CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 43.28 42.48 -0.80 -1.8% 44.20
High 43.46 42.89 -0.57 -1.3% 44.33
Low 42.62 42.33 -0.29 -0.7% 42.62
Close 42.77 42.59 -0.18 -0.4% 42.77
Range 0.84 0.56 -0.28 -33.3% 1.71
ATR 0.78 0.77 -0.02 -2.0% 0.00
Volume 8,509 7,213 -1,296 -15.2% 36,733
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 44.28 44.00 42.90
R3 43.72 43.44 42.74
R2 43.16 43.16 42.69
R1 42.88 42.88 42.64 43.02
PP 42.60 42.60 42.60 42.68
S1 42.32 42.32 42.54 42.46
S2 42.04 42.04 42.49
S3 41.48 41.76 42.44
S4 40.92 41.20 42.28
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 43.71 42.33 1.38 3.2% 0.64 1.5% 19% False True 7,286
10 45.23 42.33 2.90 6.8% 0.77 1.8% 9% False True 6,787
20 45.48 42.33 3.15 7.4% 0.80 1.9% 8% False True 5,654
40 45.75 42.08 3.67 8.6% 0.75 1.8% 14% False False 4,469
60 47.18 42.08 5.10 12.0% 0.70 1.6% 10% False False 3,775
80 49.43 42.08 7.35 17.3% 0.69 1.6% 7% False False 3,306
100 49.43 42.08 7.35 17.3% 0.68 1.6% 7% False False 2,892
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 45.27
2.618 44.36
1.618 43.80
1.000 43.45
0.618 43.24
HIGH 42.89
0.618 42.68
0.500 42.61
0.382 42.54
LOW 42.33
0.618 41.98
1.000 41.77
1.618 41.42
2.618 40.86
4.250 39.95
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 42.61 42.90
PP 42.60 42.79
S1 42.60 42.69

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

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