CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 40.79 40.49 -0.30 -0.7% 40.55
High 41.02 40.58 -0.44 -1.1% 41.75
Low 40.21 40.07 -0.14 -0.3% 40.43
Close 40.37 40.24 -0.13 -0.3% 40.74
Range 0.81 0.51 -0.30 -37.0% 1.32
ATR 0.71 0.70 -0.01 -2.0% 0.00
Volume 39,880 39,336 -544 -1.4% 167,348
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 41.83 41.54 40.52
R3 41.32 41.03 40.38
R2 40.81 40.81 40.33
R1 40.52 40.52 40.29 40.41
PP 40.30 40.30 40.30 40.24
S1 40.01 40.01 40.19 39.90
S2 39.79 39.79 40.15
S3 39.28 39.50 40.10
S4 38.77 38.99 39.96
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 44.93 44.16 41.47
R3 43.61 42.84 41.10
R2 42.29 42.29 40.98
R1 41.52 41.52 40.86 41.91
PP 40.97 40.97 40.97 41.17
S1 40.20 40.20 40.62 40.59
S2 39.65 39.65 40.50
S3 38.33 38.88 40.38
S4 37.01 37.56 40.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.75 40.07 1.68 4.2% 0.65 1.6% 10% False True 36,543
10 41.75 40.07 1.68 4.2% 0.67 1.7% 10% False True 35,042
20 42.40 40.07 2.33 5.8% 0.70 1.7% 7% False True 25,857
40 42.65 39.53 3.12 7.8% 0.71 1.8% 23% False False 19,909
60 45.28 39.53 5.75 14.3% 0.71 1.8% 12% False False 15,234
80 45.48 39.53 5.95 14.8% 0.71 1.8% 12% False False 12,325
100 46.53 39.53 7.00 17.4% 0.70 1.7% 10% False False 10,423
120 48.27 39.53 8.74 21.7% 0.69 1.7% 8% False False 9,029
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 42.75
2.618 41.92
1.618 41.41
1.000 41.09
0.618 40.90
HIGH 40.58
0.618 40.39
0.500 40.33
0.382 40.26
LOW 40.07
0.618 39.75
1.000 39.56
1.618 39.24
2.618 38.73
4.250 37.90
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 40.33 40.83
PP 40.30 40.63
S1 40.27 40.44

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

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