CME Soybean Oil Future January 2014

Trading Metrics calculated at close of trading on 28-Jun-2013

Day Change Summary
	Previous	Current
	27-Jun-2013	28-Jun-2013	Change	Change %	Previous Week
Open	45.31	45.16	-0.15	-0.3%	46.32
High	45.59	45.31	-0.28	-0.6%	46.51
Low	44.94	44.55	-0.39	-0.9%	44.55
Close	45.11	45.10	-0.01	0.0%	45.10
Range	0.65	0.76	0.11	16.9%	1.96
ATR	0.67	0.68	0.01	0.9%	0.00
Volume	1,199	1,122	-77	-6.4%	9,575

Daily Pivots for day following 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	47.27	46.94	45.52
R3	46.51	46.18	45.31
R2	45.75	45.75	45.24
R1	45.42	45.42	45.17	45.21
PP	44.99	44.99	44.99	44.88
S1	44.66	44.66	45.03	44.45
S2	44.23	44.23	44.96
S3	43.47	43.90	44.89
S4	42.71	43.14	44.68

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	51.27	50.14	46.18
R3	49.31	48.18	45.64
R2	47.35	47.35	45.46
R1	46.22	46.22	45.28	45.81
PP	45.39	45.39	45.39	45.18
S1	44.26	44.26	44.92	43.85
S2	43.43	43.43	44.74
S3	41.47	42.30	44.56
S4	39.51	40.34	44.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.51	44.55	1.96	4.3%	0.71	1.6%	28%	False	True	1,915
10	48.27	44.55	3.72	8.2%	0.74	1.6%	15%	False	True	1,789
20	48.27	44.55	3.72	8.2%	0.64	1.4%	15%	False	True	2,057
40	49.43	44.55	4.88	10.8%	0.64	1.4%	11%	False	True	1,681

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.12
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	48.54
2.618	47.30
1.618	46.54
1.000	46.07
0.618	45.78
HIGH	45.31
0.618	45.02
0.500	44.93
0.382	44.84
LOW	44.55
0.618	44.08
1.000	43.79
1.618	43.32
2.618	42.56
4.250	41.32

Fisher Pivots for day following 28-Jun-2013
Pivot	1 day	3 day
R1	45.04	45.25
PP	44.99	45.20
S1	44.93	45.15

Download as Excel Spreadsheet

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

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