CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 04-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
41.73 |
41.91 |
0.18 |
0.4% |
41.07 |
High |
42.29 |
42.26 |
-0.03 |
-0.1% |
42.40 |
Low |
41.64 |
41.32 |
-0.32 |
-0.8% |
40.60 |
Close |
41.90 |
41.56 |
-0.34 |
-0.8% |
41.90 |
Range |
0.65 |
0.94 |
0.29 |
44.6% |
1.80 |
ATR |
0.73 |
0.74 |
0.02 |
2.1% |
0.00 |
Volume |
22,689 |
20,591 |
-2,098 |
-9.2% |
89,386 |
|
Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.53 |
43.99 |
42.08 |
|
R3 |
43.59 |
43.05 |
41.82 |
|
R2 |
42.65 |
42.65 |
41.73 |
|
R1 |
42.11 |
42.11 |
41.65 |
41.91 |
PP |
41.71 |
41.71 |
41.71 |
41.62 |
S1 |
41.17 |
41.17 |
41.47 |
40.97 |
S2 |
40.77 |
40.77 |
41.39 |
|
S3 |
39.83 |
40.23 |
41.30 |
|
S4 |
38.89 |
39.29 |
41.04 |
|
|
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 |
40.63 |
1.77 |
4.3% |
0.84 |
2.0% |
53% |
False |
False |
19,497 |
10 |
42.40 |
40.60 |
1.80 |
4.3% |
0.74 |
1.8% |
53% |
False |
False |
16,120 |
20 |
42.40 |
40.28 |
2.12 |
5.1% |
0.73 |
1.8% |
60% |
False |
False |
16,966 |
40 |
43.71 |
39.53 |
4.18 |
10.1% |
0.69 |
1.7% |
49% |
False |
False |
12,380 |
60 |
45.48 |
39.53 |
5.95 |
14.3% |
0.74 |
1.8% |
34% |
False |
False |
9,875 |
80 |
45.81 |
39.53 |
6.28 |
15.1% |
0.71 |
1.7% |
32% |
False |
False |
8,132 |
100 |
48.27 |
39.53 |
8.74 |
21.0% |
0.70 |
1.7% |
23% |
False |
False |
6,945 |
120 |
49.43 |
39.53 |
9.90 |
23.8% |
0.68 |
1.6% |
21% |
False |
False |
6,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.26 |
2.618 |
44.72 |
1.618 |
43.78 |
1.000 |
43.20 |
0.618 |
42.84 |
HIGH |
42.26 |
0.618 |
41.90 |
0.500 |
41.79 |
0.382 |
41.68 |
LOW |
41.32 |
0.618 |
40.74 |
1.000 |
40.38 |
1.618 |
39.80 |
2.618 |
38.86 |
4.250 |
37.33 |
|
|
Fisher Pivots for day following 04-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
41.79 |
41.86 |
PP |
41.71 |
41.76 |
S1 |
41.64 |
41.66 |
|