CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 19-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
45.48 |
45.61 |
0.13 |
0.3% |
45.77 |
High |
45.74 |
45.65 |
-0.09 |
-0.2% |
45.81 |
Low |
45.17 |
45.27 |
0.10 |
0.2% |
45.17 |
Close |
45.45 |
45.41 |
-0.04 |
-0.1% |
45.41 |
Range |
0.57 |
0.38 |
-0.19 |
-33.3% |
0.64 |
ATR |
0.60 |
0.59 |
-0.02 |
-2.6% |
0.00 |
Volume |
2,655 |
2,261 |
-394 |
-14.8% |
13,087 |
|
Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.58 |
46.38 |
45.62 |
|
R3 |
46.20 |
46.00 |
45.51 |
|
R2 |
45.82 |
45.82 |
45.48 |
|
R1 |
45.62 |
45.62 |
45.44 |
45.53 |
PP |
45.44 |
45.44 |
45.44 |
45.40 |
S1 |
45.24 |
45.24 |
45.38 |
45.15 |
S2 |
45.06 |
45.06 |
45.34 |
|
S3 |
44.68 |
44.86 |
45.31 |
|
S4 |
44.30 |
44.48 |
45.20 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.38 |
47.04 |
45.76 |
|
R3 |
46.74 |
46.40 |
45.59 |
|
R2 |
46.10 |
46.10 |
45.53 |
|
R1 |
45.76 |
45.76 |
45.47 |
45.61 |
PP |
45.46 |
45.46 |
45.46 |
45.39 |
S1 |
45.12 |
45.12 |
45.35 |
44.97 |
S2 |
44.82 |
44.82 |
45.29 |
|
S3 |
44.18 |
44.48 |
45.23 |
|
S4 |
43.54 |
43.84 |
45.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.81 |
45.17 |
0.64 |
1.4% |
0.47 |
1.0% |
38% |
False |
False |
2,617 |
10 |
46.53 |
45.17 |
1.36 |
3.0% |
0.52 |
1.1% |
18% |
False |
False |
2,802 |
20 |
47.18 |
44.55 |
2.63 |
5.8% |
0.60 |
1.3% |
33% |
False |
False |
2,387 |
40 |
49.43 |
44.55 |
4.88 |
10.7% |
0.63 |
1.4% |
18% |
False |
False |
2,143 |
60 |
49.43 |
44.55 |
4.88 |
10.7% |
0.63 |
1.4% |
18% |
False |
False |
1,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.27 |
2.618 |
46.64 |
1.618 |
46.26 |
1.000 |
46.03 |
0.618 |
45.88 |
HIGH |
45.65 |
0.618 |
45.50 |
0.500 |
45.46 |
0.382 |
45.42 |
LOW |
45.27 |
0.618 |
45.04 |
1.000 |
44.89 |
1.618 |
44.66 |
2.618 |
44.28 |
4.250 |
43.66 |
|
|
Fisher Pivots for day following 19-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
45.46 |
45.46 |
PP |
45.44 |
45.44 |
S1 |
45.43 |
45.43 |
|