CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 42.25 42.26 0.01 0.0% 42.92
High 42.60 43.06 0.46 1.1% 43.44
Low 42.08 42.17 0.09 0.2% 42.08
Close 42.11 42.98 0.87 2.1% 42.11
Range 0.52 0.89 0.37 71.2% 1.36
ATR 0.64 0.67 0.02 3.4% 0.00
Volume 2,886 3,849 963 33.4% 15,740
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 45.41 45.08 43.47
R3 44.52 44.19 43.22
R2 43.63 43.63 43.14
R1 43.30 43.30 43.06 43.47
PP 42.74 42.74 42.74 42.82
S1 42.41 42.41 42.90 42.58
S2 41.85 41.85 42.82
S3 40.96 41.52 42.74
S4 40.07 40.63 42.49
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 46.62 45.73 42.86
R3 45.26 44.37 42.48
R2 43.90 43.90 42.36
R1 43.01 43.01 42.23 42.78
PP 42.54 42.54 42.54 42.43
S1 41.65 41.65 41.99 41.42
S2 41.18 41.18 41.86
S3 39.82 40.29 41.74
S4 38.46 38.93 41.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.43 42.08 1.35 3.1% 0.67 1.5% 67% False False 3,572
10 43.44 42.08 1.36 3.2% 0.65 1.5% 66% False False 2,978
20 45.76 42.08 3.68 8.6% 0.65 1.5% 24% False False 2,878
40 48.27 42.08 6.19 14.4% 0.66 1.5% 15% False False 2,599
60 49.43 42.08 7.35 17.1% 0.64 1.5% 12% False False 2,278
80 49.43 42.08 7.35 17.1% 0.64 1.5% 12% False False 2,023
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 10 trading days
Fibonacci Retracements and Extensions
4.250 46.84
2.618 45.39
1.618 44.50
1.000 43.95
0.618 43.61
HIGH 43.06
0.618 42.72
0.500 42.62
0.382 42.51
LOW 42.17
0.618 41.62
1.000 41.28
1.618 40.73
2.618 39.84
4.250 38.39
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 42.86 42.84
PP 42.74 42.71
S1 42.62 42.57

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

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