CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 03-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
44.39 |
44.91 |
0.52 |
1.2% |
43.48 |
High |
44.51 |
45.23 |
0.72 |
1.6% |
45.48 |
Low |
43.82 |
43.98 |
0.16 |
0.4% |
43.46 |
Close |
44.44 |
44.33 |
-0.11 |
-0.2% |
44.44 |
Range |
0.69 |
1.25 |
0.56 |
81.2% |
2.02 |
ATR |
0.79 |
0.82 |
0.03 |
4.1% |
0.00 |
Volume |
4,066 |
4,792 |
726 |
17.9% |
25,420 |
|
Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.26 |
47.55 |
45.02 |
|
R3 |
47.01 |
46.30 |
44.67 |
|
R2 |
45.76 |
45.76 |
44.56 |
|
R1 |
45.05 |
45.05 |
44.44 |
44.78 |
PP |
44.51 |
44.51 |
44.51 |
44.38 |
S1 |
43.80 |
43.80 |
44.22 |
43.53 |
S2 |
43.26 |
43.26 |
44.10 |
|
S3 |
42.01 |
42.55 |
43.99 |
|
S4 |
40.76 |
41.30 |
43.64 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.52 |
49.50 |
45.55 |
|
R3 |
48.50 |
47.48 |
45.00 |
|
R2 |
46.48 |
46.48 |
44.81 |
|
R1 |
45.46 |
45.46 |
44.63 |
45.97 |
PP |
44.46 |
44.46 |
44.46 |
44.72 |
S1 |
43.44 |
43.44 |
44.25 |
43.95 |
S2 |
42.44 |
42.44 |
44.07 |
|
S3 |
40.42 |
41.42 |
43.88 |
|
S4 |
38.40 |
39.40 |
43.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.28 |
43.82 |
1.46 |
3.3% |
0.85 |
1.9% |
35% |
False |
False |
4,928 |
10 |
45.48 |
42.81 |
2.67 |
6.0% |
0.89 |
2.0% |
57% |
False |
False |
4,644 |
20 |
45.48 |
42.08 |
3.40 |
7.7% |
0.79 |
1.8% |
66% |
False |
False |
4,234 |
40 |
46.53 |
42.08 |
4.45 |
10.0% |
0.71 |
1.6% |
51% |
False |
False |
3,538 |
60 |
48.27 |
42.08 |
6.19 |
14.0% |
0.69 |
1.6% |
36% |
False |
False |
3,083 |
80 |
49.43 |
42.08 |
7.35 |
16.6% |
0.67 |
1.5% |
31% |
False |
False |
2,623 |
100 |
49.74 |
42.08 |
7.66 |
17.3% |
0.67 |
1.5% |
29% |
False |
False |
2,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.54 |
2.618 |
48.50 |
1.618 |
47.25 |
1.000 |
46.48 |
0.618 |
46.00 |
HIGH |
45.23 |
0.618 |
44.75 |
0.500 |
44.61 |
0.382 |
44.46 |
LOW |
43.98 |
0.618 |
43.21 |
1.000 |
42.73 |
1.618 |
41.96 |
2.618 |
40.71 |
4.250 |
38.67 |
|
|
Fisher Pivots for day following 03-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
44.61 |
44.53 |
PP |
44.51 |
44.46 |
S1 |
44.42 |
44.40 |
|