CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary
Previous Current
23-Oct-2013 24-Oct-2013 Change Change % Previous Week
Open 41.90 41.83 -0.07 -0.2% 40.55
High 42.05 41.90 -0.15 -0.4% 42.14
Low 41.58 41.40 -0.18 -0.4% 40.43
Close 41.80 41.43 -0.37 -0.9% 41.99
Range 0.47 0.50 0.03 6.4% 1.71
ATR 0.69 0.68 -0.01 -2.0% 0.00
Volume 14,940 14,464 -476 -3.2% 71,712
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 43.08 42.75 41.71
R3 42.58 42.25 41.57
R2 42.08 42.08 41.52
R1 41.75 41.75 41.48 41.67
PP 41.58 41.58 41.58 41.53
S1 41.25 41.25 41.38 41.17
S2 41.08 41.08 41.34
S3 40.58 40.75 41.29
S4 40.08 40.25 41.16
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 41.36 0.98 2.4% 0.54 1.3% 7% False False 14,155
10 42.34 40.43 1.91 4.6% 0.69 1.7% 52% False False 15,578
20 42.61 39.53 3.08 7.4% 0.72 1.7% 62% False False 14,746
40 45.23 39.53 5.70 13.8% 0.70 1.7% 33% False False 10,380
60 45.48 39.53 5.95 14.4% 0.72 1.7% 32% False False 8,211
80 46.53 39.53 7.00 16.9% 0.69 1.7% 27% False False 6,866
100 48.27 39.53 8.74 21.1% 0.69 1.7% 22% False False 5,924
120 49.43 39.53 9.90 23.9% 0.67 1.6% 19% False False 5,137
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 44.03
2.618 43.21
1.618 42.71
1.000 42.40
0.618 42.21
HIGH 41.90
0.618 41.71
0.500 41.65
0.382 41.59
LOW 41.40
0.618 41.09
1.000 40.90
1.618 40.59
2.618 40.09
4.250 39.28
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 41.65 41.76
PP 41.58 41.65
S1 41.50 41.54

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

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