CME Soybean Oil Future January 2014

Trading Metrics calculated at close of trading on 19-Dec-2013

Day Change Summary
	Previous	Current
	18-Dec-2013	19-Dec-2013	Change	Change %	Previous Week
Open	39.31	39.20	-0.11	-0.3%	40.53
High	39.46	39.49	0.03	0.1%	40.72
Low	38.96	38.94	-0.02	-0.1%	39.37
Close	39.06	39.33	0.27	0.7%	39.83
Range	0.50	0.55	0.05	10.0%	1.35
ATR	0.65	0.65	-0.01	-1.1%	0.00
Volume	43,922	31,909	-12,013	-27.4%	252,395

Daily Pivots for day following 19-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	40.90	40.67	39.63
R3	40.35	40.12	39.48
R2	39.80	39.80	39.43
R1	39.57	39.57	39.38	39.69
PP	39.25	39.25	39.25	39.31
S1	39.02	39.02	39.28	39.14
S2	38.70	38.70	39.23
S3	38.15	38.47	39.18
S4	37.60	37.92	39.03

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	40.22	38.94	1.28	3.3%	0.63	1.6%	30%	False	True	44,591
10	40.96	38.94	2.02	5.1%	0.61	1.6%	19%	False	True	49,417
20	42.05	38.94	3.11	7.9%	0.66	1.7%	13%	False	True	51,735
40	42.40	38.94	3.46	8.8%	0.68	1.7%	11%	False	True	39,336
60	42.61	38.94	3.67	9.3%	0.69	1.8%	11%	False	True	31,003
80	45.23	38.94	6.29	16.0%	0.69	1.8%	6%	False	True	24,742
100	45.48	38.94	6.54	16.6%	0.70	1.8%	6%	False	True	20,548
120	46.53	38.94	7.59	19.3%	0.69	1.7%	5%	False	True	17,594

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	41.83
2.618	40.93
1.618	40.38
1.000	40.04
0.618	39.83
HIGH	39.49
0.618	39.28
0.500	39.22
0.382	39.15
LOW	38.94
0.618	38.60
1.000	38.39
1.618	38.05
2.618	37.50
4.250	36.60

Fisher Pivots for day following 19-Dec-2013
Pivot	1 day	3 day
R1	39.29	39.42
PP	39.25	39.39
S1	39.22	39.36

Download as Excel Spreadsheet

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

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