CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 43.66 44.04 0.38 0.9% 42.26
High 44.11 44.15 0.04 0.1% 44.11
Low 43.29 43.61 0.32 0.7% 42.17
Close 43.36 43.94 0.58 1.3% 43.36
Range 0.82 0.54 -0.28 -34.1% 1.94
ATR 0.69 0.69 0.01 1.1% 0.00
Volume 3,317 3,574 257 7.7% 20,661
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 45.52 45.27 44.24
R3 44.98 44.73 44.09
R2 44.44 44.44 44.04
R1 44.19 44.19 43.99 44.05
PP 43.90 43.90 43.90 43.83
S1 43.65 43.65 43.89 43.51
S2 43.36 43.36 43.84
S3 42.82 43.11 43.79
S4 42.28 42.57 43.64
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 49.03 48.14 44.43
R3 47.09 46.20 43.89
R2 45.15 45.15 43.72
R1 44.26 44.26 43.54 44.71
PP 43.21 43.21 43.21 43.44
S1 42.32 42.32 43.18 42.77
S2 41.27 41.27 43.00
S3 39.33 40.38 42.83
S4 37.39 38.44 42.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.15 42.75 1.40 3.2% 0.69 1.6% 85% True False 4,077
10 44.15 42.08 2.07 4.7% 0.68 1.5% 90% True False 3,824
20 45.61 42.08 3.53 8.0% 0.71 1.6% 53% False False 3,355
40 46.53 42.08 4.45 10.1% 0.65 1.5% 42% False False 2,900
60 49.11 42.08 7.03 16.0% 0.64 1.5% 26% False False 2,572
80 49.43 42.08 7.35 16.7% 0.65 1.5% 25% False False 2,236
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.13
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 46.45
2.618 45.56
1.618 45.02
1.000 44.69
0.618 44.48
HIGH 44.15
0.618 43.94
0.500 43.88
0.382 43.82
LOW 43.61
0.618 43.28
1.000 43.07
1.618 42.74
2.618 42.20
4.250 41.32
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 43.92 43.81
PP 43.90 43.67
S1 43.88 43.54

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

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