CME Soybean Oil Future January 2014

Trading Metrics calculated at close of trading on 24-Jun-2013

Day Change Summary
	Previous	Current
	21-Jun-2013	24-Jun-2013	Change	Change %	Previous Week
Open	47.14	46.32	-0.82	-1.7%	47.19
High	47.18	46.51	-0.67	-1.4%	48.27
Low	46.53	45.72	-0.81	-1.7%	46.53
Close	46.57	46.18	-0.39	-0.8%	46.57
Range	0.65	0.79	0.14	21.5%	1.74
ATR	0.66	0.68	0.01	2.0%	0.00
Volume	965	1,948	983	101.9%	8,315

Daily Pivots for day following 24-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	48.51	48.13	46.61
R3	47.72	47.34	46.40
R2	46.93	46.93	46.32
R1	46.55	46.55	46.25	46.35
PP	46.14	46.14	46.14	46.03
S1	45.76	45.76	46.11	45.56
S2	45.35	45.35	46.04
S3	44.56	44.97	45.96
S4	43.77	44.18	45.75

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	52.34	51.20	47.53
R3	50.60	49.46	47.05
R2	48.86	48.86	46.89
R1	47.72	47.72	46.73	47.42
PP	47.12	47.12	47.12	46.98
S1	45.98	45.98	46.41	45.68
S2	45.38	45.38	46.25
S3	43.64	44.24	46.09
S4	41.90	42.50	45.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.27	45.72	2.55	5.5%	0.78	1.7%	18%	False	True	1,755
10	48.27	45.72	2.55	5.5%	0.68	1.5%	18%	False	True	2,233
20	49.11	45.72	3.39	7.3%	0.64	1.4%	14%	False	True	1,977
40	49.43	45.72	3.71	8.0%	0.64	1.4%	12%	False	True	1,585

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	0.11
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	49.87
2.618	48.58
1.618	47.79
1.000	47.30
0.618	47.00
HIGH	46.51
0.618	46.21
0.500	46.12
0.382	46.02
LOW	45.72
0.618	45.23
1.000	44.93
1.618	44.44
2.618	43.65
4.250	42.36

Fisher Pivots for day following 24-Jun-2013
Pivot	1 day	3 day
R1	46.16	46.98
PP	46.14	46.71
S1	46.12	46.45

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