CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 16-Dec-2013
Day Change Summary
Previous Current
13-Dec-2013 16-Dec-2013 Change Change % Previous Week
Open 40.05 39.97 -0.08 -0.2% 40.53
High 40.06 40.22 0.16 0.4% 40.72
Low 39.37 39.45 0.08 0.2% 39.37
Close 39.83 39.75 -0.08 -0.2% 39.83
Range 0.69 0.77 0.08 11.6% 1.35
ATR 0.66 0.67 0.01 1.2% 0.00
Volume 37,932 57,211 19,279 50.8% 252,395
Daily Pivots for day following 16-Dec-2013
Classic Woodie Camarilla DeMark
R4 42.12 41.70 40.17
R3 41.35 40.93 39.96
R2 40.58 40.58 39.89
R1 40.16 40.16 39.82 39.99
PP 39.81 39.81 39.81 39.72
S1 39.39 39.39 39.68 39.22
S2 39.04 39.04 39.61
S3 38.27 38.62 39.54
S4 37.50 37.85 39.33
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 44.02 43.28 40.57
R3 42.67 41.93 40.20
R2 41.32 41.32 40.08
R1 40.58 40.58 39.95 40.28
PP 39.97 39.97 39.97 39.82
S1 39.23 39.23 39.71 38.93
S2 38.62 38.62 39.58
S3 37.27 37.88 39.46
S4 35.92 36.53 39.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.56 39.37 1.19 3.0% 0.67 1.7% 32% False False 51,768
10 40.96 39.37 1.59 4.0% 0.63 1.6% 24% False False 50,318
20 42.05 39.37 2.68 6.7% 0.67 1.7% 14% False False 51,133
40 42.40 39.37 3.03 7.6% 0.68 1.7% 13% False False 37,214
60 42.75 39.37 3.38 8.5% 0.68 1.7% 11% False False 29,193
80 45.48 39.37 6.11 15.4% 0.71 1.8% 6% False False 23,329
100 45.48 39.37 6.11 15.4% 0.71 1.8% 6% False False 19,357
120 46.53 39.37 7.16 18.0% 0.69 1.7% 5% False False 16,567
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 0.16
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 43.49
2.618 42.24
1.618 41.47
1.000 40.99
0.618 40.70
HIGH 40.22
0.618 39.93
0.500 39.84
0.382 39.74
LOW 39.45
0.618 38.97
1.000 38.68
1.618 38.20
2.618 37.43
4.250 36.18
Fisher Pivots for day following 16-Dec-2013
Pivot 1 day 3 day
R1 39.84 39.93
PP 39.81 39.87
S1 39.78 39.81

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

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