CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 41.05 41.46 0.41 1.0% 40.60
High 41.63 41.53 -0.10 -0.2% 41.63
Low 40.97 40.44 -0.53 -1.3% 40.13
Close 41.53 40.61 -0.92 -2.2% 40.61
Range 0.66 1.09 0.43 65.2% 1.50
ATR 0.70 0.73 0.03 4.0% 0.00
Volume 19,240 26,702 7,462 38.8% 101,958
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 44.13 43.46 41.21
R3 43.04 42.37 40.91
R2 41.95 41.95 40.81
R1 41.28 41.28 40.71 41.07
PP 40.86 40.86 40.86 40.76
S1 40.19 40.19 40.51 39.98
S2 39.77 39.77 40.41
S3 38.68 39.10 40.31
S4 37.59 38.01 40.01
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 45.29 44.45 41.44
R3 43.79 42.95 41.02
R2 42.29 42.29 40.89
R1 41.45 41.45 40.75 41.87
PP 40.79 40.79 40.79 41.00
S1 39.95 39.95 40.47 40.37
S2 39.29 39.29 40.34
S3 37.79 38.45 40.20
S4 36.29 36.95 39.79
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 3.7% 0.72 1.8% 32% False False 20,391
10 42.06 39.53 2.53 6.2% 0.80 2.0% 43% False False 15,693
20 43.32 39.53 3.79 9.3% 0.67 1.7% 28% False False 10,837
40 45.48 39.53 5.95 14.7% 0.74 1.8% 18% False False 8,148
60 45.75 39.53 6.22 15.3% 0.72 1.8% 17% False False 6,509
80 48.24 39.53 8.71 21.4% 0.70 1.7% 12% False False 5,475
100 49.43 39.53 9.90 24.4% 0.68 1.7% 11% False False 4,744
120 49.43 39.53 9.90 24.4% 0.68 1.7% 11% False False 4,163
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 0.08
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 46.16
2.618 44.38
1.618 43.29
1.000 42.62
0.618 42.20
HIGH 41.53
0.618 41.11
0.500 40.99
0.382 40.86
LOW 40.44
0.618 39.77
1.000 39.35
1.618 38.68
2.618 37.59
4.250 35.81
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 40.99 41.04
PP 40.86 40.89
S1 40.74 40.75

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

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