CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 06-Dec-2013
Day Change Summary
Previous Current
05-Dec-2013 06-Dec-2013 Change Change % Previous Week
Open 40.38 40.58 0.20 0.5% 40.52
High 40.71 40.96 0.25 0.6% 41.06
Low 40.06 40.40 0.34 0.8% 39.96
Close 40.61 40.49 -0.12 -0.3% 40.49
Range 0.65 0.56 -0.09 -13.8% 1.10
ATR 0.68 0.68 -0.01 -1.3% 0.00
Volume 36,743 56,757 20,014 54.5% 238,462
Daily Pivots for day following 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 42.30 41.95 40.80
R3 41.74 41.39 40.64
R2 41.18 41.18 40.59
R1 40.83 40.83 40.54 40.73
PP 40.62 40.62 40.62 40.56
S1 40.27 40.27 40.44 40.17
S2 40.06 40.06 40.39
S3 39.50 39.71 40.34
S4 38.94 39.15 40.18
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 43.80 43.25 41.10
R3 42.70 42.15 40.79
R2 41.60 41.60 40.69
R1 41.05 41.05 40.59 40.78
PP 40.50 40.50 40.50 40.37
S1 39.95 39.95 40.39 39.68
S2 39.40 39.40 40.29
S3 38.30 38.85 40.19
S4 37.20 37.75 39.89
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% 0.62 1.5% 48% False False 47,692
10 41.88 39.96 1.92 4.7% 0.62 1.5% 28% False False 50,836
20 42.05 39.96 2.09 5.2% 0.68 1.7% 25% False False 46,188
40 42.40 39.96 2.44 6.0% 0.70 1.7% 22% False False 31,934
60 43.46 39.53 3.93 9.7% 0.69 1.7% 24% False False 24,598
80 45.48 39.53 5.95 14.7% 0.72 1.8% 16% False False 19,744
100 45.75 39.53 6.22 15.4% 0.71 1.8% 15% False False 16,438
120 48.27 39.53 8.74 21.6% 0.70 1.7% 11% False False 14,094
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 43.34
2.618 42.43
1.618 41.87
1.000 41.52
0.618 41.31
HIGH 40.96
0.618 40.75
0.500 40.68
0.382 40.61
LOW 40.40
0.618 40.05
1.000 39.84
1.618 39.49
2.618 38.93
4.250 38.02
Fisher Pivots for day following 06-Dec-2013
Pivot 1 day 3 day
R1 40.68 40.51
PP 40.62 40.50
S1 40.55 40.50

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

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