CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 15-Nov-2013
Day Change Summary
Previous Current
14-Nov-2013 15-Nov-2013 Change Change % Previous Week
Open 41.30 41.24 -0.06 -0.1% 40.55
High 41.75 41.59 -0.16 -0.4% 41.75
Low 41.15 40.71 -0.44 -1.1% 40.43
Close 41.24 40.74 -0.50 -1.2% 40.74
Range 0.60 0.88 0.28 46.7% 1.32
ATR 0.69 0.71 0.01 1.9% 0.00
Volume 30,825 36,756 5,931 19.2% 167,348
Daily Pivots for day following 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 43.65 43.08 41.22
R3 42.77 42.20 40.98
R2 41.89 41.89 40.90
R1 41.32 41.32 40.82 41.17
PP 41.01 41.01 41.01 40.94
S1 40.44 40.44 40.66 40.29
S2 40.13 40.13 40.58
S3 39.25 39.56 40.50
S4 38.37 38.68 40.26
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 44.93 44.16 41.47
R3 43.61 42.84 41.10
R2 42.29 42.29 40.98
R1 41.52 41.52 40.86 41.91
PP 40.97 40.97 40.97 41.17
S1 40.20 40.20 40.62 40.59
S2 39.65 39.65 40.50
S3 38.33 38.88 40.38
S4 37.01 37.56 40.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.75 40.43 1.32 3.2% 0.68 1.7% 23% False False 33,469
10 42.26 40.40 1.86 4.6% 0.68 1.7% 18% False False 30,895
20 42.40 40.40 2.00 4.9% 0.69 1.7% 17% False False 23,294
40 42.75 39.53 3.22 7.9% 0.69 1.7% 38% False False 18,223
60 45.48 39.53 5.95 14.6% 0.73 1.8% 20% False False 14,061
80 45.48 39.53 5.95 14.6% 0.72 1.8% 20% False False 11,413
100 46.53 39.53 7.00 17.2% 0.70 1.7% 17% False False 9,654
120 48.30 39.53 8.77 21.5% 0.69 1.7% 14% False False 8,395
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 0.17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 45.33
2.618 43.89
1.618 43.01
1.000 42.47
0.618 42.13
HIGH 41.59
0.618 41.25
0.500 41.15
0.382 41.05
LOW 40.71
0.618 40.17
1.000 39.83
1.618 39.29
2.618 38.41
4.250 36.97
Fisher Pivots for day following 15-Nov-2013
Pivot 1 day 3 day
R1 41.15 41.23
PP 41.01 41.07
S1 40.88 40.90

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

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