CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 16-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
42.93 |
43.66 |
0.73 |
1.7% |
42.26 |
High |
43.76 |
44.11 |
0.35 |
0.8% |
44.11 |
Low |
42.93 |
43.29 |
0.36 |
0.8% |
42.17 |
Close |
43.66 |
43.36 |
-0.30 |
-0.7% |
43.36 |
Range |
0.83 |
0.82 |
-0.01 |
-1.2% |
1.94 |
ATR |
0.68 |
0.69 |
0.01 |
1.5% |
0.00 |
Volume |
2,908 |
3,317 |
409 |
14.1% |
20,661 |
|
Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.05 |
45.52 |
43.81 |
|
R3 |
45.23 |
44.70 |
43.59 |
|
R2 |
44.41 |
44.41 |
43.51 |
|
R1 |
43.88 |
43.88 |
43.44 |
43.74 |
PP |
43.59 |
43.59 |
43.59 |
43.51 |
S1 |
43.06 |
43.06 |
43.28 |
42.92 |
S2 |
42.77 |
42.77 |
43.21 |
|
S3 |
41.95 |
42.24 |
43.13 |
|
S4 |
41.13 |
41.42 |
42.91 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.03 |
48.14 |
44.43 |
|
R3 |
47.09 |
46.20 |
43.89 |
|
R2 |
45.15 |
45.15 |
43.72 |
|
R1 |
44.26 |
44.26 |
43.54 |
44.71 |
PP |
43.21 |
43.21 |
43.21 |
43.44 |
S1 |
42.32 |
42.32 |
43.18 |
42.77 |
S2 |
41.27 |
41.27 |
43.00 |
|
S3 |
39.33 |
40.38 |
42.83 |
|
S4 |
37.39 |
38.44 |
42.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.11 |
42.17 |
1.94 |
4.5% |
0.76 |
1.7% |
61% |
True |
False |
4,132 |
10 |
44.11 |
42.08 |
2.03 |
4.7% |
0.71 |
1.6% |
63% |
True |
False |
3,640 |
20 |
45.75 |
42.08 |
3.67 |
8.5% |
0.71 |
1.6% |
35% |
False |
False |
3,283 |
40 |
47.18 |
42.08 |
5.10 |
11.8% |
0.65 |
1.5% |
25% |
False |
False |
2,835 |
60 |
49.43 |
42.08 |
7.35 |
17.0% |
0.65 |
1.5% |
17% |
False |
False |
2,523 |
80 |
49.43 |
42.08 |
7.35 |
17.0% |
0.65 |
1.5% |
17% |
False |
False |
2,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.60 |
2.618 |
46.26 |
1.618 |
45.44 |
1.000 |
44.93 |
0.618 |
44.62 |
HIGH |
44.11 |
0.618 |
43.80 |
0.500 |
43.70 |
0.382 |
43.60 |
LOW |
43.29 |
0.618 |
42.78 |
1.000 |
42.47 |
1.618 |
41.96 |
2.618 |
41.14 |
4.250 |
39.81 |
|
|
Fisher Pivots for day following 16-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
43.70 |
43.43 |
PP |
43.59 |
43.41 |
S1 |
43.47 |
43.38 |
|