CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 25-Oct-2013
Day Change Summary
Previous Current
24-Oct-2013 25-Oct-2013 Change Change % Previous Week
Open 41.83 41.47 -0.36 -0.9% 42.01
High 41.90 41.67 -0.23 -0.5% 42.34
Low 41.40 40.95 -0.45 -1.1% 40.95
Close 41.43 41.03 -0.40 -1.0% 41.03
Range 0.50 0.72 0.22 44.0% 1.39
ATR 0.68 0.68 0.00 0.4% 0.00
Volume 14,464 10,180 -4,284 -29.6% 67,551
Daily Pivots for day following 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 43.38 42.92 41.43
R3 42.66 42.20 41.23
R2 41.94 41.94 41.16
R1 41.48 41.48 41.10 41.35
PP 41.22 41.22 41.22 41.15
S1 40.76 40.76 40.96 40.63
S2 40.50 40.50 40.90
S3 39.78 40.04 40.83
S4 39.06 39.32 40.63
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 45.61 44.71 41.79
R3 44.22 43.32 41.41
R2 42.83 42.83 41.28
R1 41.93 41.93 41.16 41.69
PP 41.44 41.44 41.44 41.32
S1 40.54 40.54 40.90 40.30
S2 40.05 40.05 40.78
S3 38.66 39.15 40.65
S4 37.27 37.76 40.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.34 40.95 1.39 3.4% 0.55 1.3% 6% False True 13,510
10 42.34 40.43 1.91 4.7% 0.65 1.6% 31% False False 13,926
20 42.34 39.53 2.81 6.8% 0.73 1.8% 53% False False 14,809
40 45.23 39.53 5.70 13.9% 0.70 1.7% 26% False False 10,518
60 45.48 39.53 5.95 14.5% 0.72 1.8% 25% False False 8,350
80 46.53 39.53 7.00 17.1% 0.69 1.7% 21% False False 6,968
100 48.27 39.53 8.74 21.3% 0.69 1.7% 17% False False 6,014
120 49.43 39.53 9.90 24.1% 0.67 1.6% 15% False False 5,211
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 44.73
2.618 43.55
1.618 42.83
1.000 42.39
0.618 42.11
HIGH 41.67
0.618 41.39
0.500 41.31
0.382 41.23
LOW 40.95
0.618 40.51
1.000 40.23
1.618 39.79
2.618 39.07
4.250 37.89
Fisher Pivots for day following 25-Oct-2013
Pivot 1 day 3 day
R1 41.31 41.50
PP 41.22 41.34
S1 41.12 41.19

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

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