CME Soybean Oil Future January 2014

Trading Metrics calculated at close of trading on 13-Jun-2013

Day Change Summary
	Previous	Current
	12-Jun-2013	13-Jun-2013	Change	Change %	Previous Week
Open	47.25	47.32	0.07	0.1%	47.58
High	47.44	47.51	0.07	0.1%	48.03
Low	47.11	46.86	-0.25	-0.5%	46.93
Close	47.38	47.12	-0.26	-0.5%	47.87
Range	0.33	0.65	0.32	97.0%	1.10
ATR	0.61	0.61	0.00	0.5%	0.00
Volume	2,404	2,306	-98	-4.1%	9,013

Daily Pivots for day following 13-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	49.11	48.77	47.48
R3	48.46	48.12	47.30
R2	47.81	47.81	47.24
R1	47.47	47.47	47.18	47.32
PP	47.16	47.16	47.16	47.09
S1	46.82	46.82	47.06	46.67
S2	46.51	46.51	47.00
S3	45.86	46.17	46.94
S4	45.21	45.52	46.76

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	46.86	1.12	2.4%	0.57	1.2%	23%	False	True	2,759
10	48.30	46.86	1.44	3.1%	0.55	1.2%	18%	False	True	2,286
20	49.43	46.86	2.57	5.5%	0.59	1.2%	10%	False	True	1,611
40	49.43	46.86	2.57	5.5%	0.62	1.3%	10%	False	True	1,406

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

Fibonacci Retracements and Extensions
4.250	50.27
2.618	49.21
1.618	48.56
1.000	48.16
0.618	47.91
HIGH	47.51
0.618	47.26
0.500	47.19
0.382	47.11
LOW	46.86
0.618	46.46
1.000	46.21
1.618	45.81
2.618	45.16
4.250	44.10

Fisher Pivots for day following 13-Jun-2013
Pivot	1 day	3 day
R1	47.19	47.24
PP	47.16	47.20
S1	47.14	47.16

Download as Excel Spreadsheet

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

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