CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 45.61 45.24 -0.37 -0.8% 45.77
High 45.65 45.75 0.10 0.2% 45.81
Low 45.27 45.23 -0.04 -0.1% 45.17
Close 45.41 45.41 0.00 0.0% 45.41
Range 0.38 0.52 0.14 36.8% 0.64
ATR 0.59 0.58 0.00 -0.8% 0.00
Volume 2,261 2,131 -130 -5.7% 13,087
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 47.02 46.74 45.70
R3 46.50 46.22 45.55
R2 45.98 45.98 45.51
R1 45.70 45.70 45.46 45.84
PP 45.46 45.46 45.46 45.54
S1 45.18 45.18 45.36 45.32
S2 44.94 44.94 45.31
S3 44.42 44.66 45.27
S4 43.90 44.14 45.12
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 47.38 47.04 45.76
R3 46.74 46.40 45.59
R2 46.10 46.10 45.53
R1 45.76 45.76 45.47 45.61
PP 45.46 45.46 45.46 45.39
S1 45.12 45.12 45.35 44.97
S2 44.82 44.82 45.29
S3 44.18 44.48 45.23
S4 43.54 43.84 45.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.76 45.17 0.59 1.3% 0.46 1.0% 41% False False 2,170
10 46.53 45.17 1.36 3.0% 0.53 1.2% 18% False False 2,800
20 46.53 44.55 1.98 4.4% 0.59 1.3% 43% False False 2,446
40 49.11 44.55 4.56 10.0% 0.61 1.3% 19% False False 2,180
60 49.43 44.55 4.88 10.7% 0.63 1.4% 18% False False 1,862
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.96
2.618 47.11
1.618 46.59
1.000 46.27
0.618 46.07
HIGH 45.75
0.618 45.55
0.500 45.49
0.382 45.43
LOW 45.23
0.618 44.91
1.000 44.71
1.618 44.39
2.618 43.87
4.250 43.02
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 45.49 45.46
PP 45.46 45.44
S1 45.44 45.43

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

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