CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 40.94 40.62 -0.32 -0.8% 40.79
High 41.09 40.94 -0.15 -0.4% 42.05
Low 40.52 40.20 -0.32 -0.8% 40.07
Close 40.60 40.25 -0.35 -0.9% 41.45
Range 0.57 0.74 0.17 29.8% 1.98
ATR 0.72 0.72 0.00 0.2% 0.00
Volume 59,863 63,186 3,323 5.6% 262,872
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 42.68 42.21 40.66
R3 41.94 41.47 40.45
R2 41.20 41.20 40.39
R1 40.73 40.73 40.32 40.60
PP 40.46 40.46 40.46 40.40
S1 39.99 39.99 40.18 39.86
S2 39.72 39.72 40.11
S3 38.98 39.25 40.05
S4 38.24 38.51 39.84
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 40.20 1.85 4.6% 0.84 2.1% 3% False True 66,588
10 42.05 40.07 1.98 4.9% 0.74 1.8% 9% False False 51,630
20 42.40 40.07 2.33 5.8% 0.71 1.8% 8% False False 40,064
40 42.40 39.71 2.69 6.7% 0.71 1.8% 20% False False 27,898
60 44.63 39.53 5.10 12.7% 0.70 1.7% 14% False False 20,866
80 45.48 39.53 5.95 14.8% 0.72 1.8% 12% False False 16,764
100 46.53 39.53 7.00 17.4% 0.70 1.8% 10% False False 13,970
120 48.27 39.53 8.74 21.7% 0.70 1.7% 8% False False 12,015
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 2 trading days
Fibonacci Retracements and Extensions
4.250 44.09
2.618 42.88
1.618 42.14
1.000 41.68
0.618 41.40
HIGH 40.94
0.618 40.66
0.500 40.57
0.382 40.48
LOW 40.20
0.618 39.74
1.000 39.46
1.618 39.00
2.618 38.26
4.250 37.06
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 40.57 40.89
PP 40.46 40.68
S1 40.36 40.46

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

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