CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 47.22 47.19 -0.03 -0.1% 47.75
High 47.64 47.90 0.26 0.5% 47.84
Low 47.02 47.18 0.16 0.3% 46.86
Close 47.57 47.86 0.29 0.6% 47.57
Range 0.62 0.72 0.10 16.1% 0.98
ATR 0.61 0.62 0.01 1.3% 0.00
Volume 1,856 1,484 -372 -20.0% 14,242
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 49.81 49.55 48.26
R3 49.09 48.83 48.06
R2 48.37 48.37 47.99
R1 48.11 48.11 47.93 48.24
PP 47.65 47.65 47.65 47.71
S1 47.39 47.39 47.79 47.52
S2 46.93 46.93 47.73
S3 46.21 46.67 47.66
S4 45.49 45.95 47.46
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 50.36 49.95 48.11
R3 49.38 48.97 47.84
R2 48.40 48.40 47.75
R1 47.99 47.99 47.66 47.71
PP 47.42 47.42 47.42 47.28
S1 47.01 47.01 47.48 46.73
S2 46.44 46.44 47.39
S3 45.46 46.03 47.30
S4 44.48 45.05 47.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.90 46.86 1.04 2.2% 0.58 1.2% 96% True False 2,711
10 47.98 46.86 1.12 2.3% 0.58 1.2% 89% False False 2,368
20 49.43 46.86 2.57 5.4% 0.60 1.3% 39% False False 1,676
40 49.43 46.86 2.57 5.4% 0.62 1.3% 39% False False 1,472
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 50.96
2.618 49.78
1.618 49.06
1.000 48.62
0.618 48.34
HIGH 47.90
0.618 47.62
0.500 47.54
0.382 47.46
LOW 47.18
0.618 46.74
1.000 46.46
1.618 46.02
2.618 45.30
4.250 44.12
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 47.75 47.70
PP 47.65 47.54
S1 47.54 47.38

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

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