CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 01-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
41.87 |
41.73 |
-0.14 |
-0.3% |
41.07 |
High |
42.40 |
42.29 |
-0.11 |
-0.3% |
42.40 |
Low |
41.59 |
41.64 |
0.05 |
0.1% |
40.60 |
Close |
41.63 |
41.90 |
0.27 |
0.6% |
41.90 |
Range |
0.81 |
0.65 |
-0.16 |
-19.8% |
1.80 |
ATR |
0.73 |
0.73 |
-0.01 |
-0.7% |
0.00 |
Volume |
20,920 |
22,689 |
1,769 |
8.5% |
89,386 |
|
Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.89 |
43.55 |
42.26 |
|
R3 |
43.24 |
42.90 |
42.08 |
|
R2 |
42.59 |
42.59 |
42.02 |
|
R1 |
42.25 |
42.25 |
41.96 |
42.42 |
PP |
41.94 |
41.94 |
41.94 |
42.03 |
S1 |
41.60 |
41.60 |
41.84 |
41.77 |
S2 |
41.29 |
41.29 |
41.78 |
|
S3 |
40.64 |
40.95 |
41.72 |
|
S4 |
39.99 |
40.30 |
41.54 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.03 |
46.27 |
42.89 |
|
R3 |
45.23 |
44.47 |
42.40 |
|
R2 |
43.43 |
43.43 |
42.23 |
|
R1 |
42.67 |
42.67 |
42.07 |
43.05 |
PP |
41.63 |
41.63 |
41.63 |
41.83 |
S1 |
40.87 |
40.87 |
41.74 |
41.25 |
S2 |
39.83 |
39.83 |
41.57 |
|
S3 |
38.03 |
39.07 |
41.41 |
|
S4 |
36.23 |
37.27 |
40.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.40 |
40.60 |
1.80 |
4.3% |
0.83 |
2.0% |
72% |
False |
False |
17,877 |
10 |
42.40 |
40.60 |
1.80 |
4.3% |
0.69 |
1.6% |
72% |
False |
False |
15,693 |
20 |
42.40 |
40.13 |
2.27 |
5.4% |
0.71 |
1.7% |
78% |
False |
False |
16,530 |
40 |
44.33 |
39.53 |
4.80 |
11.5% |
0.70 |
1.7% |
49% |
False |
False |
12,053 |
60 |
45.48 |
39.53 |
5.95 |
14.2% |
0.73 |
1.7% |
40% |
False |
False |
9,580 |
80 |
45.89 |
39.53 |
6.36 |
15.2% |
0.71 |
1.7% |
37% |
False |
False |
7,911 |
100 |
48.27 |
39.53 |
8.74 |
20.9% |
0.70 |
1.7% |
27% |
False |
False |
6,762 |
120 |
49.43 |
39.53 |
9.90 |
23.6% |
0.68 |
1.6% |
24% |
False |
False |
5,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.05 |
2.618 |
43.99 |
1.618 |
43.34 |
1.000 |
42.94 |
0.618 |
42.69 |
HIGH |
42.29 |
0.618 |
42.04 |
0.500 |
41.97 |
0.382 |
41.89 |
LOW |
41.64 |
0.618 |
41.24 |
1.000 |
40.99 |
1.618 |
40.59 |
2.618 |
39.94 |
4.250 |
38.88 |
|
|
Fisher Pivots for day following 01-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
41.97 |
41.86 |
PP |
41.94 |
41.83 |
S1 |
41.92 |
41.79 |
|