CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 22-Oct-2013
Day Change Summary
Previous Current
21-Oct-2013 22-Oct-2013 Change Change % Previous Week
Open 42.01 41.98 -0.03 -0.1% 40.55
High 42.34 42.11 -0.23 -0.5% 42.14
Low 41.90 41.50 -0.40 -1.0% 40.43
Close 41.95 41.83 -0.12 -0.3% 41.99
Range 0.44 0.61 0.17 38.6% 1.71
ATR 0.72 0.71 -0.01 -1.1% 0.00
Volume 16,323 11,644 -4,679 -28.7% 71,712
Daily Pivots for day following 22-Oct-2013
Classic Woodie Camarilla DeMark
R4 43.64 43.35 42.17
R3 43.03 42.74 42.00
R2 42.42 42.42 41.94
R1 42.13 42.13 41.89 41.97
PP 41.81 41.81 41.81 41.74
S1 41.52 41.52 41.77 41.36
S2 41.20 41.20 41.72
S3 40.59 40.91 41.66
S4 39.98 40.30 41.49
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 46.65 46.03 42.93
R3 44.94 44.32 42.46
R2 43.23 43.23 42.30
R1 42.61 42.61 42.15 42.92
PP 41.52 41.52 41.52 41.68
S1 40.90 40.90 41.83 41.21
S2 39.81 39.81 41.68
S3 38.10 39.19 41.52
S4 36.39 37.48 41.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.34 40.90 1.44 3.4% 0.73 1.8% 65% False False 13,531
10 42.34 40.43 1.91 4.6% 0.71 1.7% 73% False False 16,926
20 42.65 39.53 3.12 7.5% 0.72 1.7% 74% False False 13,961
40 45.28 39.53 5.75 13.7% 0.71 1.7% 40% False False 9,923
60 45.48 39.53 5.95 14.2% 0.72 1.7% 39% False False 7,815
80 46.53 39.53 7.00 16.7% 0.69 1.7% 33% False False 6,565
100 48.27 39.53 8.74 20.9% 0.68 1.6% 26% False False 5,663
120 49.43 39.53 9.90 23.7% 0.68 1.6% 23% False False 4,937
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.70
2.618 43.71
1.618 43.10
1.000 42.72
0.618 42.49
HIGH 42.11
0.618 41.88
0.500 41.81
0.382 41.73
LOW 41.50
0.618 41.12
1.000 40.89
1.618 40.51
2.618 39.90
4.250 38.91
Fisher Pivots for day following 22-Oct-2013
Pivot 1 day 3 day
R1 41.82 41.85
PP 41.81 41.84
S1 41.81 41.84

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

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