CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 12-Dec-2013
Day Change Summary
Previous Current
11-Dec-2013 12-Dec-2013 Change Change % Previous Week
Open 40.17 40.41 0.24 0.6% 40.52
High 40.56 40.49 -0.07 -0.2% 41.06
Low 40.12 39.76 -0.36 -0.9% 39.96
Close 40.40 39.99 -0.41 -1.0% 40.49
Range 0.44 0.73 0.29 65.9% 1.10
ATR 0.65 0.66 0.01 0.8% 0.00
Volume 47,321 54,153 6,832 14.4% 238,462
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 42.27 41.86 40.39
R3 41.54 41.13 40.19
R2 40.81 40.81 40.12
R1 40.40 40.40 40.06 40.24
PP 40.08 40.08 40.08 40.00
S1 39.67 39.67 39.92 39.51
S2 39.35 39.35 39.86
S3 38.62 38.94 39.79
S4 37.89 38.21 39.59
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 40.96 39.76 1.20 3.0% 0.60 1.5% 19% False True 54,244
10 41.06 39.76 1.30 3.3% 0.60 1.5% 18% False True 47,880
20 42.05 39.76 2.29 5.7% 0.67 1.7% 10% False True 49,755
40 42.40 39.76 2.64 6.6% 0.68 1.7% 9% False True 35,459
60 43.32 39.53 3.79 9.5% 0.68 1.7% 12% False False 27,739
80 45.48 39.53 5.95 14.9% 0.71 1.8% 8% False False 22,241
100 45.48 39.53 5.95 14.9% 0.71 1.8% 8% False False 18,491
120 46.53 39.53 7.00 17.5% 0.69 1.7% 7% False False 15,819
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 43.59
2.618 42.40
1.618 41.67
1.000 41.22
0.618 40.94
HIGH 40.49
0.618 40.21
0.500 40.13
0.382 40.04
LOW 39.76
0.618 39.31
1.000 39.03
1.618 38.58
2.618 37.85
4.250 36.66
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 40.13 40.16
PP 40.08 40.10
S1 40.04 40.05

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

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