CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 25-Sep-2013
Day Change Summary
Previous Current
24-Sep-2013 25-Sep-2013 Change Change % Previous Week
Open 42.47 42.39 -0.08 -0.2% 42.48
High 42.75 42.65 -0.10 -0.2% 43.32
Low 42.34 42.18 -0.16 -0.4% 42.27
Close 42.37 42.37 0.00 0.0% 42.58
Range 0.41 0.47 0.06 14.6% 1.05
ATR 0.69 0.68 -0.02 -2.3% 0.00
Volume 8,372 7,403 -969 -11.6% 25,403
Daily Pivots for day following 25-Sep-2013
Classic Woodie Camarilla DeMark
R4 43.81 43.56 42.63
R3 43.34 43.09 42.50
R2 42.87 42.87 42.46
R1 42.62 42.62 42.41 42.51
PP 42.40 42.40 42.40 42.35
S1 42.15 42.15 42.33 42.04
S2 41.93 41.93 42.28
S3 41.46 41.68 42.24
S4 40.99 41.21 42.11
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 45.87 45.28 43.16
R3 44.82 44.23 42.87
R2 43.77 43.77 42.77
R1 43.18 43.18 42.68 43.48
PP 42.72 42.72 42.72 42.87
S1 42.13 42.13 42.48 42.43
S2 41.67 41.67 42.39
S3 40.62 41.08 42.29
S4 39.57 40.03 42.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.32 42.18 1.14 2.7% 0.52 1.2% 17% False True 5,423
10 43.46 42.18 1.28 3.0% 0.60 1.4% 15% False True 5,961
20 45.23 42.18 3.05 7.2% 0.69 1.6% 6% False True 5,958
40 45.48 42.08 3.40 8.0% 0.72 1.7% 9% False False 4,866
60 46.53 42.08 4.45 10.5% 0.68 1.6% 7% False False 4,185
80 48.27 42.08 6.19 14.6% 0.68 1.6% 5% False False 3,668
100 49.43 42.08 7.35 17.3% 0.67 1.6% 4% False False 3,185
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 44.65
2.618 43.88
1.618 43.41
1.000 43.12
0.618 42.94
HIGH 42.65
0.618 42.47
0.500 42.42
0.382 42.36
LOW 42.18
0.618 41.89
1.000 41.71
1.618 41.42
2.618 40.95
4.250 40.18
Fisher Pivots for day following 25-Sep-2013
Pivot 1 day 3 day
R1 42.42 42.47
PP 42.40 42.43
S1 42.39 42.40

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

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