CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 43.27 43.24 -0.03 -0.1% 44.91
High 43.54 43.45 -0.09 -0.2% 45.23
Low 43.11 42.80 -0.31 -0.7% 43.54
Close 43.16 43.22 0.06 0.1% 43.92
Range 0.43 0.65 0.22 51.2% 1.69
ATR 0.79 0.78 -0.01 -1.3% 0.00
Volume 8,720 6,489 -2,231 -25.6% 23,928
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 45.11 44.81 43.58
R3 44.46 44.16 43.40
R2 43.81 43.81 43.34
R1 43.51 43.51 43.28 43.34
PP 43.16 43.16 43.16 43.07
S1 42.86 42.86 43.16 42.69
S2 42.51 42.51 43.10
S3 41.86 42.21 43.04
S4 41.21 41.56 42.86
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 49.30 48.30 44.85
R3 47.61 46.61 44.38
R2 45.92 45.92 44.23
R1 44.92 44.92 44.07 44.58
PP 44.23 44.23 44.23 44.06
S1 43.23 43.23 43.77 42.89
S2 42.54 42.54 43.61
S3 40.85 41.54 43.46
S4 39.16 39.85 42.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.63 42.80 1.83 4.2% 0.76 1.8% 23% False True 6,978
10 45.23 42.80 2.43 5.6% 0.81 1.9% 17% False True 6,086
20 45.48 42.80 2.68 6.2% 0.81 1.9% 16% False True 5,179
40 45.75 42.08 3.67 8.5% 0.74 1.7% 31% False False 4,198
60 48.27 42.08 6.19 14.3% 0.71 1.6% 18% False False 3,589
80 49.43 42.08 7.35 17.0% 0.68 1.6% 16% False False 3,121
100 49.43 42.08 7.35 17.0% 0.67 1.6% 16% False False 2,751
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.21
2.618 45.15
1.618 44.50
1.000 44.10
0.618 43.85
HIGH 43.45
0.618 43.20
0.500 43.13
0.382 43.05
LOW 42.80
0.618 42.40
1.000 42.15
1.618 41.75
2.618 41.10
4.250 40.04
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 43.19 43.26
PP 43.16 43.24
S1 43.13 43.23

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

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