CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 41.47 41.07 -0.40 -1.0% 42.01
High 41.67 41.49 -0.18 -0.4% 42.34
Low 40.95 40.60 -0.35 -0.9% 40.95
Close 41.03 40.65 -0.38 -0.9% 41.03
Range 0.72 0.89 0.17 23.6% 1.39
ATR 0.68 0.70 0.01 2.2% 0.00
Volume 10,180 12,488 2,308 22.7% 67,551
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 43.58 43.01 41.14
R3 42.69 42.12 40.89
R2 41.80 41.80 40.81
R1 41.23 41.23 40.73 41.07
PP 40.91 40.91 40.91 40.84
S1 40.34 40.34 40.57 40.18
S2 40.02 40.02 40.49
S3 39.13 39.45 40.41
S4 38.24 38.56 40.16
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 42.11 40.60 1.51 3.7% 0.64 1.6% 3% False True 12,743
10 42.34 40.60 1.74 4.3% 0.68 1.7% 3% False True 13,052
20 42.34 39.53 2.81 6.9% 0.73 1.8% 40% False False 15,006
40 45.23 39.53 5.70 14.0% 0.70 1.7% 20% False False 10,729
60 45.48 39.53 5.95 14.6% 0.72 1.8% 19% False False 8,513
80 46.53 39.53 7.00 17.2% 0.69 1.7% 16% False False 7,101
100 48.27 39.53 8.74 21.5% 0.69 1.7% 13% False False 6,108
120 49.43 39.53 9.90 24.4% 0.68 1.7% 11% False False 5,297
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 0.14
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 45.27
2.618 43.82
1.618 42.93
1.000 42.38
0.618 42.04
HIGH 41.49
0.618 41.15
0.500 41.05
0.382 40.94
LOW 40.60
0.618 40.05
1.000 39.71
1.618 39.16
2.618 38.27
4.250 36.82
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 41.05 41.25
PP 40.91 41.05
S1 40.78 40.85

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

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