CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 19-Dec-2013
Day Change Summary
Previous Current
18-Dec-2013 19-Dec-2013 Change Change % Previous Week
Open 39.31 39.20 -0.11 -0.3% 40.53
High 39.46 39.49 0.03 0.1% 40.72
Low 38.96 38.94 -0.02 -0.1% 39.37
Close 39.06 39.33 0.27 0.7% 39.83
Range 0.50 0.55 0.05 10.0% 1.35
ATR 0.65 0.65 -0.01 -1.1% 0.00
Volume 43,922 31,909 -12,013 -27.4% 252,395
Daily Pivots for day following 19-Dec-2013
Classic Woodie Camarilla DeMark
R4 40.90 40.67 39.63
R3 40.35 40.12 39.48
R2 39.80 39.80 39.43
R1 39.57 39.57 39.38 39.69
PP 39.25 39.25 39.25 39.31
S1 39.02 39.02 39.28 39.14
S2 38.70 38.70 39.23
S3 38.15 38.47 39.18
S4 37.60 37.92 39.03
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 40.22 38.94 1.28 3.3% 0.63 1.6% 30% False True 44,591
10 40.96 38.94 2.02 5.1% 0.61 1.6% 19% False True 49,417
20 42.05 38.94 3.11 7.9% 0.66 1.7% 13% False True 51,735
40 42.40 38.94 3.46 8.8% 0.68 1.7% 11% False True 39,336
60 42.61 38.94 3.67 9.3% 0.69 1.8% 11% False True 31,003
80 45.23 38.94 6.29 16.0% 0.69 1.8% 6% False True 24,742
100 45.48 38.94 6.54 16.6% 0.70 1.8% 6% False True 20,548
120 46.53 38.94 7.59 19.3% 0.69 1.7% 5% False True 17,594
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 41.83
2.618 40.93
1.618 40.38
1.000 40.04
0.618 39.83
HIGH 39.49
0.618 39.28
0.500 39.22
0.382 39.15
LOW 38.94
0.618 38.60
1.000 38.39
1.618 38.05
2.618 37.50
4.250 36.60
Fisher Pivots for day following 19-Dec-2013
Pivot 1 day 3 day
R1 39.29 39.42
PP 39.25 39.39
S1 39.22 39.36

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

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