CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 44.32 44.21 -0.11 -0.2% 43.48
High 44.32 44.23 -0.09 -0.2% 45.48
Low 43.78 43.54 -0.24 -0.5% 43.46
Close 44.08 43.69 -0.39 -0.9% 44.44
Range 0.54 0.69 0.15 27.8% 2.02
ATR 0.80 0.80 -0.01 -1.0% 0.00
Volume 6,978 5,488 -1,490 -21.4% 25,420
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 45.89 45.48 44.07
R3 45.20 44.79 43.88
R2 44.51 44.51 43.82
R1 44.10 44.10 43.75 43.96
PP 43.82 43.82 43.82 43.75
S1 43.41 43.41 43.63 43.27
S2 43.13 43.13 43.56
S3 42.44 42.72 43.50
S4 41.75 42.03 43.31
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 45.23 43.54 1.69 3.9% 0.85 2.0% 9% False True 5,193
10 45.48 42.81 2.67 6.1% 0.88 2.0% 33% False False 5,007
20 45.48 42.08 3.40 7.8% 0.77 1.8% 47% False False 4,468
40 46.53 42.08 4.45 10.2% 0.71 1.6% 36% False False 3,664
60 48.27 42.08 6.19 14.2% 0.69 1.6% 26% False False 3,163
80 49.43 42.08 7.35 16.8% 0.67 1.5% 22% False False 2,734
100 49.43 42.08 7.35 16.8% 0.67 1.5% 22% False False 2,427
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 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.16
2.618 46.04
1.618 45.35
1.000 44.92
0.618 44.66
HIGH 44.23
0.618 43.97
0.500 43.89
0.382 43.80
LOW 43.54
0.618 43.11
1.000 42.85
1.618 42.42
2.618 41.73
4.250 40.61
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 43.89 44.39
PP 43.82 44.15
S1 43.76 43.92

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

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