CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 07-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
41.45 |
41.44 |
-0.01 |
0.0% |
41.07 |
High |
41.73 |
41.50 |
-0.23 |
-0.6% |
42.40 |
Low |
41.38 |
40.58 |
-0.80 |
-1.9% |
40.60 |
Close |
41.44 |
41.05 |
-0.39 |
-0.9% |
41.90 |
Range |
0.35 |
0.92 |
0.57 |
162.9% |
1.80 |
ATR |
0.70 |
0.71 |
0.02 |
2.3% |
0.00 |
Volume |
20,194 |
40,304 |
20,110 |
99.6% |
89,386 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.80 |
43.35 |
41.56 |
|
R3 |
42.88 |
42.43 |
41.30 |
|
R2 |
41.96 |
41.96 |
41.22 |
|
R1 |
41.51 |
41.51 |
41.13 |
41.28 |
PP |
41.04 |
41.04 |
41.04 |
40.93 |
S1 |
40.59 |
40.59 |
40.97 |
40.36 |
S2 |
40.12 |
40.12 |
40.88 |
|
S3 |
39.20 |
39.67 |
40.80 |
|
S4 |
38.28 |
38.75 |
40.54 |
|
|
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 |
42.29 |
40.58 |
1.71 |
4.2% |
0.67 |
1.6% |
27% |
False |
True |
24,186 |
10 |
42.40 |
40.58 |
1.82 |
4.4% |
0.76 |
1.8% |
26% |
False |
True |
19,781 |
20 |
42.40 |
40.43 |
1.97 |
4.8% |
0.72 |
1.8% |
31% |
False |
False |
17,679 |
40 |
43.46 |
39.53 |
3.93 |
9.6% |
0.69 |
1.7% |
39% |
False |
False |
13,803 |
60 |
45.48 |
39.53 |
5.95 |
14.5% |
0.73 |
1.8% |
26% |
False |
False |
10,929 |
80 |
45.75 |
39.53 |
6.22 |
15.2% |
0.72 |
1.7% |
24% |
False |
False |
9,001 |
100 |
48.27 |
39.53 |
8.74 |
21.3% |
0.70 |
1.7% |
17% |
False |
False |
7,675 |
120 |
49.43 |
39.53 |
9.90 |
24.1% |
0.68 |
1.7% |
15% |
False |
False |
6,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.41 |
2.618 |
43.91 |
1.618 |
42.99 |
1.000 |
42.42 |
0.618 |
42.07 |
HIGH |
41.50 |
0.618 |
41.15 |
0.500 |
41.04 |
0.382 |
40.93 |
LOW |
40.58 |
0.618 |
40.01 |
1.000 |
39.66 |
1.618 |
39.09 |
2.618 |
38.17 |
4.250 |
36.67 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
41.05 |
41.24 |
PP |
41.04 |
41.17 |
S1 |
41.04 |
41.11 |
|