CME Soybean Oil Future January 2014

Trading Metrics calculated at close of trading on 10-Jun-2013

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	47.24	47.75	0.51	1.1%	47.58
High	47.98	47.84	-0.14	-0.3%	48.03
Low	47.15	47.37	0.22	0.5%	46.93
Close	47.87	47.48	-0.39	-0.8%	47.87
Range	0.83	0.47	-0.36	-43.4%	1.10
ATR	0.64	0.63	-0.01	-1.6%	0.00
Volume	1,413	2,167	754	53.4%	9,013

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	48.97	48.70	47.74
R3	48.50	48.23	47.61
R2	48.03	48.03	47.57
R1	47.76	47.76	47.52	47.66
PP	47.56	47.56	47.56	47.52
S1	47.29	47.29	47.44	47.19
S2	47.09	47.09	47.39
S3	46.62	46.82	47.35
S4	46.15	46.35	47.22

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	50.91	50.49	48.48
R3	49.81	49.39	48.17
R2	48.71	48.71	48.07
R1	48.29	48.29	47.97	48.50
PP	47.61	47.61	47.61	47.72
S1	47.19	47.19	47.77	47.40
S2	46.51	46.51	47.67
S3	45.41	46.09	47.57
S4	44.31	44.99	47.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.98	46.93	1.05	2.2%	0.58	1.2%	52%	False	False	2,026
10	49.11	46.93	2.18	4.6%	0.60	1.3%	25%	False	False	1,721
20	49.43	46.93	2.50	5.3%	0.59	1.2%	22%	False	False	1,270
40	49.43	46.93	2.50	5.3%	0.64	1.4%	22%	False	False	1,195

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	49.84
2.618	49.07
1.618	48.60
1.000	48.31
0.618	48.13
HIGH	47.84
0.618	47.66
0.500	47.61
0.382	47.55
LOW	47.37
0.618	47.08
1.000	46.90
1.618	46.61
2.618	46.14
4.250	45.37

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	47.61	47.47
PP	47.56	47.46
S1	47.52	47.46

Download as Excel Spreadsheet

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

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