CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 14-Oct-2013
Day Change Summary
Previous Current
11-Oct-2013 14-Oct-2013 Change Change % Previous Week
Open 41.46 40.55 -0.91 -2.2% 40.60
High 41.53 41.02 -0.51 -1.2% 41.63
Low 40.44 40.43 -0.01 0.0% 40.13
Close 40.61 40.70 0.09 0.2% 40.61
Range 1.09 0.59 -0.50 -45.9% 1.50
ATR 0.73 0.72 -0.01 -1.4% 0.00
Volume 26,702 21,223 -5,479 -20.5% 101,958
Daily Pivots for day following 14-Oct-2013
Classic Woodie Camarilla DeMark
R4 42.49 42.18 41.02
R3 41.90 41.59 40.86
R2 41.31 41.31 40.81
R1 41.00 41.00 40.75 41.16
PP 40.72 40.72 40.72 40.79
S1 40.41 40.41 40.65 40.57
S2 40.13 40.13 40.59
S3 39.54 39.82 40.54
S4 38.95 39.23 40.38
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 45.29 44.45 41.44
R3 43.79 42.95 41.02
R2 42.29 42.29 40.89
R1 41.45 41.45 40.75 41.87
PP 40.79 40.79 40.79 41.00
S1 39.95 39.95 40.47 40.37
S2 39.29 39.29 40.34
S3 37.79 38.45 40.20
S4 36.29 36.95 39.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.63 40.28 1.35 3.3% 0.70 1.7% 31% False False 22,260
10 41.63 39.53 2.10 5.2% 0.78 1.9% 56% False False 16,960
20 43.32 39.53 3.79 9.3% 0.68 1.7% 31% False False 11,538
40 45.48 39.53 5.95 14.6% 0.74 1.8% 20% False False 8,596
60 45.75 39.53 6.22 15.3% 0.73 1.8% 19% False False 6,825
80 47.18 39.53 7.65 18.8% 0.69 1.7% 15% False False 5,716
100 49.43 39.53 9.90 24.3% 0.69 1.7% 12% False False 4,952
120 49.43 39.53 9.90 24.3% 0.68 1.7% 12% False False 4,333
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 0.09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 43.53
2.618 42.56
1.618 41.97
1.000 41.61
0.618 41.38
HIGH 41.02
0.618 40.79
0.500 40.73
0.382 40.66
LOW 40.43
0.618 40.07
1.000 39.84
1.618 39.48
2.618 38.89
4.250 37.92
Fisher Pivots for day following 14-Oct-2013
Pivot 1 day 3 day
R1 40.73 41.03
PP 40.72 40.92
S1 40.71 40.81

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

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