CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 06-Jan-2014
Day Change Summary
Previous Current
03-Jan-2014 06-Jan-2014 Change Change % Previous Week
Open 38.62 38.26 -0.36 -0.9% 38.98
High 38.82 38.26 -0.56 -1.4% 39.08
Low 38.30 37.82 -0.48 -1.3% 38.30
Close 38.34 37.87 -0.47 -1.2% 38.34
Range 0.52 0.44 -0.08 -15.4% 0.78
ATR 0.56 0.56 0.00 -0.5% 0.00
Volume 1,362 1,135 -227 -16.7% 26,433
Daily Pivots for day following 06-Jan-2014
Classic Woodie Camarilla DeMark
R4 39.30 39.03 38.11
R3 38.86 38.59 37.99
R2 38.42 38.42 37.95
R1 38.15 38.15 37.91 38.07
PP 37.98 37.98 37.98 37.94
S1 37.71 37.71 37.83 37.63
S2 37.54 37.54 37.79
S3 37.10 37.27 37.75
S4 36.66 36.83 37.63
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 39.08 37.82 1.26 3.3% 0.49 1.3% 4% False True 5,513
10 39.69 37.82 1.87 4.9% 0.46 1.2% 3% False True 11,580
20 40.96 37.82 3.14 8.3% 0.54 1.4% 2% False True 30,499
40 42.05 37.82 4.23 11.2% 0.62 1.6% 1% False True 37,932
60 42.40 37.82 4.58 12.1% 0.65 1.7% 1% False True 30,830
80 43.46 37.82 5.64 14.9% 0.65 1.7% 1% False True 25,445
100 45.48 37.82 7.66 20.2% 0.68 1.8% 1% False True 21,370
120 45.75 37.82 7.93 20.9% 0.68 1.8% 1% False True 18,322
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 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 40.13
2.618 39.41
1.618 38.97
1.000 38.70
0.618 38.53
HIGH 38.26
0.618 38.09
0.500 38.04
0.382 37.99
LOW 37.82
0.618 37.55
1.000 37.38
1.618 37.11
2.618 36.67
4.250 35.95
Fisher Pivots for day following 06-Jan-2014
Pivot 1 day 3 day
R1 38.04 38.35
PP 37.98 38.19
S1 37.93 38.03

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

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