CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 25-Nov-2013
Day Change Summary
Previous Current
22-Nov-2013 25-Nov-2013 Change Change % Previous Week
Open 41.74 41.47 -0.27 -0.6% 40.79
High 41.88 41.58 -0.30 -0.7% 42.05
Low 41.32 40.79 -0.53 -1.3% 40.07
Close 41.45 40.95 -0.50 -1.2% 41.45
Range 0.56 0.79 0.23 41.1% 1.98
ATR 0.73 0.73 0.00 0.6% 0.00
Volume 58,171 62,802 4,631 8.0% 262,872
Daily Pivots for day following 25-Nov-2013
Classic Woodie Camarilla DeMark
R4 43.48 43.00 41.38
R3 42.69 42.21 41.17
R2 41.90 41.90 41.09
R1 41.42 41.42 41.02 41.27
PP 41.11 41.11 41.11 41.03
S1 40.63 40.63 40.88 40.48
S2 40.32 40.32 40.81
S3 39.53 39.84 40.73
S4 38.74 39.05 40.52
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% 0.76 1.9% 44% False False 57,158
10 42.05 40.07 1.98 4.8% 0.76 1.9% 44% False False 46,345
20 42.40 40.07 2.33 5.7% 0.74 1.8% 38% False False 35,576
40 42.40 39.53 2.87 7.0% 0.73 1.8% 49% False False 25,291
60 45.23 39.53 5.70 13.9% 0.71 1.7% 25% False False 19,011
80 45.48 39.53 5.95 14.5% 0.73 1.8% 24% False False 15,278
100 46.53 39.53 7.00 17.1% 0.70 1.7% 20% False False 12,796
120 48.27 39.53 8.74 21.3% 0.70 1.7% 16% False False 11,019
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.94
2.618 43.65
1.618 42.86
1.000 42.37
0.618 42.07
HIGH 41.58
0.618 41.28
0.500 41.19
0.382 41.09
LOW 40.79
0.618 40.30
1.000 40.00
1.618 39.51
2.618 38.72
4.250 37.43
Fisher Pivots for day following 25-Nov-2013
Pivot 1 day 3 day
R1 41.19 41.29
PP 41.11 41.17
S1 41.03 41.06

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

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