CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 08-Jan-2014
Day Change Summary
Previous Current
07-Jan-2014 08-Jan-2014 Change Change % Previous Week
Open 37.74 37.66 -0.08 -0.2% 38.98
High 37.94 37.66 -0.28 -0.7% 39.08
Low 37.46 37.24 -0.22 -0.6% 38.30
Close 37.70 37.43 -0.27 -0.7% 38.34
Range 0.48 0.42 -0.06 -12.5% 0.78
ATR 0.55 0.54 -0.01 -1.2% 0.00
Volume 831 291 -540 -65.0% 26,433
Daily Pivots for day following 08-Jan-2014
Classic Woodie Camarilla DeMark
R4 38.70 38.49 37.66
R3 38.28 38.07 37.55
R2 37.86 37.86 37.51
R1 37.65 37.65 37.47 37.55
PP 37.44 37.44 37.44 37.39
S1 37.23 37.23 37.39 37.13
S2 37.02 37.02 37.35
S3 36.60 36.81 37.31
S4 36.18 36.39 37.20
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 38.87 37.24 1.63 4.4% 0.48 1.3% 12% False True 1,307
10 39.40 37.24 2.16 5.8% 0.46 1.2% 9% False True 6,873
20 40.56 37.24 3.32 8.9% 0.53 1.4% 6% False True 25,179
40 42.05 37.24 4.81 12.9% 0.60 1.6% 4% False True 35,868
60 42.40 37.24 5.16 13.8% 0.63 1.7% 4% False True 30,083
80 43.32 37.24 6.08 16.2% 0.64 1.7% 3% False True 25,272
100 45.48 37.24 8.24 22.0% 0.68 1.8% 2% False True 21,309
120 45.75 37.24 8.51 22.7% 0.68 1.8% 2% False True 18,296
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.13
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 39.45
2.618 38.76
1.618 38.34
1.000 38.08
0.618 37.92
HIGH 37.66
0.618 37.50
0.500 37.45
0.382 37.40
LOW 37.24
0.618 36.98
1.000 36.82
1.618 36.56
2.618 36.14
4.250 35.46
Fisher Pivots for day following 08-Jan-2014
Pivot 1 day 3 day
R1 37.45 37.75
PP 37.44 37.64
S1 37.44 37.54

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

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