CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 10-Jan-2014
Day Change Summary
Previous Current
09-Jan-2014 10-Jan-2014 Change Change % Previous Week
Open 37.51 37.69 0.18 0.5% 38.26
High 37.74 37.95 0.21 0.6% 38.26
Low 37.46 37.45 -0.01 0.0% 37.24
Close 37.74 37.95 0.21 0.6% 37.95
Range 0.28 0.50 0.22 78.6% 1.02
ATR 0.53 0.53 0.00 -0.4% 0.00
Volume 794 652 -142 -17.9% 3,703
Daily Pivots for day following 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 39.28 39.12 38.23
R3 38.78 38.62 38.09
R2 38.28 38.28 38.04
R1 38.12 38.12 38.00 38.20
PP 37.78 37.78 37.78 37.83
S1 37.62 37.62 37.90 37.70
S2 37.28 37.28 37.86
S3 36.78 37.12 37.81
S4 36.28 36.62 37.68
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 40.88 40.43 38.51
R3 39.86 39.41 38.23
R2 38.84 38.84 38.14
R1 38.39 38.39 38.04 38.11
PP 37.82 37.82 37.82 37.67
S1 37.37 37.37 37.86 37.09
S2 36.80 36.80 37.76
S3 35.78 36.35 37.67
S4 34.76 35.33 37.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.26 37.24 1.02 2.7% 0.42 1.1% 70% False False 740
10 39.16 37.24 1.92 5.1% 0.45 1.2% 37% False False 5,325
20 40.49 37.24 3.25 8.6% 0.51 1.3% 22% False False 19,774
40 42.05 37.24 4.81 12.7% 0.58 1.5% 15% False False 34,308
60 42.40 37.24 5.16 13.6% 0.63 1.7% 14% False False 29,573
80 43.32 37.24 6.08 16.0% 0.64 1.7% 12% False False 25,132
100 45.48 37.24 8.24 21.7% 0.67 1.8% 9% False False 21,255
120 45.61 37.24 8.37 22.1% 0.68 1.8% 8% False False 18,271
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 40.08
2.618 39.26
1.618 38.76
1.000 38.45
0.618 38.26
HIGH 37.95
0.618 37.76
0.500 37.70
0.382 37.64
LOW 37.45
0.618 37.14
1.000 36.95
1.618 36.64
2.618 36.14
4.250 35.33
Fisher Pivots for day following 10-Jan-2014
Pivot 1 day 3 day
R1 37.87 37.83
PP 37.78 37.71
S1 37.70 37.60

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

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