CME Soybean Oil Future January 2014

Trading Metrics calculated at close of trading on 29-May-2013

Day Change Summary
	Previous	Current
	28-May-2013	29-May-2013	Change	Change %	Previous Week
Open	48.49	48.64	0.15	0.3%	48.32
High	49.11	48.94	-0.17	-0.3%	49.43
Low	48.49	48.01	-0.48	-1.0%	47.82
Close	48.83	48.12	-0.71	-1.5%	48.41
Range	0.62	0.93	0.31	50.0%	1.61
ATR	0.65	0.67	0.02	3.1%	0.00
Volume	918	1,923	1,005	109.5%	2,760

Daily Pivots for day following 29-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	51.15	50.56	48.63
R3	50.22	49.63	48.38
R2	49.29	49.29	48.29
R1	48.70	48.70	48.21	48.53
PP	48.36	48.36	48.36	48.27
S1	47.77	47.77	48.03	47.60
S2	47.43	47.43	47.95
S3	46.50	46.84	47.86
S4	45.57	45.91	47.61

Weekly Pivots for week ending 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	53.38	52.51	49.30
R3	51.77	50.90	48.85
R2	50.16	50.16	48.71
R1	49.29	49.29	48.56	49.73
PP	48.55	48.55	48.55	48.77
S1	47.68	47.68	48.26	48.12
S2	46.94	46.94	48.11
S3	45.33	46.07	47.97
S4	43.72	44.46	47.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.43	48.01	1.42	3.0%	0.72	1.5%	8%	False	True	911
10	49.43	47.82	1.61	3.3%	0.64	1.3%	19%	False	False	796
20	49.43	47.24	2.19	4.6%	0.66	1.4%	40%	False	False	1,268

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	52.89
2.618	51.37
1.618	50.44
1.000	49.87
0.618	49.51
HIGH	48.94
0.618	48.58
0.500	48.48
0.382	48.37
LOW	48.01
0.618	47.44
1.000	47.08
1.618	46.51
2.618	45.58
4.250	44.06

Fisher Pivots for day following 29-May-2013
Pivot	1 day	3 day
R1	48.48	48.56
PP	48.36	48.41
S1	48.24	48.27

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols