CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 42.37 42.31 -0.06 -0.1% 42.58
High 42.45 42.61 0.16 0.4% 42.75
Low 42.00 42.06 0.06 0.1% 42.00
Close 42.34 42.11 -0.23 -0.5% 42.11
Range 0.45 0.55 0.10 22.2% 0.75
ATR 0.66 0.65 -0.01 -1.2% 0.00
Volume 6,296 8,909 2,613 41.5% 34,417
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 43.91 43.56 42.41
R3 43.36 43.01 42.26
R2 42.81 42.81 42.21
R1 42.46 42.46 42.16 42.36
PP 42.26 42.26 42.26 42.21
S1 41.91 41.91 42.06 41.81
S2 41.71 41.71 42.01
S3 41.16 41.36 41.96
S4 40.61 40.81 41.81
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 44.54 44.07 42.52
R3 43.79 43.32 42.32
R2 43.04 43.04 42.25
R1 42.57 42.57 42.18 42.43
PP 42.29 42.29 42.29 42.22
S1 41.82 41.82 42.04 41.68
S2 41.54 41.54 41.97
S3 40.79 41.07 41.90
S4 40.04 40.32 41.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.75 42.00 0.75 1.8% 0.44 1.0% 15% False False 6,883
10 43.32 42.00 1.32 3.1% 0.55 1.3% 8% False False 5,982
20 45.23 42.00 3.23 7.7% 0.66 1.6% 3% False False 6,227
40 45.48 42.00 3.48 8.3% 0.72 1.7% 3% False False 5,120
60 46.53 42.00 4.53 10.8% 0.68 1.6% 2% False False 4,354
80 48.27 42.00 6.27 14.9% 0.68 1.6% 2% False False 3,815
100 49.43 42.00 7.43 17.6% 0.66 1.6% 1% False False 3,292
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 44.95
2.618 44.05
1.618 43.50
1.000 43.16
0.618 42.95
HIGH 42.61
0.618 42.40
0.500 42.34
0.382 42.27
LOW 42.06
0.618 41.72
1.000 41.51
1.618 41.17
2.618 40.62
4.250 39.72
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 42.34 42.33
PP 42.26 42.25
S1 42.19 42.18

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

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