CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 12-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
42.25 |
42.26 |
0.01 |
0.0% |
42.92 |
High |
42.60 |
43.06 |
0.46 |
1.1% |
43.44 |
Low |
42.08 |
42.17 |
0.09 |
0.2% |
42.08 |
Close |
42.11 |
42.98 |
0.87 |
2.1% |
42.11 |
Range |
0.52 |
0.89 |
0.37 |
71.2% |
1.36 |
ATR |
0.64 |
0.67 |
0.02 |
3.4% |
0.00 |
Volume |
2,886 |
3,849 |
963 |
33.4% |
15,740 |
|
Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.41 |
45.08 |
43.47 |
|
R3 |
44.52 |
44.19 |
43.22 |
|
R2 |
43.63 |
43.63 |
43.14 |
|
R1 |
43.30 |
43.30 |
43.06 |
43.47 |
PP |
42.74 |
42.74 |
42.74 |
42.82 |
S1 |
42.41 |
42.41 |
42.90 |
42.58 |
S2 |
41.85 |
41.85 |
42.82 |
|
S3 |
40.96 |
41.52 |
42.74 |
|
S4 |
40.07 |
40.63 |
42.49 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.62 |
45.73 |
42.86 |
|
R3 |
45.26 |
44.37 |
42.48 |
|
R2 |
43.90 |
43.90 |
42.36 |
|
R1 |
43.01 |
43.01 |
42.23 |
42.78 |
PP |
42.54 |
42.54 |
42.54 |
42.43 |
S1 |
41.65 |
41.65 |
41.99 |
41.42 |
S2 |
41.18 |
41.18 |
41.86 |
|
S3 |
39.82 |
40.29 |
41.74 |
|
S4 |
38.46 |
38.93 |
41.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.43 |
42.08 |
1.35 |
3.1% |
0.67 |
1.5% |
67% |
False |
False |
3,572 |
10 |
43.44 |
42.08 |
1.36 |
3.2% |
0.65 |
1.5% |
66% |
False |
False |
2,978 |
20 |
45.76 |
42.08 |
3.68 |
8.6% |
0.65 |
1.5% |
24% |
False |
False |
2,878 |
40 |
48.27 |
42.08 |
6.19 |
14.4% |
0.66 |
1.5% |
15% |
False |
False |
2,599 |
60 |
49.43 |
42.08 |
7.35 |
17.1% |
0.64 |
1.5% |
12% |
False |
False |
2,278 |
80 |
49.43 |
42.08 |
7.35 |
17.1% |
0.64 |
1.5% |
12% |
False |
False |
2,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.84 |
2.618 |
45.39 |
1.618 |
44.50 |
1.000 |
43.95 |
0.618 |
43.61 |
HIGH |
43.06 |
0.618 |
42.72 |
0.500 |
42.62 |
0.382 |
42.51 |
LOW |
42.17 |
0.618 |
41.62 |
1.000 |
41.28 |
1.618 |
40.73 |
2.618 |
39.84 |
4.250 |
38.39 |
|
|
Fisher Pivots for day following 12-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
42.86 |
42.84 |
PP |
42.74 |
42.71 |
S1 |
42.62 |
42.57 |
|