CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jan-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jan-2014 | 
                    14-Jan-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        37.74 | 
                        37.62 | 
                        -0.12 | 
                        -0.3% | 
                        38.26 | 
                     
                    
                        | High | 
                        37.74 | 
                        37.62 | 
                        -0.12 | 
                        -0.3% | 
                        38.26 | 
                     
                    
                        | Low | 
                        37.57 | 
                        37.40 | 
                        -0.17 | 
                        -0.5% | 
                        37.24 | 
                     
                    
                        | Close | 
                        37.57 | 
                        37.40 | 
                        -0.17 | 
                        -0.5% | 
                        37.95 | 
                     
                    
                        | Range | 
                        0.17 | 
                        0.22 | 
                        0.05 | 
                        29.4% | 
                        1.02 | 
                     
                    
                        | ATR | 
                        0.52 | 
                        0.49 | 
                        -0.02 | 
                        -4.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        54 | 
                        155 | 
                        101 | 
                        187.0% | 
                        3,703 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jan-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                38.13 | 
                37.99 | 
                37.52 | 
                 | 
             
            
                | R3 | 
                37.91 | 
                37.77 | 
                37.46 | 
                 | 
             
            
                | R2 | 
                37.69 | 
                37.69 | 
                37.44 | 
                 | 
             
            
                | R1 | 
                37.55 | 
                37.55 | 
                37.42 | 
                37.51 | 
             
            
                | PP | 
                37.47 | 
                37.47 | 
                37.47 | 
                37.46 | 
             
            
                | S1 | 
                37.33 | 
                37.33 | 
                37.38 | 
                37.29 | 
             
            
                | S2 | 
                37.25 | 
                37.25 | 
                37.36 | 
                 | 
             
            
                | S3 | 
                37.03 | 
                37.11 | 
                37.34 | 
                 | 
             
            
                | S4 | 
                36.81 | 
                36.89 | 
                37.28 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                0.32 | 
                0.9% | 
                23% | 
                False | 
                False | 
                389 | 
                 
                
                | 10 | 
                38.96 | 
                37.24 | 
                1.72 | 
                4.6% | 
                0.40 | 
                1.1% | 
                9% | 
                False | 
                False | 
                1,466 | 
                 
                
                | 20 | 
                40.22 | 
                37.24 | 
                2.98 | 
                8.0% | 
                0.46 | 
                1.2% | 
                5% | 
                False | 
                False | 
                15,180 | 
                 
                
                | 40 | 
                42.05 | 
                37.24 | 
                4.81 | 
                12.9% | 
                0.56 | 
                1.5% | 
                3% | 
                False | 
                False | 
                32,645 | 
                 
                
                | 60 | 
                42.40 | 
                37.24 | 
                5.16 | 
                13.8% | 
                0.60 | 
                1.6% | 
                3% | 
                False | 
                False | 
                29,139 | 
                 
                
                | 80 | 
                43.22 | 
                37.24 | 
                5.98 | 
                16.0% | 
                0.63 | 
                1.7% | 
                3% | 
                False | 
                False | 
                25,025 | 
                 
                
                | 100 | 
                45.48 | 
                37.24 | 
                8.24 | 
                22.0% | 
                0.66 | 
                1.8% | 
                2% | 
                False | 
                False | 
                21,169 | 
                 
                
                | 120 | 
                45.48 | 
                37.24 | 
                8.24 | 
                22.0% | 
                0.67 | 
                1.8% | 
                2% | 
                False | 
                False | 
                18,222 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            38.56 | 
         
        
            | 
2.618             | 
            38.20 | 
         
        
            | 
1.618             | 
            37.98 | 
         
        
            | 
1.000             | 
            37.84 | 
         
        
            | 
0.618             | 
            37.76 | 
         
        
            | 
HIGH             | 
            37.62 | 
         
        
            | 
0.618             | 
            37.54 | 
         
        
            | 
0.500             | 
            37.51 | 
         
        
            | 
0.382             | 
            37.48 | 
         
        
            | 
LOW             | 
            37.40 | 
         
        
            | 
0.618             | 
            37.26 | 
         
        
            | 
1.000             | 
            37.18 | 
         
        
            | 
1.618             | 
            37.04 | 
         
        
            | 
2.618             | 
            36.82 | 
         
        
            | 
4.250             | 
            36.47 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jan-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                37.51 | 
                                37.68 | 
                             
                            
                                | PP | 
                                37.47 | 
                                37.58 | 
                             
                            
                                | S1 | 
                                37.44 | 
                                37.49 | 
                             
             
         |