CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 22-Nov-2013
Day Change Summary
Previous Current
21-Nov-2013 22-Nov-2013 Change Change % Previous Week
Open 40.59 41.74 1.15 2.8% 40.79
High 42.05 41.88 -0.17 -0.4% 42.05
Low 40.52 41.32 0.80 2.0% 40.07
Close 41.80 41.45 -0.35 -0.8% 41.45
Range 1.53 0.56 -0.97 -63.4% 1.98
ATR 0.74 0.73 -0.01 -1.7% 0.00
Volume 88,921 58,171 -30,750 -34.6% 262,872
Daily Pivots for day following 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 43.23 42.90 41.76
R3 42.67 42.34 41.60
R2 42.11 42.11 41.55
R1 41.78 41.78 41.50 41.67
PP 41.55 41.55 41.55 41.49
S1 41.22 41.22 41.40 41.11
S2 40.99 40.99 41.35
S3 40.43 40.66 41.30
S4 39.87 40.10 41.14
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 47.13 46.27 42.54
R3 45.15 44.29 41.99
R2 43.17 43.17 41.81
R1 42.31 42.31 41.63 42.74
PP 41.19 41.19 41.19 41.41
S1 40.33 40.33 41.27 40.76
S2 39.21 39.21 41.09
S3 37.23 38.35 40.91
S4 35.25 36.37 40.36
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 4.8% 0.77 1.8% 70% False False 52,574
10 42.05 40.07 1.98 4.8% 0.73 1.7% 70% False False 43,022
20 42.40 40.07 2.33 5.6% 0.74 1.8% 59% False False 33,060
40 42.40 39.53 2.87 6.9% 0.73 1.8% 67% False False 23,935
60 45.23 39.53 5.70 13.8% 0.71 1.7% 34% False False 18,032
80 45.48 39.53 5.95 14.4% 0.72 1.7% 32% False False 14,527
100 46.53 39.53 7.00 16.9% 0.70 1.7% 27% False False 12,186
120 48.27 39.53 8.74 21.1% 0.70 1.7% 22% False False 10,522
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.26
2.618 43.35
1.618 42.79
1.000 42.44
0.618 42.23
HIGH 41.88
0.618 41.67
0.500 41.60
0.382 41.53
LOW 41.32
0.618 40.97
1.000 40.76
1.618 40.41
2.618 39.85
4.250 38.94
Fisher Pivots for day following 22-Nov-2013
Pivot 1 day 3 day
R1 41.60 41.35
PP 41.55 41.25
S1 41.50 41.15

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

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