CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 23-Dec-2013
Day Change Summary
Previous Current
20-Dec-2013 23-Dec-2013 Change Change % Previous Week
Open 39.33 39.60 0.27 0.7% 39.97
High 39.69 39.61 -0.08 -0.2% 40.22
Low 39.15 39.23 0.08 0.2% 38.94
Close 39.44 39.28 -0.16 -0.4% 39.44
Range 0.54 0.38 -0.16 -29.6% 1.28
ATR 0.64 0.62 -0.02 -2.9% 0.00
Volume 23,215 24,976 1,761 7.6% 208,240
Daily Pivots for day following 23-Dec-2013
Classic Woodie Camarilla DeMark
R4 40.51 40.28 39.49
R3 40.13 39.90 39.38
R2 39.75 39.75 39.35
R1 39.52 39.52 39.31 39.45
PP 39.37 39.37 39.37 39.34
S1 39.14 39.14 39.25 39.07
S2 38.99 38.99 39.21
S3 38.61 38.76 39.18
S4 38.23 38.38 39.07
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 43.37 42.69 40.14
R3 42.09 41.41 39.79
R2 40.81 40.81 39.67
R1 40.13 40.13 39.56 39.83
PP 39.53 39.53 39.53 39.39
S1 38.85 38.85 39.32 38.55
S2 38.25 38.25 39.21
S3 36.97 37.57 39.09
S4 35.69 36.29 38.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.90 38.94 0.96 2.4% 0.52 1.3% 35% False False 35,201
10 40.56 38.94 1.62 4.1% 0.59 1.5% 21% False False 43,484
20 41.58 38.94 2.64 6.7% 0.61 1.5% 13% False False 46,790
40 42.40 38.94 3.46 8.8% 0.67 1.7% 10% False False 39,925
60 42.40 38.94 3.46 8.8% 0.69 1.8% 10% False False 31,553
80 45.23 38.94 6.29 16.0% 0.68 1.7% 5% False False 25,222
100 45.48 38.94 6.54 16.6% 0.70 1.8% 5% False False 20,980
120 46.53 38.94 7.59 19.3% 0.69 1.7% 4% False False 17,954
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 41.23
2.618 40.60
1.618 40.22
1.000 39.99
0.618 39.84
HIGH 39.61
0.618 39.46
0.500 39.42
0.382 39.38
LOW 39.23
0.618 39.00
1.000 38.85
1.618 38.62
2.618 38.24
4.250 37.62
Fisher Pivots for day following 23-Dec-2013
Pivot 1 day 3 day
R1 39.42 39.32
PP 39.37 39.30
S1 39.33 39.29

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

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