CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 43.69 44.20 0.51 1.2% 44.91
High 44.63 44.33 -0.30 -0.7% 45.23
Low 43.66 43.30 -0.36 -0.8% 43.54
Close 43.92 43.36 -0.56 -1.3% 43.92
Range 0.97 1.03 0.06 6.2% 1.69
ATR 0.81 0.82 0.02 2.0% 0.00
Volume 6,670 7,515 845 12.7% 23,928
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 46.75 46.09 43.93
R3 45.72 45.06 43.64
R2 44.69 44.69 43.55
R1 44.03 44.03 43.45 43.85
PP 43.66 43.66 43.66 43.57
S1 43.00 43.00 43.27 42.82
S2 42.63 42.63 43.17
S3 41.60 41.97 43.08
S4 40.57 40.94 42.79
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 49.30 48.30 44.85
R3 47.61 46.61 44.38
R2 45.92 45.92 44.23
R1 44.92 44.92 44.07 44.58
PP 44.23 44.23 44.23 44.06
S1 43.23 43.23 43.77 42.89
S2 42.54 42.54 43.61
S3 40.85 41.54 43.46
S4 39.16 39.85 42.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.23 43.30 1.93 4.5% 0.90 2.1% 3% False True 6,288
10 45.48 43.30 2.18 5.0% 0.95 2.2% 3% False True 5,686
20 45.48 42.17 3.31 7.6% 0.82 1.9% 36% False False 4,866
40 45.81 42.08 3.73 8.6% 0.73 1.7% 34% False False 3,885
60 48.27 42.08 6.19 14.3% 0.71 1.6% 21% False False 3,321
80 49.43 42.08 7.35 17.0% 0.68 1.6% 17% False False 2,893
100 49.43 42.08 7.35 17.0% 0.67 1.6% 17% False False 2,555
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.11
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 48.71
2.618 47.03
1.618 46.00
1.000 45.36
0.618 44.97
HIGH 44.33
0.618 43.94
0.500 43.82
0.382 43.69
LOW 43.30
0.618 42.66
1.000 42.27
1.618 41.63
2.618 40.60
4.250 38.92
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 43.82 43.97
PP 43.66 43.76
S1 43.51 43.56

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

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