CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 02-Jan-2014
Day Change Summary
Previous Current
31-Dec-2013 02-Jan-2014 Change Change % Previous Week
Open 38.75 38.67 -0.08 -0.2% 39.60
High 38.96 38.87 -0.09 -0.2% 39.61
Low 38.55 38.33 -0.22 -0.6% 38.75
Close 38.82 38.51 -0.31 -0.8% 39.02
Range 0.41 0.54 0.13 31.7% 0.86
ATR 0.56 0.56 0.00 -0.3% 0.00
Volume 6,469 2,919 -3,550 -54.9% 65,021
Daily Pivots for day following 02-Jan-2014
Classic Woodie Camarilla DeMark
R4 40.19 39.89 38.81
R3 39.65 39.35 38.66
R2 39.11 39.11 38.61
R1 38.81 38.81 38.56 38.69
PP 38.57 38.57 38.57 38.51
S1 38.27 38.27 38.46 38.15
S2 38.03 38.03 38.41
S3 37.49 37.73 38.36
S4 36.95 37.19 38.21
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 39.24 38.33 0.91 2.4% 0.46 1.2% 20% False True 11,569
10 39.69 38.33 1.36 3.5% 0.47 1.2% 13% False True 18,913
20 40.96 38.33 2.63 6.8% 0.54 1.4% 7% False True 34,618
40 42.05 38.33 3.72 9.7% 0.61 1.6% 5% False True 38,803
60 42.40 38.33 4.07 10.6% 0.65 1.7% 4% False True 31,524
80 43.71 38.33 5.38 14.0% 0.65 1.7% 3% False True 25,592
100 45.48 38.33 7.15 18.6% 0.69 1.8% 3% False True 21,446
120 45.81 38.33 7.48 19.4% 0.68 1.8% 2% False True 18,356
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 41.17
2.618 40.28
1.618 39.74
1.000 39.41
0.618 39.20
HIGH 38.87
0.618 38.66
0.500 38.60
0.382 38.54
LOW 38.33
0.618 38.00
1.000 37.79
1.618 37.46
2.618 36.92
4.250 36.04
Fisher Pivots for day following 02-Jan-2014
Pivot 1 day 3 day
R1 38.60 38.71
PP 38.57 38.64
S1 38.54 38.58

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

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