CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 06-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
42.92 |
43.39 |
0.47 |
1.1% |
43.84 |
High |
43.44 |
43.43 |
-0.01 |
0.0% |
43.84 |
Low |
42.61 |
42.57 |
-0.04 |
-0.1% |
42.62 |
Close |
43.39 |
42.77 |
-0.62 |
-1.4% |
42.95 |
Range |
0.83 |
0.86 |
0.03 |
3.6% |
1.22 |
ATR |
0.66 |
0.67 |
0.01 |
2.2% |
0.00 |
Volume |
1,728 |
2,491 |
763 |
44.2% |
12,455 |
|
Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.50 |
45.00 |
43.24 |
|
R3 |
44.64 |
44.14 |
43.01 |
|
R2 |
43.78 |
43.78 |
42.93 |
|
R1 |
43.28 |
43.28 |
42.85 |
43.10 |
PP |
42.92 |
42.92 |
42.92 |
42.84 |
S1 |
42.42 |
42.42 |
42.69 |
42.24 |
S2 |
42.06 |
42.06 |
42.61 |
|
S3 |
41.20 |
41.56 |
42.53 |
|
S4 |
40.34 |
40.70 |
42.30 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.80 |
46.09 |
43.62 |
|
R3 |
45.58 |
44.87 |
43.29 |
|
R2 |
44.36 |
44.36 |
43.17 |
|
R1 |
43.65 |
43.65 |
43.06 |
43.40 |
PP |
43.14 |
43.14 |
43.14 |
43.01 |
S1 |
42.43 |
42.43 |
42.84 |
42.18 |
S2 |
41.92 |
41.92 |
42.73 |
|
S3 |
40.70 |
41.21 |
42.61 |
|
S4 |
39.48 |
39.99 |
42.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.44 |
42.57 |
0.87 |
2.0% |
0.71 |
1.7% |
23% |
False |
True |
2,395 |
10 |
45.03 |
42.57 |
2.46 |
5.8% |
0.74 |
1.7% |
8% |
False |
True |
2,916 |
20 |
46.53 |
42.57 |
3.96 |
9.3% |
0.64 |
1.5% |
5% |
False |
True |
2,796 |
40 |
48.27 |
42.57 |
5.70 |
13.3% |
0.65 |
1.5% |
4% |
False |
True |
2,516 |
60 |
49.43 |
42.57 |
6.86 |
16.0% |
0.63 |
1.5% |
3% |
False |
True |
2,101 |
80 |
49.43 |
42.57 |
6.86 |
16.0% |
0.65 |
1.5% |
3% |
False |
True |
1,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.09 |
2.618 |
45.68 |
1.618 |
44.82 |
1.000 |
44.29 |
0.618 |
43.96 |
HIGH |
43.43 |
0.618 |
43.10 |
0.500 |
43.00 |
0.382 |
42.90 |
LOW |
42.57 |
0.618 |
42.04 |
1.000 |
41.71 |
1.618 |
41.18 |
2.618 |
40.32 |
4.250 |
38.92 |
|
|
Fisher Pivots for day following 06-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
43.00 |
43.01 |
PP |
42.92 |
42.93 |
S1 |
42.85 |
42.85 |
|