CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 16-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
45.77 |
45.60 |
-0.17 |
-0.4% |
46.02 |
High |
45.81 |
45.76 |
-0.05 |
-0.1% |
46.53 |
Low |
45.24 |
45.33 |
0.09 |
0.2% |
45.46 |
Close |
45.35 |
45.36 |
0.01 |
0.0% |
45.83 |
Range |
0.57 |
0.43 |
-0.14 |
-24.6% |
1.07 |
ATR |
0.64 |
0.62 |
-0.01 |
-2.3% |
0.00 |
Volume |
4,366 |
2,227 |
-2,139 |
-49.0% |
14,937 |
|
Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.77 |
46.50 |
45.60 |
|
R3 |
46.34 |
46.07 |
45.48 |
|
R2 |
45.91 |
45.91 |
45.44 |
|
R1 |
45.64 |
45.64 |
45.40 |
45.56 |
PP |
45.48 |
45.48 |
45.48 |
45.45 |
S1 |
45.21 |
45.21 |
45.32 |
45.13 |
S2 |
45.05 |
45.05 |
45.28 |
|
S3 |
44.62 |
44.78 |
45.24 |
|
S4 |
44.19 |
44.35 |
45.12 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.15 |
48.56 |
46.42 |
|
R3 |
48.08 |
47.49 |
46.12 |
|
R2 |
47.01 |
47.01 |
46.03 |
|
R1 |
46.42 |
46.42 |
45.93 |
46.18 |
PP |
45.94 |
45.94 |
45.94 |
45.82 |
S1 |
45.35 |
45.35 |
45.73 |
45.11 |
S2 |
44.87 |
44.87 |
45.63 |
|
S3 |
43.80 |
44.28 |
45.54 |
|
S4 |
42.73 |
43.21 |
45.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.53 |
45.24 |
1.29 |
2.8% |
0.55 |
1.2% |
9% |
False |
False |
3,188 |
10 |
46.53 |
45.22 |
1.31 |
2.9% |
0.57 |
1.3% |
11% |
False |
False |
2,850 |
20 |
48.27 |
44.55 |
3.72 |
8.2% |
0.66 |
1.4% |
22% |
False |
False |
2,356 |
40 |
49.43 |
44.55 |
4.88 |
10.8% |
0.63 |
1.4% |
17% |
False |
False |
2,016 |
60 |
49.43 |
44.55 |
4.88 |
10.8% |
0.63 |
1.4% |
17% |
False |
False |
1,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.59 |
2.618 |
46.89 |
1.618 |
46.46 |
1.000 |
46.19 |
0.618 |
46.03 |
HIGH |
45.76 |
0.618 |
45.60 |
0.500 |
45.55 |
0.382 |
45.49 |
LOW |
45.33 |
0.618 |
45.06 |
1.000 |
44.90 |
1.618 |
44.63 |
2.618 |
44.20 |
4.250 |
43.50 |
|
|
Fisher Pivots for day following 16-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
45.55 |
45.57 |
PP |
45.48 |
45.50 |
S1 |
45.42 |
45.43 |
|