CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 44.39 44.91 0.52 1.2% 43.48
High 44.51 45.23 0.72 1.6% 45.48
Low 43.82 43.98 0.16 0.4% 43.46
Close 44.44 44.33 -0.11 -0.2% 44.44
Range 0.69 1.25 0.56 81.2% 2.02
ATR 0.79 0.82 0.03 4.1% 0.00
Volume 4,066 4,792 726 17.9% 25,420
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 48.26 47.55 45.02
R3 47.01 46.30 44.67
R2 45.76 45.76 44.56
R1 45.05 45.05 44.44 44.78
PP 44.51 44.51 44.51 44.38
S1 43.80 43.80 44.22 43.53
S2 43.26 43.26 44.10
S3 42.01 42.55 43.99
S4 40.76 41.30 43.64
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 50.52 49.50 45.55
R3 48.50 47.48 45.00
R2 46.48 46.48 44.81
R1 45.46 45.46 44.63 45.97
PP 44.46 44.46 44.46 44.72
S1 43.44 43.44 44.25 43.95
S2 42.44 42.44 44.07
S3 40.42 41.42 43.88
S4 38.40 39.40 43.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.28 43.82 1.46 3.3% 0.85 1.9% 35% False False 4,928
10 45.48 42.81 2.67 6.0% 0.89 2.0% 57% False False 4,644
20 45.48 42.08 3.40 7.7% 0.79 1.8% 66% False False 4,234
40 46.53 42.08 4.45 10.0% 0.71 1.6% 51% False False 3,538
60 48.27 42.08 6.19 14.0% 0.69 1.6% 36% False False 3,083
80 49.43 42.08 7.35 16.6% 0.67 1.5% 31% False False 2,623
100 49.74 42.08 7.66 17.3% 0.67 1.5% 29% False False 2,311
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 50.54
2.618 48.50
1.618 47.25
1.000 46.48
0.618 46.00
HIGH 45.23
0.618 44.75
0.500 44.61
0.382 44.46
LOW 43.98
0.618 43.21
1.000 42.73
1.618 41.96
2.618 40.71
4.250 38.67
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 44.61 44.53
PP 44.51 44.46
S1 44.42 44.40

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

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