CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 40.49 40.31 -0.18 -0.4% 40.55
High 40.58 40.67 0.09 0.2% 41.75
Low 40.07 40.25 0.18 0.4% 40.43
Close 40.24 40.56 0.32 0.8% 40.74
Range 0.51 0.42 -0.09 -17.6% 1.32
ATR 0.70 0.68 -0.02 -2.8% 0.00
Volume 39,336 36,564 -2,772 -7.0% 167,348
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 41.75 41.58 40.79
R3 41.33 41.16 40.68
R2 40.91 40.91 40.64
R1 40.74 40.74 40.60 40.83
PP 40.49 40.49 40.49 40.54
S1 40.32 40.32 40.52 40.41
S2 40.07 40.07 40.48
S3 39.65 39.90 40.44
S4 39.23 39.48 40.33
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 40.07 1.68 4.1% 0.64 1.6% 29% False False 36,672
10 41.75 40.07 1.68 4.1% 0.68 1.7% 29% False False 36,679
20 42.40 40.07 2.33 5.7% 0.70 1.7% 21% False False 26,938
40 42.61 39.53 3.08 7.6% 0.71 1.7% 33% False False 20,638
60 45.23 39.53 5.70 14.1% 0.70 1.7% 18% False False 15,744
80 45.48 39.53 5.95 14.7% 0.71 1.8% 17% False False 12,752
100 46.53 39.53 7.00 17.3% 0.69 1.7% 15% False False 10,766
120 48.27 39.53 8.74 21.5% 0.69 1.7% 12% False False 9,325
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 42.46
2.618 41.77
1.618 41.35
1.000 41.09
0.618 40.93
HIGH 40.67
0.618 40.51
0.500 40.46
0.382 40.41
LOW 40.25
0.618 39.99
1.000 39.83
1.618 39.57
2.618 39.15
4.250 38.47
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 40.53 40.56
PP 40.49 40.55
S1 40.46 40.55

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

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