CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 42.31 42.06 -0.25 -0.6% 42.58
High 42.61 42.06 -0.55 -1.3% 42.75
Low 42.06 41.25 -0.81 -1.9% 42.00
Close 42.11 41.40 -0.71 -1.7% 42.11
Range 0.55 0.81 0.26 47.3% 0.75
ATR 0.65 0.67 0.01 2.3% 0.00
Volume 8,909 8,556 -353 -4.0% 34,417
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 44.00 43.51 41.85
R3 43.19 42.70 41.62
R2 42.38 42.38 41.55
R1 41.89 41.89 41.47 41.73
PP 41.57 41.57 41.57 41.49
S1 41.08 41.08 41.33 40.92
S2 40.76 40.76 41.25
S3 39.95 40.27 41.18
S4 39.14 39.46 40.95
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 41.25 1.50 3.6% 0.54 1.3% 10% False True 7,907
10 43.32 41.25 2.07 5.0% 0.57 1.4% 7% False True 6,116
20 45.23 41.25 3.98 9.6% 0.67 1.6% 4% False True 6,451
40 45.48 41.25 4.23 10.2% 0.72 1.7% 4% False True 5,266
60 46.53 41.25 5.28 12.8% 0.68 1.6% 3% False True 4,465
80 48.27 41.25 7.02 17.0% 0.68 1.6% 2% False True 3,883
100 49.43 41.25 8.18 19.8% 0.67 1.6% 2% False True 3,355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 45.50
2.618 44.18
1.618 43.37
1.000 42.87
0.618 42.56
HIGH 42.06
0.618 41.75
0.500 41.66
0.382 41.56
LOW 41.25
0.618 40.75
1.000 40.44
1.618 39.94
2.618 39.13
4.250 37.81
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 41.66 41.93
PP 41.57 41.75
S1 41.49 41.58

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

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