CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 40.31 40.59 0.28 0.7% 40.55
High 40.67 42.05 1.38 3.4% 41.75
Low 40.25 40.52 0.27 0.7% 40.43
Close 40.56 41.80 1.24 3.1% 40.74
Range 0.42 1.53 1.11 264.3% 1.32
ATR 0.68 0.74 0.06 8.9% 0.00
Volume 36,564 88,921 52,357 143.2% 167,348
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 46.05 45.45 42.64
R3 44.52 43.92 42.22
R2 42.99 42.99 42.08
R1 42.39 42.39 41.94 42.69
PP 41.46 41.46 41.46 41.61
S1 40.86 40.86 41.66 41.16
S2 39.93 39.93 41.52
S3 38.40 39.33 41.38
S4 36.87 37.80 40.96
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 42.05 40.07 1.98 4.7% 0.83 2.0% 87% True False 48,291
10 42.05 40.07 1.98 4.7% 0.74 1.8% 87% True False 41,541
20 42.40 40.07 2.33 5.6% 0.75 1.8% 74% False False 30,661
40 42.61 39.53 3.08 7.4% 0.73 1.8% 74% False False 22,703
60 45.23 39.53 5.70 13.6% 0.72 1.7% 40% False False 17,140
80 45.48 39.53 5.95 14.2% 0.73 1.7% 38% False False 13,823
100 46.53 39.53 7.00 16.7% 0.70 1.7% 32% False False 11,625
120 48.27 39.53 8.74 20.9% 0.70 1.7% 26% False False 10,047
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 0.15
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 48.55
2.618 46.06
1.618 44.53
1.000 43.58
0.618 43.00
HIGH 42.05
0.618 41.47
0.500 41.29
0.382 41.10
LOW 40.52
0.618 39.57
1.000 38.99
1.618 38.04
2.618 36.51
4.250 34.02
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 41.63 41.55
PP 41.46 41.31
S1 41.29 41.06

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

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