CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 12-Jul-2013
Day Change Summary
Previous Current
11-Jul-2013 12-Jul-2013 Change Change % Previous Week
Open 46.04 45.79 -0.25 -0.5% 46.02
High 46.53 45.89 -0.64 -1.4% 46.53
Low 45.69 45.46 -0.23 -0.5% 45.46
Close 45.74 45.83 0.09 0.2% 45.83
Range 0.84 0.43 -0.41 -48.8% 1.07
ATR 0.66 0.64 -0.02 -2.5% 0.00
Volume 2,425 2,917 492 20.3% 14,937
Daily Pivots for day following 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 47.02 46.85 46.07
R3 46.59 46.42 45.95
R2 46.16 46.16 45.91
R1 45.99 45.99 45.87 46.08
PP 45.73 45.73 45.73 45.77
S1 45.56 45.56 45.79 45.65
S2 45.30 45.30 45.75
S3 44.87 45.13 45.71
S4 44.44 44.70 45.59
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 49.15 48.56 46.42
R3 48.08 47.49 46.12
R2 47.01 47.01 46.03
R1 46.42 46.42 45.93 46.18
PP 45.94 45.94 45.94 45.82
S1 45.35 45.35 45.73 45.11
S2 44.87 44.87 45.63
S3 43.80 44.28 45.54
S4 42.73 43.21 45.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.53 45.46 1.07 2.3% 0.57 1.2% 35% False True 2,987
10 46.53 44.55 1.98 4.3% 0.62 1.4% 65% False False 2,525
20 48.27 44.55 3.72 8.1% 0.67 1.5% 34% False False 2,193
40 49.43 44.55 4.88 10.6% 0.63 1.4% 26% False False 1,902
60 49.43 44.55 4.88 10.6% 0.64 1.4% 26% False False 1,669
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 47.72
2.618 47.02
1.618 46.59
1.000 46.32
0.618 46.16
HIGH 45.89
0.618 45.73
0.500 45.68
0.382 45.62
LOW 45.46
0.618 45.19
1.000 45.03
1.618 44.76
2.618 44.33
4.250 43.63
Fisher Pivots for day following 12-Jul-2013
Pivot 1 day 3 day
R1 45.78 46.00
PP 45.73 45.94
S1 45.68 45.89

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

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