CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 13-Dec-2013
Day Change Summary
Previous Current
12-Dec-2013 13-Dec-2013 Change Change % Previous Week
Open 40.41 40.05 -0.36 -0.9% 40.53
High 40.49 40.06 -0.43 -1.1% 40.72
Low 39.76 39.37 -0.39 -1.0% 39.37
Close 39.99 39.83 -0.16 -0.4% 39.83
Range 0.73 0.69 -0.04 -5.5% 1.35
ATR 0.66 0.66 0.00 0.3% 0.00
Volume 54,153 37,932 -16,221 -30.0% 252,395
Daily Pivots for day following 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 41.82 41.52 40.21
R3 41.13 40.83 40.02
R2 40.44 40.44 39.96
R1 40.14 40.14 39.89 39.95
PP 39.75 39.75 39.75 39.66
S1 39.45 39.45 39.77 39.26
S2 39.06 39.06 39.70
S3 38.37 38.76 39.64
S4 37.68 38.07 39.45
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 44.02 43.28 40.57
R3 42.67 41.93 40.20
R2 41.32 41.32 40.08
R1 40.58 40.58 39.95 40.28
PP 39.97 39.97 39.97 39.82
S1 39.23 39.23 39.71 38.93
S2 38.62 38.62 39.58
S3 37.27 37.88 39.46
S4 35.92 36.53 39.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.72 39.37 1.35 3.4% 0.63 1.6% 34% False True 50,479
10 41.06 39.37 1.69 4.2% 0.63 1.6% 27% False True 49,085
20 42.05 39.37 2.68 6.7% 0.67 1.7% 17% False True 50,110
40 42.40 39.37 3.03 7.6% 0.68 1.7% 15% False True 36,118
60 43.22 39.37 3.85 9.7% 0.68 1.7% 12% False True 28,307
80 45.48 39.37 6.11 15.3% 0.71 1.8% 8% False True 22,666
100 45.48 39.37 6.11 15.3% 0.71 1.8% 8% False True 18,831
120 46.53 39.37 7.16 18.0% 0.69 1.7% 6% False True 16,107
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 False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 42.99
2.618 41.87
1.618 41.18
1.000 40.75
0.618 40.49
HIGH 40.06
0.618 39.80
0.500 39.72
0.382 39.63
LOW 39.37
0.618 38.94
1.000 38.68
1.618 38.25
2.618 37.56
4.250 36.44
Fisher Pivots for day following 13-Dec-2013
Pivot 1 day 3 day
R1 39.79 39.97
PP 39.75 39.92
S1 39.72 39.88

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

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