CME Soybean Oil Future January 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 39.20 39.33 0.13 0.3% 39.97
High 39.49 39.69 0.20 0.5% 40.22
Low 38.94 39.15 0.21 0.5% 38.94
Close 39.33 39.44 0.11 0.3% 39.44
Range 0.55 0.54 -0.01 -1.8% 1.28
ATR 0.65 0.64 -0.01 -1.2% 0.00
Volume 31,909 23,215 -8,694 -27.2% 208,240
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 41.05 40.78 39.74
R3 40.51 40.24 39.59
R2 39.97 39.97 39.54
R1 39.70 39.70 39.49 39.84
PP 39.43 39.43 39.43 39.49
S1 39.16 39.16 39.39 39.30
S2 38.89 38.89 39.34
S3 38.35 38.62 39.29
S4 37.81 38.08 39.14
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 43.37 42.69 40.14
R3 42.09 41.41 39.79
R2 40.81 40.81 39.67
R1 40.13 40.13 39.56 39.83
PP 39.53 39.53 39.53 39.39
S1 38.85 38.85 39.32 38.55
S2 38.25 38.25 39.21
S3 36.97 37.57 39.09
S4 35.69 36.29 38.74
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 3.2% 0.60 1.5% 39% False False 41,648
10 40.72 38.94 1.78 4.5% 0.61 1.5% 28% False False 46,063
20 41.88 38.94 2.94 7.5% 0.61 1.6% 17% False False 48,449
40 42.40 38.94 3.46 8.8% 0.68 1.7% 14% False False 39,555
60 42.61 38.94 3.67 9.3% 0.69 1.8% 14% False False 31,285
80 45.23 38.94 6.29 15.9% 0.69 1.8% 8% False False 24,967
100 45.48 38.94 6.54 16.6% 0.70 1.8% 8% False False 20,748
120 46.53 38.94 7.59 19.2% 0.69 1.7% 7% False False 17,763
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 41.99
2.618 41.10
1.618 40.56
1.000 40.23
0.618 40.02
HIGH 39.69
0.618 39.48
0.500 39.42
0.382 39.36
LOW 39.15
0.618 38.82
1.000 38.61
1.618 38.28
2.618 37.74
4.250 36.86
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 39.43 39.40
PP 39.43 39.36
S1 39.42 39.32

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

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