CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 41.98 41.90 -0.08 -0.2% 40.55
High 42.11 42.05 -0.06 -0.1% 42.14
Low 41.50 41.58 0.08 0.2% 40.43
Close 41.83 41.80 -0.03 -0.1% 41.99
Range 0.61 0.47 -0.14 -23.0% 1.71
ATR 0.71 0.69 -0.02 -2.4% 0.00
Volume 11,644 14,940 3,296 28.3% 71,712
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 43.22 42.98 42.06
R3 42.75 42.51 41.93
R2 42.28 42.28 41.89
R1 42.04 42.04 41.84 41.93
PP 41.81 41.81 41.81 41.75
S1 41.57 41.57 41.76 41.46
S2 41.34 41.34 41.71
S3 40.87 41.10 41.67
S4 40.40 40.63 41.54
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 41.34 1.00 2.4% 0.60 1.4% 46% False False 13,569
10 42.34 40.43 1.91 4.6% 0.71 1.7% 72% False False 16,056
20 42.61 39.53 3.08 7.4% 0.72 1.7% 74% False False 14,337
40 45.23 39.53 5.70 13.6% 0.70 1.7% 40% False False 10,148
60 45.48 39.53 5.95 14.2% 0.72 1.7% 38% False False 8,023
80 46.53 39.53 7.00 16.7% 0.69 1.7% 32% False False 6,723
100 48.27 39.53 8.74 20.9% 0.69 1.6% 26% False False 5,802
120 49.43 39.53 9.90 23.7% 0.68 1.6% 23% False False 5,044
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.05
2.618 43.28
1.618 42.81
1.000 42.52
0.618 42.34
HIGH 42.05
0.618 41.87
0.500 41.82
0.382 41.76
LOW 41.58
0.618 41.29
1.000 41.11
1.618 40.82
2.618 40.35
4.250 39.58
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 41.82 41.92
PP 41.81 41.88
S1 41.81 41.84

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

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