CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 14-Nov-2013
Day Change Summary
Previous Current
13-Nov-2013 14-Nov-2013 Change Change % Previous Week
Open 41.08 41.30 0.22 0.5% 41.91
High 41.38 41.75 0.37 0.9% 42.26
Low 40.93 41.15 0.22 0.5% 40.40
Close 41.25 41.24 -0.01 0.0% 40.55
Range 0.45 0.60 0.15 33.3% 1.86
ATR 0.70 0.69 -0.01 -1.0% 0.00
Volume 35,921 30,825 -5,096 -14.2% 141,608
Daily Pivots for day following 14-Nov-2013
Classic Woodie Camarilla DeMark
R4 43.18 42.81 41.57
R3 42.58 42.21 41.41
R2 41.98 41.98 41.35
R1 41.61 41.61 41.30 41.50
PP 41.38 41.38 41.38 41.32
S1 41.01 41.01 41.19 40.90
S2 40.78 40.78 41.13
S3 40.18 40.41 41.08
S4 39.58 39.81 40.91
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 46.65 45.46 41.57
R3 44.79 43.60 41.06
R2 42.93 42.93 40.89
R1 41.74 41.74 40.72 41.41
PP 41.07 41.07 41.07 40.90
S1 39.88 39.88 40.38 39.55
S2 39.21 39.21 40.21
S3 37.35 38.02 40.04
S4 35.49 36.16 39.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.75 40.40 1.35 3.3% 0.65 1.6% 62% True False 34,791
10 42.29 40.40 1.89 4.6% 0.66 1.6% 44% False False 29,488
20 42.40 40.40 2.00 4.8% 0.68 1.6% 42% False False 22,127
40 43.22 39.53 3.69 8.9% 0.69 1.7% 46% False False 17,405
60 45.48 39.53 5.95 14.4% 0.73 1.8% 29% False False 13,517
80 45.48 39.53 5.95 14.4% 0.72 1.7% 29% False False 11,011
100 46.53 39.53 7.00 17.0% 0.69 1.7% 24% False False 9,306
120 48.94 39.53 9.41 22.8% 0.69 1.7% 18% False False 8,105
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.30
2.618 43.32
1.618 42.72
1.000 42.35
0.618 42.12
HIGH 41.75
0.618 41.52
0.500 41.45
0.382 41.38
LOW 41.15
0.618 40.78
1.000 40.55
1.618 40.18
2.618 39.58
4.250 38.60
Fisher Pivots for day following 14-Nov-2013
Pivot 1 day 3 day
R1 41.45 41.20
PP 41.38 41.17
S1 41.31 41.13

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

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