CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 22-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
45.61 |
45.24 |
-0.37 |
-0.8% |
45.77 |
High |
45.65 |
45.75 |
0.10 |
0.2% |
45.81 |
Low |
45.27 |
45.23 |
-0.04 |
-0.1% |
45.17 |
Close |
45.41 |
45.41 |
0.00 |
0.0% |
45.41 |
Range |
0.38 |
0.52 |
0.14 |
36.8% |
0.64 |
ATR |
0.59 |
0.58 |
0.00 |
-0.8% |
0.00 |
Volume |
2,261 |
2,131 |
-130 |
-5.7% |
13,087 |
|
Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.02 |
46.74 |
45.70 |
|
R3 |
46.50 |
46.22 |
45.55 |
|
R2 |
45.98 |
45.98 |
45.51 |
|
R1 |
45.70 |
45.70 |
45.46 |
45.84 |
PP |
45.46 |
45.46 |
45.46 |
45.54 |
S1 |
45.18 |
45.18 |
45.36 |
45.32 |
S2 |
44.94 |
44.94 |
45.31 |
|
S3 |
44.42 |
44.66 |
45.27 |
|
S4 |
43.90 |
44.14 |
45.12 |
|
|
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 |
45.76 |
45.17 |
0.59 |
1.3% |
0.46 |
1.0% |
41% |
False |
False |
2,170 |
10 |
46.53 |
45.17 |
1.36 |
3.0% |
0.53 |
1.2% |
18% |
False |
False |
2,800 |
20 |
46.53 |
44.55 |
1.98 |
4.4% |
0.59 |
1.3% |
43% |
False |
False |
2,446 |
40 |
49.11 |
44.55 |
4.56 |
10.0% |
0.61 |
1.3% |
19% |
False |
False |
2,180 |
60 |
49.43 |
44.55 |
4.88 |
10.7% |
0.63 |
1.4% |
18% |
False |
False |
1,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.96 |
2.618 |
47.11 |
1.618 |
46.59 |
1.000 |
46.27 |
0.618 |
46.07 |
HIGH |
45.75 |
0.618 |
45.55 |
0.500 |
45.49 |
0.382 |
45.43 |
LOW |
45.23 |
0.618 |
44.91 |
1.000 |
44.71 |
1.618 |
44.39 |
2.618 |
43.87 |
4.250 |
43.02 |
|
|
Fisher Pivots for day following 22-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
45.49 |
45.46 |
PP |
45.46 |
45.44 |
S1 |
45.44 |
45.43 |
|