CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 07-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
43.39 |
42.88 |
-0.51 |
-1.2% |
43.84 |
High |
43.43 |
42.99 |
-0.44 |
-1.0% |
43.84 |
Low |
42.57 |
42.25 |
-0.32 |
-0.8% |
42.62 |
Close |
42.77 |
42.29 |
-0.48 |
-1.1% |
42.95 |
Range |
0.86 |
0.74 |
-0.12 |
-14.0% |
1.22 |
ATR |
0.67 |
0.68 |
0.00 |
0.7% |
0.00 |
Volume |
2,491 |
5,296 |
2,805 |
112.6% |
12,455 |
|
Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.73 |
44.25 |
42.70 |
|
R3 |
43.99 |
43.51 |
42.49 |
|
R2 |
43.25 |
43.25 |
42.43 |
|
R1 |
42.77 |
42.77 |
42.36 |
42.64 |
PP |
42.51 |
42.51 |
42.51 |
42.45 |
S1 |
42.03 |
42.03 |
42.22 |
41.90 |
S2 |
41.77 |
41.77 |
42.15 |
|
S3 |
41.03 |
41.29 |
42.09 |
|
S4 |
40.29 |
40.55 |
41.88 |
|
|
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 |
42.25 |
1.19 |
2.8% |
0.76 |
1.8% |
3% |
False |
True |
2,814 |
10 |
44.48 |
42.25 |
2.23 |
5.3% |
0.72 |
1.7% |
2% |
False |
True |
3,054 |
20 |
46.53 |
42.25 |
4.28 |
10.1% |
0.66 |
1.6% |
1% |
False |
True |
2,860 |
40 |
48.27 |
42.25 |
6.02 |
14.2% |
0.66 |
1.6% |
1% |
False |
True |
2,511 |
60 |
49.43 |
42.25 |
7.18 |
17.0% |
0.63 |
1.5% |
1% |
False |
True |
2,155 |
80 |
49.43 |
42.25 |
7.18 |
17.0% |
0.64 |
1.5% |
1% |
False |
True |
1,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.14 |
2.618 |
44.93 |
1.618 |
44.19 |
1.000 |
43.73 |
0.618 |
43.45 |
HIGH |
42.99 |
0.618 |
42.71 |
0.500 |
42.62 |
0.382 |
42.53 |
LOW |
42.25 |
0.618 |
41.79 |
1.000 |
41.51 |
1.618 |
41.05 |
2.618 |
40.31 |
4.250 |
39.11 |
|
|
Fisher Pivots for day following 07-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
42.62 |
42.85 |
PP |
42.51 |
42.66 |
S1 |
42.40 |
42.48 |
|