CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 04-Nov-2013
Day Change Summary
Previous Current
01-Nov-2013 04-Nov-2013 Change Change % Previous Week
Open 41.73 41.91 0.18 0.4% 41.07
High 42.29 42.26 -0.03 -0.1% 42.40
Low 41.64 41.32 -0.32 -0.8% 40.60
Close 41.90 41.56 -0.34 -0.8% 41.90
Range 0.65 0.94 0.29 44.6% 1.80
ATR 0.73 0.74 0.02 2.1% 0.00
Volume 22,689 20,591 -2,098 -9.2% 89,386
Daily Pivots for day following 04-Nov-2013
Classic Woodie Camarilla DeMark
R4 44.53 43.99 42.08
R3 43.59 43.05 41.82
R2 42.65 42.65 41.73
R1 42.11 42.11 41.65 41.91
PP 41.71 41.71 41.71 41.62
S1 41.17 41.17 41.47 40.97
S2 40.77 40.77 41.39
S3 39.83 40.23 41.30
S4 38.89 39.29 41.04
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 47.03 46.27 42.89
R3 45.23 44.47 42.40
R2 43.43 43.43 42.23
R1 42.67 42.67 42.07 43.05
PP 41.63 41.63 41.63 41.83
S1 40.87 40.87 41.74 41.25
S2 39.83 39.83 41.57
S3 38.03 39.07 41.41
S4 36.23 37.27 40.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.40 40.63 1.77 4.3% 0.84 2.0% 53% False False 19,497
10 42.40 40.60 1.80 4.3% 0.74 1.8% 53% False False 16,120
20 42.40 40.28 2.12 5.1% 0.73 1.8% 60% False False 16,966
40 43.71 39.53 4.18 10.1% 0.69 1.7% 49% False False 12,380
60 45.48 39.53 5.95 14.3% 0.74 1.8% 34% False False 9,875
80 45.81 39.53 6.28 15.1% 0.71 1.7% 32% False False 8,132
100 48.27 39.53 8.74 21.0% 0.70 1.7% 23% False False 6,945
120 49.43 39.53 9.90 23.8% 0.68 1.6% 21% False False 6,056
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 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 46.26
2.618 44.72
1.618 43.78
1.000 43.20
0.618 42.84
HIGH 42.26
0.618 41.90
0.500 41.79
0.382 41.68
LOW 41.32
0.618 40.74
1.000 40.38
1.618 39.80
2.618 38.86
4.250 37.33
Fisher Pivots for day following 04-Nov-2013
Pivot 1 day 3 day
R1 41.79 41.86
PP 41.71 41.76
S1 41.64 41.66

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

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