CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 01-Nov-2013
Day Change Summary
Previous Current
31-Oct-2013 01-Nov-2013 Change Change % Previous Week
Open 41.87 41.73 -0.14 -0.3% 41.07
High 42.40 42.29 -0.11 -0.3% 42.40
Low 41.59 41.64 0.05 0.1% 40.60
Close 41.63 41.90 0.27 0.6% 41.90
Range 0.81 0.65 -0.16 -19.8% 1.80
ATR 0.73 0.73 -0.01 -0.7% 0.00
Volume 20,920 22,689 1,769 8.5% 89,386
Daily Pivots for day following 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 43.89 43.55 42.26
R3 43.24 42.90 42.08
R2 42.59 42.59 42.02
R1 42.25 42.25 41.96 42.42
PP 41.94 41.94 41.94 42.03
S1 41.60 41.60 41.84 41.77
S2 41.29 41.29 41.78
S3 40.64 40.95 41.72
S4 39.99 40.30 41.54
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 47.03 46.27 42.89
R3 45.23 44.47 42.40
R2 43.43 43.43 42.23
R1 42.67 42.67 42.07 43.05
PP 41.63 41.63 41.63 41.83
S1 40.87 40.87 41.74 41.25
S2 39.83 39.83 41.57
S3 38.03 39.07 41.41
S4 36.23 37.27 40.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.40 40.60 1.80 4.3% 0.83 2.0% 72% False False 17,877
10 42.40 40.60 1.80 4.3% 0.69 1.6% 72% False False 15,693
20 42.40 40.13 2.27 5.4% 0.71 1.7% 78% False False 16,530
40 44.33 39.53 4.80 11.5% 0.70 1.7% 49% False False 12,053
60 45.48 39.53 5.95 14.2% 0.73 1.7% 40% False False 9,580
80 45.89 39.53 6.36 15.2% 0.71 1.7% 37% False False 7,911
100 48.27 39.53 8.74 20.9% 0.70 1.7% 27% False False 6,762
120 49.43 39.53 9.90 23.6% 0.68 1.6% 24% False False 5,887
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 45.05
2.618 43.99
1.618 43.34
1.000 42.94
0.618 42.69
HIGH 42.29
0.618 42.04
0.500 41.97
0.382 41.89
LOW 41.64
0.618 41.24
1.000 40.99
1.618 40.59
2.618 39.94
4.250 38.88
Fisher Pivots for day following 01-Nov-2013
Pivot 1 day 3 day
R1 41.97 41.86
PP 41.94 41.83
S1 41.92 41.79

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

View Archives - Comment on this page... - Back to Index of Symbols