CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 44.04 43.97 -0.07 -0.2% 42.26
High 44.15 43.97 -0.18 -0.4% 44.11
Low 43.61 43.17 -0.44 -1.0% 42.17
Close 43.94 43.32 -0.62 -1.4% 43.36
Range 0.54 0.80 0.26 48.1% 1.94
ATR 0.69 0.70 0.01 1.1% 0.00
Volume 3,574 4,859 1,285 36.0% 20,661
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 45.89 45.40 43.76
R3 45.09 44.60 43.54
R2 44.29 44.29 43.47
R1 43.80 43.80 43.39 43.65
PP 43.49 43.49 43.49 43.41
S1 43.00 43.00 43.25 42.85
S2 42.69 42.69 43.17
S3 41.89 42.20 43.10
S4 41.09 41.40 42.88
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% 0.71 1.6% 41% False False 3,782
10 44.15 42.08 2.07 4.8% 0.67 1.5% 60% False False 4,061
20 45.03 42.08 2.95 6.8% 0.70 1.6% 42% False False 3,488
40 46.53 42.08 4.45 10.3% 0.65 1.5% 28% False False 2,973
60 49.11 42.08 7.03 16.2% 0.65 1.5% 18% False False 2,641
80 49.43 42.08 7.35 17.0% 0.65 1.5% 17% False False 2,279
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.37
2.618 46.06
1.618 45.26
1.000 44.77
0.618 44.46
HIGH 43.97
0.618 43.66
0.500 43.57
0.382 43.48
LOW 43.17
0.618 42.68
1.000 42.37
1.618 41.88
2.618 41.08
4.250 39.77
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 43.57 43.66
PP 43.49 43.55
S1 43.40 43.43

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

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