CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
43.14 |
43.21 |
0.07 |
0.2% |
42.48 |
High |
43.32 |
43.22 |
-0.10 |
-0.2% |
43.32 |
Low |
42.69 |
42.48 |
-0.21 |
-0.5% |
42.27 |
Close |
43.19 |
42.58 |
-0.61 |
-1.4% |
42.58 |
Range |
0.63 |
0.74 |
0.11 |
17.5% |
1.05 |
ATR |
0.75 |
0.74 |
0.00 |
-0.1% |
0.00 |
Volume |
3,903 |
4,004 |
101 |
2.6% |
25,403 |
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.98 |
44.52 |
42.99 |
|
R3 |
44.24 |
43.78 |
42.78 |
|
R2 |
43.50 |
43.50 |
42.72 |
|
R1 |
43.04 |
43.04 |
42.65 |
42.90 |
PP |
42.76 |
42.76 |
42.76 |
42.69 |
S1 |
42.30 |
42.30 |
42.51 |
42.16 |
S2 |
42.02 |
42.02 |
42.44 |
|
S3 |
41.28 |
41.56 |
42.38 |
|
S4 |
40.54 |
40.82 |
42.17 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.87 |
45.28 |
43.16 |
|
R3 |
44.82 |
44.23 |
42.87 |
|
R2 |
43.77 |
43.77 |
42.77 |
|
R1 |
43.18 |
43.18 |
42.68 |
43.48 |
PP |
42.72 |
42.72 |
42.72 |
42.87 |
S1 |
42.13 |
42.13 |
42.48 |
42.43 |
S2 |
41.67 |
41.67 |
42.39 |
|
S3 |
40.62 |
41.08 |
42.29 |
|
S4 |
39.57 |
40.03 |
42.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.32 |
42.27 |
1.05 |
2.5% |
0.65 |
1.5% |
30% |
False |
False |
5,080 |
10 |
44.33 |
42.27 |
2.06 |
4.8% |
0.69 |
1.6% |
15% |
False |
False |
6,213 |
20 |
45.48 |
42.27 |
3.21 |
7.5% |
0.80 |
1.9% |
10% |
False |
False |
5,737 |
40 |
45.48 |
42.08 |
3.40 |
8.0% |
0.74 |
1.7% |
15% |
False |
False |
4,602 |
60 |
46.53 |
42.08 |
4.45 |
10.5% |
0.70 |
1.6% |
11% |
False |
False |
3,941 |
80 |
48.30 |
42.08 |
6.22 |
14.6% |
0.68 |
1.6% |
8% |
False |
False |
3,481 |
100 |
49.43 |
42.08 |
7.35 |
17.3% |
0.68 |
1.6% |
7% |
False |
False |
3,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.37 |
2.618 |
45.16 |
1.618 |
44.42 |
1.000 |
43.96 |
0.618 |
43.68 |
HIGH |
43.22 |
0.618 |
42.94 |
0.500 |
42.85 |
0.382 |
42.76 |
LOW |
42.48 |
0.618 |
42.02 |
1.000 |
41.74 |
1.618 |
41.28 |
2.618 |
40.54 |
4.250 |
39.34 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
42.85 |
42.80 |
PP |
42.76 |
42.72 |
S1 |
42.67 |
42.65 |
|