CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 41.39 42.01 0.62 1.5% 40.55
High 42.05 42.34 0.29 0.7% 42.14
Low 41.36 41.90 0.54 1.3% 40.43
Close 41.99 41.95 -0.04 -0.1% 41.99
Range 0.69 0.44 -0.25 -36.2% 1.71
ATR 0.74 0.72 -0.02 -2.9% 0.00
Volume 13,404 16,323 2,919 21.8% 71,712
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 43.38 43.11 42.19
R3 42.94 42.67 42.07
R2 42.50 42.50 42.03
R1 42.23 42.23 41.99 42.15
PP 42.06 42.06 42.06 42.02
S1 41.79 41.79 41.91 41.71
S2 41.62 41.62 41.87
S3 41.18 41.35 41.83
S4 40.74 40.91 41.71
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 46.65 46.03 42.93
R3 44.94 44.32 42.46
R2 43.23 43.23 42.30
R1 42.61 42.61 42.15 42.92
PP 41.52 41.52 41.52 41.68
S1 40.90 40.90 41.83 41.21
S2 39.81 39.81 41.68
S3 38.10 39.19 41.52
S4 36.39 37.48 41.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.34 40.68 1.66 4.0% 0.73 1.7% 77% True False 13,362
10 42.34 40.28 2.06 4.9% 0.72 1.7% 81% True False 17,811
20 42.75 39.53 3.22 7.7% 0.71 1.7% 75% False False 13,797
40 45.48 39.53 5.95 14.2% 0.75 1.8% 41% False False 9,771
60 45.48 39.53 5.95 14.2% 0.72 1.7% 41% False False 7,658
80 46.53 39.53 7.00 16.7% 0.70 1.7% 35% False False 6,433
100 48.30 39.53 8.77 20.9% 0.69 1.6% 28% False False 5,561
120 49.43 39.53 9.90 23.6% 0.68 1.6% 24% False False 4,855
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.08
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 44.21
2.618 43.49
1.618 43.05
1.000 42.78
0.618 42.61
HIGH 42.34
0.618 42.17
0.500 42.12
0.382 42.07
LOW 41.90
0.618 41.63
1.000 41.46
1.618 41.19
2.618 40.75
4.250 40.03
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 42.12 41.91
PP 42.06 41.88
S1 42.01 41.84

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

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