CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 05-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
41.91 |
41.57 |
-0.34 |
-0.8% |
41.07 |
High |
42.26 |
41.89 |
-0.37 |
-0.9% |
42.40 |
Low |
41.32 |
41.38 |
0.06 |
0.1% |
40.60 |
Close |
41.56 |
41.45 |
-0.11 |
-0.3% |
41.90 |
Range |
0.94 |
0.51 |
-0.43 |
-45.7% |
1.80 |
ATR |
0.74 |
0.73 |
-0.02 |
-2.2% |
0.00 |
Volume |
20,591 |
17,156 |
-3,435 |
-16.7% |
89,386 |
|
Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.10 |
42.79 |
41.73 |
|
R3 |
42.59 |
42.28 |
41.59 |
|
R2 |
42.08 |
42.08 |
41.54 |
|
R1 |
41.77 |
41.77 |
41.50 |
41.67 |
PP |
41.57 |
41.57 |
41.57 |
41.53 |
S1 |
41.26 |
41.26 |
41.40 |
41.16 |
S2 |
41.06 |
41.06 |
41.36 |
|
S3 |
40.55 |
40.75 |
41.31 |
|
S4 |
40.04 |
40.24 |
41.17 |
|
|
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 |
41.18 |
1.22 |
2.9% |
0.79 |
1.9% |
22% |
False |
False |
19,316 |
10 |
42.40 |
40.60 |
1.80 |
4.3% |
0.73 |
1.8% |
47% |
False |
False |
16,671 |
20 |
42.40 |
40.43 |
1.97 |
4.8% |
0.72 |
1.7% |
52% |
False |
False |
16,799 |
40 |
43.54 |
39.53 |
4.01 |
9.7% |
0.69 |
1.7% |
48% |
False |
False |
12,671 |
60 |
45.48 |
39.53 |
5.95 |
14.4% |
0.73 |
1.8% |
32% |
False |
False |
10,097 |
80 |
45.76 |
39.53 |
6.23 |
15.0% |
0.71 |
1.7% |
31% |
False |
False |
8,292 |
100 |
48.27 |
39.53 |
8.74 |
21.1% |
0.70 |
1.7% |
22% |
False |
False |
7,098 |
120 |
49.43 |
39.53 |
9.90 |
23.9% |
0.68 |
1.6% |
19% |
False |
False |
6,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.06 |
2.618 |
43.23 |
1.618 |
42.72 |
1.000 |
42.40 |
0.618 |
42.21 |
HIGH |
41.89 |
0.618 |
41.70 |
0.500 |
41.64 |
0.382 |
41.57 |
LOW |
41.38 |
0.618 |
41.06 |
1.000 |
40.87 |
1.618 |
40.55 |
2.618 |
40.04 |
4.250 |
39.21 |
|
|
Fisher Pivots for day following 05-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
41.64 |
41.81 |
PP |
41.57 |
41.69 |
S1 |
41.51 |
41.57 |
|