CME Soybean Oil Future January 2014

Trading Metrics calculated at close of trading on 14-Jan-2014

Day Change Summary
	Previous	Current
	13-Jan-2014	14-Jan-2014	Change	Change %	Previous Week
Open	37.74	37.62	-0.12	-0.3%	38.26
High	37.74	37.62	-0.12	-0.3%	38.26
Low	37.57	37.40	-0.17	-0.5%	37.24
Close	37.57	37.40	-0.17	-0.5%	37.95
Range	0.17	0.22	0.05	29.4%	1.02
ATR	0.52	0.49	-0.02	-4.1%	0.00
Volume	54	155	101	187.0%	3,703

Daily Pivots for day following 14-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	38.13	37.99	37.52
R3	37.91	37.77	37.46
R2	37.69	37.69	37.44
R1	37.55	37.55	37.42	37.51
PP	37.47	37.47	37.47	37.46
S1	37.33	37.33	37.38	37.29
S2	37.25	37.25	37.36
S3	37.03	37.11	37.34
S4	36.81	36.89	37.28

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%	0.32	0.9%	23%	False	False	389
10	38.96	37.24	1.72	4.6%	0.40	1.1%	9%	False	False	1,466
20	40.22	37.24	2.98	8.0%	0.46	1.2%	5%	False	False	15,180
40	42.05	37.24	4.81	12.9%	0.56	1.5%	3%	False	False	32,645
60	42.40	37.24	5.16	13.8%	0.60	1.6%	3%	False	False	29,139
80	43.22	37.24	5.98	16.0%	0.63	1.7%	3%	False	False	25,025
100	45.48	37.24	8.24	22.0%	0.66	1.8%	2%	False	False	21,169
120	45.48	37.24	8.24	22.0%	0.67	1.8%	2%	False	False	18,222

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	38.56
2.618	38.20
1.618	37.98
1.000	37.84
0.618	37.76
HIGH	37.62
0.618	37.54
0.500	37.51
0.382	37.48
LOW	37.40
0.618	37.26
1.000	37.18
1.618	37.04
2.618	36.82
4.250	36.47

Fisher Pivots for day following 14-Jan-2014
Pivot	1 day	3 day
R1	37.51	37.68
PP	37.47	37.58
S1	37.44	37.49

Download as Excel Spreadsheet

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

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