CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 13-Jan-2014
Day Change Summary
Previous Current
10-Jan-2014 13-Jan-2014 Change Change % Previous Week
Open 37.69 37.74 0.05 0.1% 38.26
High 37.95 37.74 -0.21 -0.6% 38.26
Low 37.45 37.57 0.12 0.3% 37.24
Close 37.95 37.57 -0.38 -1.0% 37.95
Range 0.50 0.17 -0.33 -66.0% 1.02
ATR 0.53 0.52 -0.01 -2.0% 0.00
Volume 652 54 -598 -91.7% 3,703
Daily Pivots for day following 13-Jan-2014
Classic Woodie Camarilla DeMark
R4 38.14 38.02 37.66
R3 37.97 37.85 37.62
R2 37.80 37.80 37.60
R1 37.68 37.68 37.59 37.66
PP 37.63 37.63 37.63 37.61
S1 37.51 37.51 37.55 37.49
S2 37.46 37.46 37.54
S3 37.29 37.34 37.52
S4 37.12 37.17 37.48
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 37.95 37.24 0.71 1.9% 0.37 1.0% 46% False False 524
10 39.08 37.24 1.84 4.9% 0.43 1.1% 18% False False 3,019
20 40.22 37.24 2.98 7.9% 0.48 1.3% 11% False False 17,069
40 42.05 37.24 4.81 12.8% 0.57 1.5% 7% False False 33,412
60 42.40 37.24 5.16 13.7% 0.61 1.6% 6% False False 29,329
80 43.32 37.24 6.08 16.2% 0.63 1.7% 5% False False 25,072
100 45.48 37.24 8.24 21.9% 0.66 1.8% 4% False False 21,207
120 45.48 37.24 8.24 21.9% 0.67 1.8% 4% False False 18,254
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 192 trading days
Fibonacci Retracements and Extensions
4.250 38.46
2.618 38.19
1.618 38.02
1.000 37.91
0.618 37.85
HIGH 37.74
0.618 37.68
0.500 37.66
0.382 37.63
LOW 37.57
0.618 37.46
1.000 37.40
1.618 37.29
2.618 37.12
4.250 36.85
Fisher Pivots for day following 13-Jan-2014
Pivot 1 day 3 day
R1 37.66 37.70
PP 37.63 37.66
S1 37.60 37.61

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

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