CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 27-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
42.37 |
42.31 |
-0.06 |
-0.1% |
42.58 |
High |
42.45 |
42.61 |
0.16 |
0.4% |
42.75 |
Low |
42.00 |
42.06 |
0.06 |
0.1% |
42.00 |
Close |
42.34 |
42.11 |
-0.23 |
-0.5% |
42.11 |
Range |
0.45 |
0.55 |
0.10 |
22.2% |
0.75 |
ATR |
0.66 |
0.65 |
-0.01 |
-1.2% |
0.00 |
Volume |
6,296 |
8,909 |
2,613 |
41.5% |
34,417 |
|
Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.91 |
43.56 |
42.41 |
|
R3 |
43.36 |
43.01 |
42.26 |
|
R2 |
42.81 |
42.81 |
42.21 |
|
R1 |
42.46 |
42.46 |
42.16 |
42.36 |
PP |
42.26 |
42.26 |
42.26 |
42.21 |
S1 |
41.91 |
41.91 |
42.06 |
41.81 |
S2 |
41.71 |
41.71 |
42.01 |
|
S3 |
41.16 |
41.36 |
41.96 |
|
S4 |
40.61 |
40.81 |
41.81 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.54 |
44.07 |
42.52 |
|
R3 |
43.79 |
43.32 |
42.32 |
|
R2 |
43.04 |
43.04 |
42.25 |
|
R1 |
42.57 |
42.57 |
42.18 |
42.43 |
PP |
42.29 |
42.29 |
42.29 |
42.22 |
S1 |
41.82 |
41.82 |
42.04 |
41.68 |
S2 |
41.54 |
41.54 |
41.97 |
|
S3 |
40.79 |
41.07 |
41.90 |
|
S4 |
40.04 |
40.32 |
41.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.75 |
42.00 |
0.75 |
1.8% |
0.44 |
1.0% |
15% |
False |
False |
6,883 |
10 |
43.32 |
42.00 |
1.32 |
3.1% |
0.55 |
1.3% |
8% |
False |
False |
5,982 |
20 |
45.23 |
42.00 |
3.23 |
7.7% |
0.66 |
1.6% |
3% |
False |
False |
6,227 |
40 |
45.48 |
42.00 |
3.48 |
8.3% |
0.72 |
1.7% |
3% |
False |
False |
5,120 |
60 |
46.53 |
42.00 |
4.53 |
10.8% |
0.68 |
1.6% |
2% |
False |
False |
4,354 |
80 |
48.27 |
42.00 |
6.27 |
14.9% |
0.68 |
1.6% |
2% |
False |
False |
3,815 |
100 |
49.43 |
42.00 |
7.43 |
17.6% |
0.66 |
1.6% |
1% |
False |
False |
3,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.95 |
2.618 |
44.05 |
1.618 |
43.50 |
1.000 |
43.16 |
0.618 |
42.95 |
HIGH |
42.61 |
0.618 |
42.40 |
0.500 |
42.34 |
0.382 |
42.27 |
LOW |
42.06 |
0.618 |
41.72 |
1.000 |
41.51 |
1.618 |
41.17 |
2.618 |
40.62 |
4.250 |
39.72 |
|
|
Fisher Pivots for day following 27-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
42.34 |
42.33 |
PP |
42.26 |
42.25 |
S1 |
42.19 |
42.18 |
|