CME Soybean Oil Future January 2014

Trading Metrics calculated at close of trading on 17-Jun-2013

Day Change Summary
	Previous	Current
	14-Jun-2013	17-Jun-2013	Change	Change %	Previous Week
Open	47.22	47.19	-0.03	-0.1%	47.75
High	47.64	47.90	0.26	0.5%	47.84
Low	47.02	47.18	0.16	0.3%	46.86
Close	47.57	47.86	0.29	0.6%	47.57
Range	0.62	0.72	0.10	16.1%	0.98
ATR	0.61	0.62	0.01	1.3%	0.00
Volume	1,856	1,484	-372	-20.0%	14,242

Daily Pivots for day following 17-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	49.81	49.55	48.26
R3	49.09	48.83	48.06
R2	48.37	48.37	47.99
R1	48.11	48.11	47.93	48.24
PP	47.65	47.65	47.65	47.71
S1	47.39	47.39	47.79	47.52
S2	46.93	46.93	47.73
S3	46.21	46.67	47.66
S4	45.49	45.95	47.46

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	50.36	49.95	48.11
R3	49.38	48.97	47.84
R2	48.40	48.40	47.75
R1	47.99	47.99	47.66	47.71
PP	47.42	47.42	47.42	47.28
S1	47.01	47.01	47.48	46.73
S2	46.44	46.44	47.39
S3	45.46	46.03	47.30
S4	44.48	45.05	47.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.90	46.86	1.04	2.2%	0.58	1.2%	96%	True	False	2,711
10	47.98	46.86	1.12	2.3%	0.58	1.2%	89%	False	False	2,368
20	49.43	46.86	2.57	5.4%	0.60	1.3%	39%	False	False	1,676
40	49.43	46.86	2.57	5.4%	0.62	1.3%	39%	False	False	1,472

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	50.96
2.618	49.78
1.618	49.06
1.000	48.62
0.618	48.34
HIGH	47.90
0.618	47.62
0.500	47.54
0.382	47.46
LOW	47.18
0.618	46.74
1.000	46.46
1.618	46.02
2.618	45.30
4.250	44.12

Fisher Pivots for day following 17-Jun-2013
Pivot	1 day	3 day
R1	47.75	47.70
PP	47.65	47.54
S1	47.54	47.38

Download as Excel Spreadsheet

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

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