CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 39.10 38.85 -0.25 -0.6% 39.60
High 39.24 39.16 -0.08 -0.2% 39.61
Low 38.82 38.75 -0.07 -0.2% 38.75
Close 38.87 39.02 0.15 0.4% 39.02
Range 0.42 0.41 -0.01 -2.4% 0.86
ATR 0.59 0.58 -0.01 -2.2% 0.00
Volume 9,656 23,120 13,464 139.4% 65,021
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 40.21 40.02 39.25
R3 39.80 39.61 39.13
R2 39.39 39.39 39.10
R1 39.20 39.20 39.06 39.30
PP 38.98 38.98 38.98 39.02
S1 38.79 38.79 38.98 38.89
S2 38.57 38.57 38.94
S3 38.16 38.38 38.91
S4 37.75 37.97 38.79
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 41.71 41.22 39.49
R3 40.85 40.36 39.26
R2 39.99 39.99 39.18
R1 39.50 39.50 39.10 39.32
PP 39.13 39.13 39.13 39.03
S1 38.64 38.64 38.94 38.46
S2 38.27 38.27 38.86
S3 37.41 37.78 38.78
S4 36.55 36.92 38.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.69 38.75 0.94 2.4% 0.43 1.1% 29% False True 17,647
10 40.22 38.75 1.47 3.8% 0.53 1.4% 18% False True 31,119
20 41.06 38.75 2.31 5.9% 0.56 1.4% 12% False True 39,499
40 42.40 38.75 3.65 9.4% 0.64 1.6% 7% False True 39,782
60 42.40 38.75 3.65 9.4% 0.66 1.7% 7% False True 31,765
80 44.63 38.75 5.88 15.1% 0.67 1.7% 5% False True 25,524
100 45.48 38.75 6.73 17.2% 0.69 1.8% 4% False True 21,311
120 46.53 38.75 7.78 19.9% 0.68 1.7% 3% False True 18,225
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 40.90
2.618 40.23
1.618 39.82
1.000 39.57
0.618 39.41
HIGH 39.16
0.618 39.00
0.500 38.96
0.382 38.91
LOW 38.75
0.618 38.50
1.000 38.34
1.618 38.09
2.618 37.68
4.250 37.01
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 39.00 39.08
PP 38.98 39.06
S1 38.96 39.04

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

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