CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 19-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
42.46 |
43.14 |
0.68 |
1.6% |
44.20 |
High |
43.02 |
43.32 |
0.30 |
0.7% |
44.33 |
Low |
42.27 |
42.69 |
0.42 |
1.0% |
42.62 |
Close |
42.95 |
43.19 |
0.24 |
0.6% |
42.77 |
Range |
0.75 |
0.63 |
-0.12 |
-16.0% |
1.71 |
ATR |
0.75 |
0.75 |
-0.01 |
-1.2% |
0.00 |
Volume |
4,896 |
3,903 |
-993 |
-20.3% |
36,733 |
|
Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.96 |
44.70 |
43.54 |
|
R3 |
44.33 |
44.07 |
43.36 |
|
R2 |
43.70 |
43.70 |
43.31 |
|
R1 |
43.44 |
43.44 |
43.25 |
43.57 |
PP |
43.07 |
43.07 |
43.07 |
43.13 |
S1 |
42.81 |
42.81 |
43.13 |
42.94 |
S2 |
42.44 |
42.44 |
43.07 |
|
S3 |
41.81 |
42.18 |
43.02 |
|
S4 |
41.18 |
41.55 |
42.84 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.37 |
47.28 |
43.71 |
|
R3 |
46.66 |
45.57 |
43.24 |
|
R2 |
44.95 |
44.95 |
43.08 |
|
R1 |
43.86 |
43.86 |
42.93 |
43.55 |
PP |
43.24 |
43.24 |
43.24 |
43.09 |
S1 |
42.15 |
42.15 |
42.61 |
41.84 |
S2 |
41.53 |
41.53 |
42.46 |
|
S3 |
39.82 |
40.44 |
42.30 |
|
S4 |
38.11 |
38.73 |
41.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.46 |
42.27 |
1.19 |
2.8% |
0.67 |
1.6% |
77% |
False |
False |
5,981 |
10 |
44.63 |
42.27 |
2.36 |
5.5% |
0.72 |
1.7% |
39% |
False |
False |
6,480 |
20 |
45.48 |
42.27 |
3.21 |
7.4% |
0.80 |
1.8% |
29% |
False |
False |
5,743 |
40 |
45.48 |
42.08 |
3.40 |
7.9% |
0.74 |
1.7% |
33% |
False |
False |
4,617 |
60 |
46.53 |
42.08 |
4.45 |
10.3% |
0.70 |
1.6% |
25% |
False |
False |
3,908 |
80 |
48.94 |
42.08 |
6.86 |
15.9% |
0.68 |
1.6% |
16% |
False |
False |
3,455 |
100 |
49.43 |
42.08 |
7.35 |
17.0% |
0.67 |
1.6% |
15% |
False |
False |
3,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.00 |
2.618 |
44.97 |
1.618 |
44.34 |
1.000 |
43.95 |
0.618 |
43.71 |
HIGH |
43.32 |
0.618 |
43.08 |
0.500 |
43.01 |
0.382 |
42.93 |
LOW |
42.69 |
0.618 |
42.30 |
1.000 |
42.06 |
1.618 |
41.67 |
2.618 |
41.04 |
4.250 |
40.01 |
|
|
Fisher Pivots for day following 19-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
43.13 |
43.06 |
PP |
43.07 |
42.93 |
S1 |
43.01 |
42.80 |
|