CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 14-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
42.96 |
43.14 |
0.18 |
0.4% |
42.92 |
High |
43.52 |
43.30 |
-0.22 |
-0.5% |
43.44 |
Low |
42.83 |
42.75 |
-0.08 |
-0.2% |
42.08 |
Close |
43.18 |
42.86 |
-0.32 |
-0.7% |
42.11 |
Range |
0.69 |
0.55 |
-0.14 |
-20.3% |
1.36 |
ATR |
0.67 |
0.66 |
-0.01 |
-1.3% |
0.00 |
Volume |
6,334 |
4,253 |
-2,081 |
-32.9% |
15,740 |
|
Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.62 |
44.29 |
43.16 |
|
R3 |
44.07 |
43.74 |
43.01 |
|
R2 |
43.52 |
43.52 |
42.96 |
|
R1 |
43.19 |
43.19 |
42.91 |
43.08 |
PP |
42.97 |
42.97 |
42.97 |
42.92 |
S1 |
42.64 |
42.64 |
42.81 |
42.53 |
S2 |
42.42 |
42.42 |
42.76 |
|
S3 |
41.87 |
42.09 |
42.71 |
|
S4 |
41.32 |
41.54 |
42.56 |
|
|
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 |
43.52 |
42.08 |
1.44 |
3.4% |
0.59 |
1.4% |
54% |
False |
False |
4,132 |
10 |
43.52 |
42.08 |
1.44 |
3.4% |
0.68 |
1.6% |
54% |
False |
False |
3,473 |
20 |
45.75 |
42.08 |
3.67 |
8.6% |
0.67 |
1.6% |
21% |
False |
False |
3,217 |
40 |
48.27 |
42.08 |
6.19 |
14.4% |
0.66 |
1.5% |
13% |
False |
False |
2,793 |
60 |
49.43 |
42.08 |
7.35 |
17.1% |
0.64 |
1.5% |
11% |
False |
False |
2,435 |
80 |
49.43 |
42.08 |
7.35 |
17.1% |
0.64 |
1.5% |
11% |
False |
False |
2,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.64 |
2.618 |
44.74 |
1.618 |
44.19 |
1.000 |
43.85 |
0.618 |
43.64 |
HIGH |
43.30 |
0.618 |
43.09 |
0.500 |
43.03 |
0.382 |
42.96 |
LOW |
42.75 |
0.618 |
42.41 |
1.000 |
42.20 |
1.618 |
41.86 |
2.618 |
41.31 |
4.250 |
40.41 |
|
|
Fisher Pivots for day following 14-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
43.03 |
42.86 |
PP |
42.97 |
42.85 |
S1 |
42.92 |
42.85 |
|