CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 45.07 44.70 -0.37 -0.8% 44.04
High 45.28 45.05 -0.23 -0.5% 44.15
Low 44.56 44.56 0.00 0.0% 42.81
Close 44.66 44.92 0.26 0.6% 43.15
Range 0.72 0.49 -0.23 -31.9% 1.34
ATR 0.80 0.78 -0.02 -2.8% 0.00
Volume 5,954 5,188 -766 -12.9% 19,802
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 46.31 46.11 45.19
R3 45.82 45.62 45.05
R2 45.33 45.33 45.01
R1 45.13 45.13 44.96 45.23
PP 44.84 44.84 44.84 44.90
S1 44.64 44.64 44.88 44.74
S2 44.35 44.35 44.83
S3 43.86 44.15 44.79
S4 43.37 43.66 44.65
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 47.39 46.61 43.89
R3 46.05 45.27 43.52
R2 44.71 44.71 43.40
R1 43.93 43.93 43.27 43.65
PP 43.37 43.37 43.37 43.23
S1 42.59 42.59 43.03 42.31
S2 42.03 42.03 42.90
S3 40.69 41.25 42.78
S4 39.35 39.91 42.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.48 42.81 2.67 5.9% 0.91 2.0% 79% False False 4,821
10 45.48 42.81 2.67 5.9% 0.81 1.8% 79% False False 4,273
20 45.48 42.08 3.40 7.6% 0.74 1.7% 84% False False 3,873
40 46.53 42.08 4.45 9.9% 0.67 1.5% 64% False False 3,353
60 48.27 42.08 6.19 13.8% 0.67 1.5% 46% False False 2,953
80 49.43 42.08 7.35 16.4% 0.66 1.5% 39% False False 2,516
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.12
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 47.13
2.618 46.33
1.618 45.84
1.000 45.54
0.618 45.35
HIGH 45.05
0.618 44.86
0.500 44.81
0.382 44.75
LOW 44.56
0.618 44.26
1.000 44.07
1.618 43.77
2.618 43.28
4.250 42.48
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 44.88 44.77
PP 44.84 44.62
S1 44.81 44.47

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

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