618             | 
            37.46 | 
         
        
            | 
1.000             | 
            37.40 | 
         
        
            | 
1.618             | 
            37.29 | 
         
        
            | 
2.618             | 
            37.12 | 
         
        
            | 
4.250             | 
            36.85 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Jan-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                37.66 | 
                                37.70 | 
                             
                            
                                | PP | 
                                37.63 | 
                                37.66 | 
                             
                            
                                | S1 | 
                                37.60 | 
                                37.61 | 
                             
             
         |