CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 12-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
40.55 |
40.73 |
0.18 |
0.4% |
41.91 |
High |
40.87 |
41.56 |
0.69 |
1.7% |
42.26 |
Low |
40.43 |
40.51 |
0.08 |
0.2% |
40.40 |
Close |
40.75 |
41.05 |
0.30 |
0.7% |
40.55 |
Range |
0.44 |
1.05 |
0.61 |
138.6% |
1.86 |
ATR |
0.69 |
0.72 |
0.03 |
3.7% |
0.00 |
Volume |
29,566 |
34,280 |
4,714 |
15.9% |
141,608 |
|
Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.19 |
43.67 |
41.63 |
|
R3 |
43.14 |
42.62 |
41.34 |
|
R2 |
42.09 |
42.09 |
41.24 |
|
R1 |
41.57 |
41.57 |
41.15 |
41.83 |
PP |
41.04 |
41.04 |
41.04 |
41.17 |
S1 |
40.52 |
40.52 |
40.95 |
40.78 |
S2 |
39.99 |
39.99 |
40.86 |
|
S3 |
38.94 |
39.47 |
40.76 |
|
S4 |
37.89 |
38.42 |
40.47 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.65 |
45.46 |
41.57 |
|
R3 |
44.79 |
43.60 |
41.06 |
|
R2 |
42.93 |
42.93 |
40.89 |
|
R1 |
41.74 |
41.74 |
40.72 |
41.41 |
PP |
41.07 |
41.07 |
41.07 |
40.90 |
S1 |
39.88 |
39.88 |
40.38 |
39.55 |
S2 |
39.21 |
39.21 |
40.21 |
|
S3 |
37.35 |
38.02 |
40.04 |
|
S4 |
35.49 |
36.16 |
39.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.73 |
40.40 |
1.33 |
3.2% |
0.69 |
1.7% |
49% |
False |
False |
33,541 |
10 |
42.40 |
40.40 |
2.00 |
4.9% |
0.74 |
1.8% |
33% |
False |
False |
26,428 |
20 |
42.40 |
40.40 |
2.00 |
4.9% |
0.72 |
1.8% |
33% |
False |
False |
20,104 |
40 |
43.32 |
39.53 |
3.79 |
9.2% |
0.70 |
1.7% |
40% |
False |
False |
15,956 |
60 |
45.48 |
39.53 |
5.95 |
14.5% |
0.73 |
1.8% |
26% |
False |
False |
12,552 |
80 |
45.61 |
39.53 |
6.08 |
14.8% |
0.73 |
1.8% |
25% |
False |
False |
10,253 |
100 |
46.53 |
39.53 |
7.00 |
17.1% |
0.70 |
1.7% |
22% |
False |
False |
8,692 |
120 |
49.11 |
39.53 |
9.58 |
23.3% |
0.69 |
1.7% |
16% |
False |
False |
7,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.02 |
2.618 |
44.31 |
1.618 |
43.26 |
1.000 |
42.61 |
0.618 |
42.21 |
HIGH |
41.56 |
0.618 |
41.16 |
0.500 |
41.04 |
0.382 |
40.91 |
LOW |
40.51 |
0.618 |
39.86 |
1.000 |
39.46 |
1.618 |
38.81 |
2.618 |
37.76 |
4.250 |
36.05 |
|
|
Fisher Pivots for day following 12-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
41.05 |
41.03 |
PP |
41.04 |
41.00 |
S1 |
41.04 |
40.98 |
|