CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 30-Aug-2013
Day Change Summary
Previous Current
29-Aug-2013 30-Aug-2013 Change Change % Previous Week
Open 44.93 44.39 -0.54 -1.2% 43.48
High 45.03 44.51 -0.52 -1.2% 45.48
Low 43.94 43.82 -0.12 -0.3% 43.46
Close 44.33 44.44 0.11 0.2% 44.44
Range 1.09 0.69 -0.40 -36.7% 2.02
ATR 0.80 0.79 -0.01 -1.0% 0.00
Volume 4,642 4,066 -576 -12.4% 25,420
Daily Pivots for day following 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 46.33 46.07 44.82
R3 45.64 45.38 44.63
R2 44.95 44.95 44.57
R1 44.69 44.69 44.50 44.82
PP 44.26 44.26 44.26 44.32
S1 44.00 44.00 44.38 44.13
S2 43.57 43.57 44.31
S3 42.88 43.31 44.25
S4 42.19 42.62 44.06
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 50.52 49.50 45.55
R3 48.50 47.48 45.00
R2 46.48 46.48 44.81
R1 45.46 45.46 44.63 45.97
PP 44.46 44.46 44.46 44.72
S1 43.44 43.44 44.25 43.95
S2 42.44 42.44 44.07
S3 40.42 41.42 43.88
S4 38.40 39.40 43.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.48 43.46 2.02 4.5% 1.00 2.3% 49% False False 5,084
10 45.48 42.81 2.67 6.0% 0.82 1.9% 61% False False 4,522
20 45.48 42.08 3.40 7.7% 0.76 1.7% 69% False False 4,081
40 46.53 42.08 4.45 10.0% 0.69 1.6% 53% False False 3,472
60 48.27 42.08 6.19 13.9% 0.68 1.5% 38% False False 3,027
80 49.43 42.08 7.35 16.5% 0.66 1.5% 32% False False 2,581
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.44
2.618 46.32
1.618 45.63
1.000 45.20
0.618 44.94
HIGH 44.51
0.618 44.25
0.500 44.17
0.382 44.08
LOW 43.82
0.618 43.39
1.000 43.13
1.618 42.70
2.618 42.01
4.250 40.89
Fisher Pivots for day following 30-Aug-2013
Pivot 1 day 3 day
R1 44.35 44.44
PP 44.26 44.44
S1 44.17 44.44

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

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