CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 40.29 40.77 0.48 1.2% 42.06
High 41.00 41.14 0.14 0.3% 42.06
Low 40.28 40.68 0.40 1.0% 39.53
Close 40.75 40.98 0.23 0.6% 40.56
Range 0.72 0.46 -0.26 -36.1% 2.53
ATR 0.72 0.70 -0.02 -2.6% 0.00
Volume 20,496 23,643 3,147 15.4% 54,977
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 42.31 42.11 41.23
R3 41.85 41.65 41.11
R2 41.39 41.39 41.06
R1 41.19 41.19 41.02 41.29
PP 40.93 40.93 40.93 40.99
S1 40.73 40.73 40.94 40.83
S2 40.47 40.47 40.90
S3 40.01 40.27 40.85
S4 39.55 39.81 40.73
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 48.31 46.96 41.95
R3 45.78 44.43 41.26
R2 43.25 43.25 41.02
R1 41.90 41.90 40.79 41.31
PP 40.72 40.72 40.72 40.42
S1 39.37 39.37 40.33 38.78
S2 38.19 38.19 40.10
S3 35.66 36.84 39.86
S4 33.13 34.31 39.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.14 39.71 1.43 3.5% 0.67 1.6% 89% True False 16,734
10 42.61 39.53 3.08 7.5% 0.73 1.8% 47% False False 12,619
20 43.46 39.53 3.93 9.6% 0.66 1.6% 37% False False 9,290
40 45.48 39.53 5.95 14.5% 0.73 1.8% 24% False False 7,179
60 45.75 39.53 6.22 15.2% 0.71 1.7% 23% False False 5,814
80 48.27 39.53 8.74 21.3% 0.70 1.7% 17% False False 4,949
100 49.43 39.53 9.90 24.2% 0.68 1.7% 15% False False 4,295
120 49.43 39.53 9.90 24.2% 0.67 1.6% 15% False False 3,790
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.09
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 43.10
2.618 42.34
1.618 41.88
1.000 41.60
0.618 41.42
HIGH 41.14
0.618 40.96
0.500 40.91
0.382 40.86
LOW 40.68
0.618 40.40
1.000 40.22
1.618 39.94
2.618 39.48
4.250 38.73
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 40.96 40.87
PP 40.93 40.75
S1 40.91 40.64

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

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