CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 26-Dec-2013
Day Change Summary
Previous Current
24-Dec-2013 26-Dec-2013 Change Change % Previous Week
Open 39.29 39.10 -0.19 -0.5% 39.97
High 39.40 39.24 -0.16 -0.4% 40.22
Low 39.00 38.82 -0.18 -0.5% 38.94
Close 39.10 38.87 -0.23 -0.6% 39.44
Range 0.40 0.42 0.02 5.0% 1.28
ATR 0.60 0.59 -0.01 -2.2% 0.00
Volume 7,269 9,656 2,387 32.8% 208,240
Daily Pivots for day following 26-Dec-2013
Classic Woodie Camarilla DeMark
R4 40.24 39.97 39.10
R3 39.82 39.55 38.99
R2 39.40 39.40 38.95
R1 39.13 39.13 38.91 39.06
PP 38.98 38.98 38.98 38.94
S1 38.71 38.71 38.83 38.64
S2 38.56 38.56 38.79
S3 38.14 38.29 38.75
S4 37.72 37.87 38.64
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 39.69 38.82 0.87 2.2% 0.46 1.2% 6% False True 19,405
10 40.49 38.82 1.67 4.3% 0.56 1.4% 3% False True 34,222
20 41.06 38.82 2.24 5.8% 0.58 1.5% 2% False True 41,503
40 42.40 38.82 3.58 9.2% 0.65 1.7% 1% False True 39,584
60 42.40 38.82 3.58 9.2% 0.67 1.7% 1% False True 31,512
80 44.63 38.82 5.81 14.9% 0.67 1.7% 1% False True 25,322
100 45.48 38.82 6.66 17.1% 0.69 1.8% 1% False True 21,105
120 46.53 38.82 7.71 19.8% 0.68 1.8% 1% False True 18,061
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 41.03
2.618 40.34
1.618 39.92
1.000 39.66
0.618 39.50
HIGH 39.24
0.618 39.08
0.500 39.03
0.382 38.98
LOW 38.82
0.618 38.56
1.000 38.40
1.618 38.14
2.618 37.72
4.250 37.04
Fisher Pivots for day following 26-Dec-2013
Pivot 1 day 3 day
R1 39.03 39.22
PP 38.98 39.10
S1 38.92 38.99

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

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