CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 10-Oct-2013
Day Change Summary
Previous Current
09-Oct-2013 10-Oct-2013 Change Change % Previous Week
Open 40.77 41.05 0.28 0.7% 42.06
High 41.14 41.63 0.49 1.2% 42.06
Low 40.68 40.97 0.29 0.7% 39.53
Close 40.98 41.53 0.55 1.3% 40.56
Range 0.46 0.66 0.20 43.5% 2.53
ATR 0.70 0.70 0.00 -0.5% 0.00
Volume 23,643 19,240 -4,403 -18.6% 54,977
Daily Pivots for day following 10-Oct-2013
Classic Woodie Camarilla DeMark
R4 43.36 43.10 41.89
R3 42.70 42.44 41.71
R2 42.04 42.04 41.65
R1 41.78 41.78 41.59 41.91
PP 41.38 41.38 41.38 41.44
S1 41.12 41.12 41.47 41.25
S2 40.72 40.72 41.41
S3 40.06 40.46 41.35
S4 39.40 39.80 41.17
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 48.31 46.96 41.95
R3 45.78 44.43 41.26
R2 43.25 43.25 41.02
R1 41.90 41.90 40.79 41.31
PP 40.72 40.72 40.72 40.42
S1 39.37 39.37 40.33 38.78
S2 38.19 38.19 40.10
S3 35.66 36.84 39.86
S4 33.13 34.31 39.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.63 40.13 1.50 3.6% 0.61 1.5% 93% True False 17,368
10 42.61 39.53 3.08 7.4% 0.75 1.8% 65% False False 13,914
20 43.46 39.53 3.93 9.5% 0.66 1.6% 51% False False 9,928
40 45.48 39.53 5.95 14.3% 0.73 1.8% 34% False False 7,554
60 45.75 39.53 6.22 15.0% 0.71 1.7% 32% False False 6,108
80 48.27 39.53 8.74 21.0% 0.70 1.7% 23% False False 5,173
100 49.43 39.53 9.90 23.8% 0.68 1.6% 20% False False 4,482
120 49.43 39.53 9.90 23.8% 0.67 1.6% 20% False False 3,947
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.44
2.618 43.36
1.618 42.70
1.000 42.29
0.618 42.04
HIGH 41.63
0.618 41.38
0.500 41.30
0.382 41.22
LOW 40.97
0.618 40.56
1.000 40.31
1.618 39.90
2.618 39.24
4.250 38.17
Fisher Pivots for day following 10-Oct-2013
Pivot 1 day 3 day
R1 41.45 41.34
PP 41.38 41.15
S1 41.30 40.96

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

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