CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 43.24 43.28 0.04 0.1% 44.20
High 43.45 43.46 0.01 0.0% 44.33
Low 42.80 42.62 -0.18 -0.4% 42.62
Close 43.22 42.77 -0.45 -1.0% 42.77
Range 0.65 0.84 0.19 29.2% 1.71
ATR 0.78 0.78 0.00 0.6% 0.00
Volume 6,489 8,509 2,020 31.1% 36,733
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 45.47 44.96 43.23
R3 44.63 44.12 43.00
R2 43.79 43.79 42.92
R1 43.28 43.28 42.85 43.12
PP 42.95 42.95 42.95 42.87
S1 42.44 42.44 42.69 42.28
S2 42.11 42.11 42.62
S3 41.27 41.60 42.54
S4 40.43 40.76 42.31
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 48.37 47.28 43.71
R3 46.66 45.57 43.24
R2 44.95 44.95 43.08
R1 43.86 43.86 42.93 43.55
PP 43.24 43.24 43.24 43.09
S1 42.15 42.15 42.61 41.84
S2 41.53 41.53 42.46
S3 39.82 40.44 42.30
S4 38.11 38.73 41.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.33 42.62 1.71 4.0% 0.73 1.7% 9% False True 7,346
10 45.23 42.62 2.61 6.1% 0.78 1.8% 6% False True 6,472
20 45.48 42.62 2.86 6.7% 0.81 1.9% 5% False True 5,460
40 45.75 42.08 3.67 8.6% 0.75 1.7% 19% False False 4,345
60 48.24 42.08 6.16 14.4% 0.71 1.7% 11% False False 3,688
80 49.43 42.08 7.35 17.2% 0.69 1.6% 9% False False 3,220
100 49.43 42.08 7.35 17.2% 0.68 1.6% 9% False False 2,828
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 47.03
2.618 45.66
1.618 44.82
1.000 44.30
0.618 43.98
HIGH 43.46
0.618 43.14
0.500 43.04
0.382 42.94
LOW 42.62
0.618 42.10
1.000 41.78
1.618 41.26
2.618 40.42
4.250 39.05
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 43.04 43.08
PP 42.95 42.98
S1 42.86 42.87

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

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