CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
43.66 |
44.04 |
0.38 |
0.9% |
42.26 |
High |
44.11 |
44.15 |
0.04 |
0.1% |
44.11 |
Low |
43.29 |
43.61 |
0.32 |
0.7% |
42.17 |
Close |
43.36 |
43.94 |
0.58 |
1.3% |
43.36 |
Range |
0.82 |
0.54 |
-0.28 |
-34.1% |
1.94 |
ATR |
0.69 |
0.69 |
0.01 |
1.1% |
0.00 |
Volume |
3,317 |
3,574 |
257 |
7.7% |
20,661 |
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.52 |
45.27 |
44.24 |
|
R3 |
44.98 |
44.73 |
44.09 |
|
R2 |
44.44 |
44.44 |
44.04 |
|
R1 |
44.19 |
44.19 |
43.99 |
44.05 |
PP |
43.90 |
43.90 |
43.90 |
43.83 |
S1 |
43.65 |
43.65 |
43.89 |
43.51 |
S2 |
43.36 |
43.36 |
43.84 |
|
S3 |
42.82 |
43.11 |
43.79 |
|
S4 |
42.28 |
42.57 |
43.64 |
|
|
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 |
44.15 |
42.75 |
1.40 |
3.2% |
0.69 |
1.6% |
85% |
True |
False |
4,077 |
10 |
44.15 |
42.08 |
2.07 |
4.7% |
0.68 |
1.5% |
90% |
True |
False |
3,824 |
20 |
45.61 |
42.08 |
3.53 |
8.0% |
0.71 |
1.6% |
53% |
False |
False |
3,355 |
40 |
46.53 |
42.08 |
4.45 |
10.1% |
0.65 |
1.5% |
42% |
False |
False |
2,900 |
60 |
49.11 |
42.08 |
7.03 |
16.0% |
0.64 |
1.5% |
26% |
False |
False |
2,572 |
80 |
49.43 |
42.08 |
7.35 |
16.7% |
0.65 |
1.5% |
25% |
False |
False |
2,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.45 |
2.618 |
45.56 |
1.618 |
45.02 |
1.000 |
44.69 |
0.618 |
44.48 |
HIGH |
44.15 |
0.618 |
43.94 |
0.500 |
43.88 |
0.382 |
43.82 |
LOW |
43.61 |
0.618 |
43.28 |
1.000 |
43.07 |
1.618 |
42.74 |
2.618 |
42.20 |
4.250 |
41.32 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
43.92 |
43.81 |
PP |
43.90 |
43.67 |
S1 |
43.88 |
43.54 |
|