CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 43.25 43.27 0.02 0.0% 44.91
High 43.71 43.54 -0.17 -0.4% 45.23
Low 43.00 43.11 0.11 0.3% 43.54
Close 43.27 43.16 -0.11 -0.3% 43.92
Range 0.71 0.43 -0.28 -39.4% 1.69
ATR 0.82 0.79 -0.03 -3.4% 0.00
Volume 5,500 8,720 3,220 58.5% 23,928
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 44.56 44.29 43.40
R3 44.13 43.86 43.28
R2 43.70 43.70 43.24
R1 43.43 43.43 43.20 43.35
PP 43.27 43.27 43.27 43.23
S1 43.00 43.00 43.12 42.92
S2 42.84 42.84 43.08
S3 42.41 42.57 43.04
S4 41.98 42.14 42.92
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 44.63 43.00 1.63 3.8% 0.77 1.8% 10% False False 6,778
10 45.23 43.00 2.23 5.2% 0.79 1.8% 7% False False 5,955
20 45.48 42.75 2.73 6.3% 0.80 1.9% 15% False False 5,068
40 45.75 42.08 3.67 8.5% 0.73 1.7% 29% False False 4,076
60 48.27 42.08 6.19 14.3% 0.71 1.6% 17% False False 3,502
80 49.43 42.08 7.35 17.0% 0.68 1.6% 15% False False 3,046
100 49.43 42.08 7.35 17.0% 0.67 1.6% 15% False False 2,690
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 45.37
2.618 44.67
1.618 44.24
1.000 43.97
0.618 43.81
HIGH 43.54
0.618 43.38
0.500 43.33
0.382 43.27
LOW 43.11
0.618 42.84
1.000 42.68
1.618 42.41
2.618 41.98
4.250 41.28
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 43.33 43.67
PP 43.27 43.50
S1 43.22 43.33

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

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