CME Soybean Oil Future January 2014

Trading Metrics calculated at close of trading on 07-Jan-2014

Day Change Summary
	Previous	Current
	06-Jan-2014	07-Jan-2014	Change	Change %	Previous Week
Open	38.26	37.74	-0.52	-1.4%	38.98
High	38.26	37.94	-0.32	-0.8%	39.08
Low	37.82	37.46	-0.36	-1.0%	38.30
Close	37.87	37.70	-0.17	-0.4%	38.34
Range	0.44	0.48	0.04	9.1%	0.78
ATR	0.56	0.55	-0.01	-1.0%	0.00
Volume	1,135	831	-304	-26.8%	26,433

Daily Pivots for day following 07-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	39.14	38.90	37.96
R3	38.66	38.42	37.83
R2	38.18	38.18	37.79
R1	37.94	37.94	37.74	37.82
PP	37.70	37.70	37.70	37.64
S1	37.46	37.46	37.66	37.34
S2	37.22	37.22	37.61
S3	36.74	36.98	37.57
S4	36.26	36.50	37.44

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	38.96	37.46	1.50	4.0%	0.48	1.3%	16%	False	True	2,543
10	39.61	37.46	2.15	5.7%	0.45	1.2%	11%	False	True	9,342
20	40.72	37.46	3.26	8.6%	0.53	1.4%	7%	False	True	27,702
40	42.05	37.46	4.59	12.2%	0.61	1.6%	5%	False	True	36,945
60	42.40	37.46	4.94	13.1%	0.65	1.7%	5%	False	True	30,523
80	43.46	37.46	6.00	15.9%	0.65	1.7%	4%	False	True	25,374
100	45.48	37.46	8.02	21.3%	0.68	1.8%	3%	False	True	21,335
120	45.75	37.46	8.29	22.0%	0.68	1.8%	3%	False	True	18,316

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 2 trading days

Fibonacci Retracements and Extensions
4.250	39.98
2.618	39.20
1.618	38.72
1.000	38.42
0.618	38.24
HIGH	37.94
0.618	37.76
0.500	37.70
0.382	37.64
LOW	37.46
0.618	37.16
1.000	36.98
1.618	36.68
2.618	36.20
4.250	35.42

Fisher Pivots for day following 07-Jan-2014
Pivot	1 day	3 day
R1	37.70	38.14
PP	37.70	37.99
S1	37.70	37.85

Download as Excel Spreadsheet

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

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