CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 06-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
44.21 |
43.69 |
-0.52 |
-1.2% |
44.91 |
High |
44.23 |
44.63 |
0.40 |
0.9% |
45.23 |
Low |
43.54 |
43.66 |
0.12 |
0.3% |
43.54 |
Close |
43.69 |
43.92 |
0.23 |
0.5% |
43.92 |
Range |
0.69 |
0.97 |
0.28 |
40.6% |
1.69 |
ATR |
0.80 |
0.81 |
0.01 |
1.6% |
0.00 |
Volume |
5,488 |
6,670 |
1,182 |
21.5% |
23,928 |
|
Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.98 |
46.42 |
44.45 |
|
R3 |
46.01 |
45.45 |
44.19 |
|
R2 |
45.04 |
45.04 |
44.10 |
|
R1 |
44.48 |
44.48 |
44.01 |
44.76 |
PP |
44.07 |
44.07 |
44.07 |
44.21 |
S1 |
43.51 |
43.51 |
43.83 |
43.79 |
S2 |
43.10 |
43.10 |
43.74 |
|
S3 |
42.13 |
42.54 |
43.65 |
|
S4 |
41.16 |
41.57 |
43.39 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.30 |
48.30 |
44.85 |
|
R3 |
47.61 |
46.61 |
44.38 |
|
R2 |
45.92 |
45.92 |
44.23 |
|
R1 |
44.92 |
44.92 |
44.07 |
44.58 |
PP |
44.23 |
44.23 |
44.23 |
44.06 |
S1 |
43.23 |
43.23 |
43.77 |
42.89 |
S2 |
42.54 |
42.54 |
43.61 |
|
S3 |
40.85 |
41.54 |
43.46 |
|
S4 |
39.16 |
39.85 |
42.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.23 |
43.54 |
1.69 |
3.8% |
0.83 |
1.9% |
22% |
False |
False |
5,598 |
10 |
45.48 |
42.90 |
2.58 |
5.9% |
0.91 |
2.1% |
40% |
False |
False |
5,261 |
20 |
45.48 |
42.08 |
3.40 |
7.7% |
0.80 |
1.8% |
54% |
False |
False |
4,634 |
40 |
45.89 |
42.08 |
3.81 |
8.7% |
0.71 |
1.6% |
48% |
False |
False |
3,770 |
60 |
48.27 |
42.08 |
6.19 |
14.1% |
0.70 |
1.6% |
30% |
False |
False |
3,234 |
80 |
49.43 |
42.08 |
7.35 |
16.7% |
0.68 |
1.5% |
25% |
False |
False |
2,804 |
100 |
49.43 |
42.08 |
7.35 |
16.7% |
0.67 |
1.5% |
25% |
False |
False |
2,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.75 |
2.618 |
47.17 |
1.618 |
46.20 |
1.000 |
45.60 |
0.618 |
45.23 |
HIGH |
44.63 |
0.618 |
44.26 |
0.500 |
44.15 |
0.382 |
44.03 |
LOW |
43.66 |
0.618 |
43.06 |
1.000 |
42.69 |
1.618 |
42.09 |
2.618 |
41.12 |
4.250 |
39.54 |
|
|
Fisher Pivots for day following 06-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
44.15 |
44.09 |
PP |
44.07 |
44.03 |
S1 |
44.00 |
43.98 |
|