CME Soybean Oil Future January 2014

Trading Metrics calculated at close of trading on 03-Jan-2014

Day Change Summary
	Previous	Current
	02-Jan-2014	03-Jan-2014	Change	Change %	Previous Week
Open	38.67	38.62	-0.05	-0.1%	38.98
High	38.87	38.82	-0.05	-0.1%	39.08
Low	38.33	38.30	-0.03	-0.1%	38.30
Close	38.51	38.34	-0.17	-0.4%	38.34
Range	0.54	0.52	-0.02	-3.7%	0.78
ATR	0.56	0.56	0.00	-0.5%	0.00
Volume	2,919	1,362	-1,557	-53.3%	26,433

Daily Pivots for day following 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	40.05	39.71	38.63
R3	39.53	39.19	38.48
R2	39.01	39.01	38.44
R1	38.67	38.67	38.39	38.58
PP	38.49	38.49	38.49	38.44
S1	38.15	38.15	38.29	38.06
S2	37.97	37.97	38.24
S3	37.45	37.63	38.20
S4	36.93	37.11	38.05

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	40.91	40.41	38.77
R3	40.13	39.63	38.55
R2	39.35	39.35	38.48
R1	38.85	38.85	38.41	38.71
PP	38.57	38.57	38.57	38.51
S1	38.07	38.07	38.27	37.93
S2	37.79	37.79	38.20
S3	37.01	37.29	38.13
S4	36.23	36.51	37.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	39.16	38.30	0.86	2.2%	0.48	1.3%	5%	False	True	9,910
10	39.69	38.30	1.39	3.6%	0.47	1.2%	3%	False	True	14,657
20	40.96	38.30	2.66	6.9%	0.55	1.4%	2%	False	True	32,279
40	42.05	38.30	3.75	9.8%	0.61	1.6%	1%	False	True	38,409
60	42.40	38.30	4.10	10.7%	0.65	1.7%	1%	False	True	31,205
80	43.54	38.30	5.24	13.7%	0.65	1.7%	1%	False	True	25,540
100	45.48	38.30	7.18	18.7%	0.68	1.8%	1%	False	True	21,422
120	45.76	38.30	7.46	19.5%	0.68	1.8%	1%	False	True	18,331

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	41.03
2.618	40.18
1.618	39.66
1.000	39.34
0.618	39.14
HIGH	38.82
0.618	38.62
0.500	38.56
0.382	38.50
LOW	38.30
0.618	37.98
1.000	37.78
1.618	37.46
2.618	36.94
4.250	36.09

Fisher Pivots for day following 03-Jan-2014
Pivot	1 day	3 day
R1	38.56	38.63
PP	38.49	38.53
S1	38.41	38.44

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols