CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 16-Oct-2013
Day Change Summary
Previous Current
15-Oct-2013 16-Oct-2013 Change Change % Previous Week
Open 40.70 40.92 0.22 0.5% 40.60
High 41.26 42.03 0.77 1.9% 41.63
Low 40.68 40.90 0.22 0.5% 40.13
Close 40.96 41.67 0.71 1.7% 40.61
Range 0.58 1.13 0.55 94.8% 1.50
ATR 0.71 0.74 0.03 4.2% 0.00
Volume 10,800 14,747 3,947 36.5% 101,958
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 44.92 44.43 42.29
R3 43.79 43.30 41.98
R2 42.66 42.66 41.88
R1 42.17 42.17 41.77 42.42
PP 41.53 41.53 41.53 41.66
S1 41.04 41.04 41.57 41.29
S2 40.40 40.40 41.46
S3 39.27 39.91 41.36
S4 38.14 38.78 41.05
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 42.03 40.43 1.60 3.8% 0.81 1.9% 78% True False 18,542
10 42.03 39.71 2.32 5.6% 0.74 1.8% 84% True False 17,638
20 43.32 39.53 3.79 9.1% 0.69 1.7% 56% False False 12,301
40 45.48 39.53 5.95 14.3% 0.74 1.8% 36% False False 9,024
60 45.48 39.53 5.95 14.3% 0.73 1.8% 36% False False 7,179
80 46.53 39.53 7.00 16.8% 0.70 1.7% 31% False False 5,999
100 49.11 39.53 9.58 23.0% 0.69 1.6% 22% False False 5,194
120 49.43 39.53 9.90 23.8% 0.68 1.6% 22% False False 4,527
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 0.09
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 46.83
2.618 44.99
1.618 43.86
1.000 43.16
0.618 42.73
HIGH 42.03
0.618 41.60
0.500 41.47
0.382 41.33
LOW 40.90
0.618 40.20
1.000 39.77
1.618 39.07
2.618 37.94
4.250 36.10
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 41.60 41.52
PP 41.53 41.38
S1 41.47 41.23

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

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