CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 02-Oct-2013
Day Change Summary
Previous Current
01-Oct-2013 02-Oct-2013 Change Change % Previous Week
Open 41.45 40.62 -0.83 -2.0% 42.58
High 41.49 40.63 -0.86 -2.1% 42.75
Low 40.50 39.53 -0.97 -2.4% 42.00
Close 40.57 39.71 -0.86 -2.1% 42.11
Range 0.99 1.10 0.11 11.1% 0.75
ATR 0.69 0.72 0.03 4.2% 0.00
Volume 10,845 7,922 -2,923 -27.0% 34,417
Daily Pivots for day following 02-Oct-2013
Classic Woodie Camarilla DeMark
R4 43.26 42.58 40.32
R3 42.16 41.48 40.01
R2 41.06 41.06 39.91
R1 40.38 40.38 39.81 40.17
PP 39.96 39.96 39.96 39.85
S1 39.28 39.28 39.61 39.07
S2 38.86 38.86 39.51
S3 37.76 38.18 39.41
S4 36.66 37.08 39.11
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 44.54 44.07 42.52
R3 43.79 43.32 42.32
R2 43.04 43.04 42.25
R1 42.57 42.57 42.18 42.43
PP 42.29 42.29 42.29 42.22
S1 41.82 41.82 42.04 41.68
S2 41.54 41.54 41.97
S3 40.79 41.07 41.90
S4 40.04 40.32 41.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.61 39.53 3.08 7.8% 0.78 2.0% 6% False True 8,505
10 43.32 39.53 3.79 9.5% 0.65 1.6% 5% False True 6,964
20 44.63 39.53 5.10 12.8% 0.69 1.7% 4% False True 6,801
40 45.48 39.53 5.95 15.0% 0.73 1.8% 3% False True 5,630
60 46.53 39.53 7.00 17.6% 0.70 1.8% 3% False True 4,685
80 48.27 39.53 8.74 22.0% 0.69 1.7% 2% False True 4,073
100 49.43 39.53 9.90 24.9% 0.67 1.7% 2% False True 3,512
120 49.43 39.53 9.90 24.9% 0.67 1.7% 2% False True 3,114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 45.31
2.618 43.51
1.618 42.41
1.000 41.73
0.618 41.31
HIGH 40.63
0.618 40.21
0.500 40.08
0.382 39.95
LOW 39.53
0.618 38.85
1.000 38.43
1.618 37.75
2.618 36.65
4.250 34.86
Fisher Pivots for day following 02-Oct-2013
Pivot 1 day 3 day
R1 40.08 40.80
PP 39.96 40.43
S1 39.83 40.07

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

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