CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 29-Jul-2013
Day Change Summary
Previous Current
26-Jul-2013 29-Jul-2013 Change Change % Previous Week
Open 44.06 43.84 -0.22 -0.5% 45.24
High 44.09 43.84 -0.25 -0.6% 45.75
Low 43.53 42.83 -0.70 -1.6% 43.53
Close 43.87 42.96 -0.91 -2.1% 43.87
Range 0.56 1.01 0.45 80.4% 2.22
ATR 0.64 0.66 0.03 4.5% 0.00
Volume 3,962 2,261 -1,701 -42.9% 16,811
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 46.24 45.61 43.52
R3 45.23 44.60 43.24
R2 44.22 44.22 43.15
R1 43.59 43.59 43.05 43.40
PP 43.21 43.21 43.21 43.12
S1 42.58 42.58 42.87 42.39
S2 42.20 42.20 42.77
S3 41.19 41.57 42.68
S4 40.18 40.56 42.40
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 51.04 49.68 45.09
R3 48.82 47.46 44.48
R2 46.60 46.60 44.28
R1 45.24 45.24 44.07 44.81
PP 44.38 44.38 44.38 44.17
S1 43.02 43.02 43.67 42.59
S2 42.16 42.16 43.46
S3 39.94 40.80 43.26
S4 37.72 38.58 42.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.61 42.83 2.78 6.5% 0.84 2.0% 5% False True 3,388
10 45.76 42.83 2.93 6.8% 0.65 1.5% 4% False True 2,779
20 46.53 42.83 3.70 8.6% 0.63 1.5% 4% False True 2,814
40 48.27 42.83 5.44 12.7% 0.64 1.5% 2% False True 2,435
60 49.43 42.83 6.60 15.4% 0.64 1.5% 2% False True 2,059
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 26 trading days
Fibonacci Retracements and Extensions
4.250 48.13
2.618 46.48
1.618 45.47
1.000 44.85
0.618 44.46
HIGH 43.84
0.618 43.45
0.500 43.34
0.382 43.22
LOW 42.83
0.618 42.21
1.000 41.82
1.618 41.20
2.618 40.19
4.250 38.54
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 43.34 43.66
PP 43.21 43.42
S1 43.09 43.19

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

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