CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 18-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
45.51 |
45.48 |
-0.03 |
-0.1% |
46.02 |
High |
45.68 |
45.74 |
0.06 |
0.1% |
46.53 |
Low |
45.28 |
45.17 |
-0.11 |
-0.2% |
45.46 |
Close |
45.55 |
45.45 |
-0.10 |
-0.2% |
45.83 |
Range |
0.40 |
0.57 |
0.17 |
42.5% |
1.07 |
ATR |
0.61 |
0.60 |
0.00 |
-0.4% |
0.00 |
Volume |
1,578 |
2,655 |
1,077 |
68.3% |
14,937 |
|
Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.16 |
46.88 |
45.76 |
|
R3 |
46.59 |
46.31 |
45.61 |
|
R2 |
46.02 |
46.02 |
45.55 |
|
R1 |
45.74 |
45.74 |
45.50 |
45.60 |
PP |
45.45 |
45.45 |
45.45 |
45.38 |
S1 |
45.17 |
45.17 |
45.40 |
45.03 |
S2 |
44.88 |
44.88 |
45.35 |
|
S3 |
44.31 |
44.60 |
45.29 |
|
S4 |
43.74 |
44.03 |
45.14 |
|
|
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 |
45.89 |
45.17 |
0.72 |
1.6% |
0.48 |
1.1% |
39% |
False |
True |
2,748 |
10 |
46.53 |
45.17 |
1.36 |
3.0% |
0.56 |
1.2% |
21% |
False |
True |
2,764 |
20 |
48.24 |
44.55 |
3.69 |
8.1% |
0.64 |
1.4% |
24% |
False |
False |
2,374 |
40 |
49.43 |
44.55 |
4.88 |
10.7% |
0.63 |
1.4% |
18% |
False |
False |
2,096 |
60 |
49.43 |
44.55 |
4.88 |
10.7% |
0.63 |
1.4% |
18% |
False |
False |
1,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.16 |
2.618 |
47.23 |
1.618 |
46.66 |
1.000 |
46.31 |
0.618 |
46.09 |
HIGH |
45.74 |
0.618 |
45.52 |
0.500 |
45.46 |
0.382 |
45.39 |
LOW |
45.17 |
0.618 |
44.82 |
1.000 |
44.60 |
1.618 |
44.25 |
2.618 |
43.68 |
4.250 |
42.75 |
|
|
Fisher Pivots for day following 18-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
45.46 |
45.47 |
PP |
45.45 |
45.46 |
S1 |
45.45 |
45.46 |
|