CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 03-Oct-2013
Day Change Summary
Previous Current
02-Oct-2013 03-Oct-2013 Change Change % Previous Week
Open 40.62 39.73 -0.89 -2.2% 42.58
High 40.63 40.68 0.05 0.1% 42.75
Low 39.53 39.71 0.18 0.5% 42.00
Close 39.71 40.59 0.88 2.2% 42.11
Range 1.10 0.97 -0.13 -11.8% 0.75
ATR 0.72 0.74 0.02 2.5% 0.00
Volume 7,922 16,069 8,147 102.8% 34,417
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 43.24 42.88 41.12
R3 42.27 41.91 40.86
R2 41.30 41.30 40.77
R1 40.94 40.94 40.68 41.12
PP 40.33 40.33 40.33 40.42
S1 39.97 39.97 40.50 40.15
S2 39.36 39.36 40.41
S3 38.39 39.00 40.32
S4 37.42 38.03 40.06
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 42.61 39.53 3.08 7.6% 0.88 2.2% 34% False False 10,460
10 43.22 39.53 3.69 9.1% 0.68 1.7% 29% False False 8,181
20 44.63 39.53 5.10 12.6% 0.70 1.7% 21% False False 7,330
40 45.48 39.53 5.95 14.7% 0.73 1.8% 18% False False 5,899
60 46.53 39.53 7.00 17.2% 0.71 1.7% 15% False False 4,886
80 48.27 39.53 8.74 21.5% 0.69 1.7% 12% False False 4,205
100 49.43 39.53 9.90 24.4% 0.67 1.7% 11% False False 3,653
120 49.43 39.53 9.90 24.4% 0.67 1.7% 11% False False 3,244
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 0.08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 44.80
2.618 43.22
1.618 42.25
1.000 41.65
0.618 41.28
HIGH 40.68
0.618 40.31
0.500 40.20
0.382 40.08
LOW 39.71
0.618 39.11
1.000 38.74
1.618 38.14
2.618 37.17
4.250 35.59
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 40.46 40.56
PP 40.33 40.54
S1 40.20 40.51

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

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