CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 40.60 40.18 -0.42 -1.0% 41.47
High 40.69 40.47 -0.22 -0.5% 41.58
Low 39.96 40.05 0.09 0.2% 40.20
Close 40.11 40.35 0.24 0.6% 40.46
Range 0.73 0.42 -0.31 -42.5% 1.38
ATR 0.71 0.69 -0.02 -2.9% 0.00
Volume 51,946 48,137 -3,809 -7.3% 211,730
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 41.55 41.37 40.58
R3 41.13 40.95 40.47
R2 40.71 40.71 40.43
R1 40.53 40.53 40.39 40.62
PP 40.29 40.29 40.29 40.34
S1 40.11 40.11 40.31 40.20
S2 39.87 39.87 40.27
S3 39.45 39.69 40.23
S4 39.03 39.27 40.12
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 44.89 44.05 41.22
R3 43.51 42.67 40.84
R2 42.13 42.13 40.71
R1 41.29 41.29 40.59 41.02
PP 40.75 40.75 40.75 40.61
S1 39.91 39.91 40.33 39.64
S2 39.37 39.37 40.21
S3 37.99 38.53 40.08
S4 36.61 37.15 39.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.06 39.96 1.10 2.7% 0.61 1.5% 35% False False 46,805
10 42.05 39.96 2.09 5.2% 0.69 1.7% 19% False False 54,034
20 42.05 39.96 2.09 5.2% 0.68 1.7% 19% False False 44,538
40 42.40 39.96 2.44 6.0% 0.70 1.7% 16% False False 30,668
60 43.54 39.53 4.01 9.9% 0.69 1.7% 20% False False 23,294
80 45.48 39.53 5.95 14.7% 0.72 1.8% 14% False False 18,707
100 45.76 39.53 6.23 15.4% 0.70 1.7% 13% False False 15,541
120 48.27 39.53 8.74 21.7% 0.70 1.7% 9% False False 13,338
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 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 42.26
2.618 41.57
1.618 41.15
1.000 40.89
0.618 40.73
HIGH 40.47
0.618 40.31
0.500 40.26
0.382 40.21
LOW 40.05
0.618 39.79
1.000 39.63
1.618 39.37
2.618 38.95
4.250 38.27
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 40.32 40.51
PP 40.29 40.46
S1 40.26 40.40

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

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