CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 31-Oct-2013
Day Change Summary
Previous Current
30-Oct-2013 31-Oct-2013 Change Change % Previous Week
Open 41.29 41.87 0.58 1.4% 42.01
High 42.22 42.40 0.18 0.4% 42.34
Low 41.18 41.59 0.41 1.0% 40.95
Close 41.90 41.63 -0.27 -0.6% 41.03
Range 1.04 0.81 -0.23 -22.1% 1.39
ATR 0.73 0.73 0.01 0.8% 0.00
Volume 15,226 20,920 5,694 37.4% 67,551
Daily Pivots for day following 31-Oct-2013
Classic Woodie Camarilla DeMark
R4 44.30 43.78 42.08
R3 43.49 42.97 41.85
R2 42.68 42.68 41.78
R1 42.16 42.16 41.70 42.02
PP 41.87 41.87 41.87 41.80
S1 41.35 41.35 41.56 41.21
S2 41.06 41.06 41.48
S3 40.25 40.54 41.41
S4 39.44 39.73 41.18
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 42.40 40.60 1.80 4.3% 0.84 2.0% 57% True False 15,375
10 42.40 40.60 1.80 4.3% 0.69 1.7% 57% True False 14,765
20 42.40 40.13 2.27 5.5% 0.71 1.7% 66% True False 15,975
40 44.63 39.53 5.10 12.3% 0.70 1.7% 41% False False 11,652
60 45.48 39.53 5.95 14.3% 0.72 1.7% 35% False False 9,258
80 46.53 39.53 7.00 16.8% 0.71 1.7% 30% False False 7,658
100 48.27 39.53 8.74 21.0% 0.70 1.7% 24% False False 6,559
120 49.43 39.53 9.90 23.8% 0.68 1.6% 21% False False 5,706
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.84
2.618 44.52
1.618 43.71
1.000 43.21
0.618 42.90
HIGH 42.40
0.618 42.09
0.500 42.00
0.382 41.90
LOW 41.59
0.618 41.09
1.000 40.78
1.618 40.28
2.618 39.47
4.250 38.15
Fisher Pivots for day following 31-Oct-2013
Pivot 1 day 3 day
R1 42.00 41.59
PP 41.87 41.55
S1 41.75 41.52

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

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