CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 43.13 42.92 -0.21 -0.5% 43.84
High 43.38 43.44 0.06 0.1% 43.84
Low 42.62 42.61 -0.01 0.0% 42.62
Close 42.95 43.39 0.44 1.0% 42.95
Range 0.76 0.83 0.07 9.2% 1.22
ATR 0.65 0.66 0.01 2.0% 0.00
Volume 2,716 1,728 -988 -36.4% 12,455
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 45.64 45.34 43.85
R3 44.81 44.51 43.62
R2 43.98 43.98 43.54
R1 43.68 43.68 43.47 43.83
PP 43.15 43.15 43.15 43.22
S1 42.85 42.85 43.31 43.00
S2 42.32 42.32 43.24
S3 41.49 42.02 43.16
S4 40.66 41.19 42.93
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 46.80 46.09 43.62
R3 45.58 44.87 43.29
R2 44.36 44.36 43.17
R1 43.65 43.65 43.06 43.40
PP 43.14 43.14 43.14 43.01
S1 42.43 42.43 42.84 42.18
S2 41.92 41.92 42.73
S3 40.70 41.21 42.61
S4 39.48 39.99 42.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.44 42.61 0.83 1.9% 0.64 1.5% 94% True True 2,384
10 45.61 42.61 3.00 6.9% 0.74 1.7% 26% False True 2,886
20 46.53 42.61 3.92 9.0% 0.63 1.5% 20% False True 2,843
40 48.27 42.61 5.66 13.0% 0.64 1.5% 14% False True 2,508
60 49.43 42.61 6.82 15.7% 0.63 1.5% 11% False True 2,087
80 49.74 42.61 7.13 16.4% 0.65 1.5% 11% False True 1,830
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 46.97
2.618 45.61
1.618 44.78
1.000 44.27
0.618 43.95
HIGH 43.44
0.618 43.12
0.500 43.03
0.382 42.93
LOW 42.61
0.618 42.10
1.000 41.78
1.618 41.27
2.618 40.44
4.250 39.08
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 43.27 43.27
PP 43.15 43.15
S1 43.03 43.03

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

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