CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 13-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
40.73 |
41.08 |
0.35 |
0.9% |
41.91 |
High |
41.56 |
41.38 |
-0.18 |
-0.4% |
42.26 |
Low |
40.51 |
40.93 |
0.42 |
1.0% |
40.40 |
Close |
41.05 |
41.25 |
0.20 |
0.5% |
40.55 |
Range |
1.05 |
0.45 |
-0.60 |
-57.1% |
1.86 |
ATR |
0.72 |
0.70 |
-0.02 |
-2.7% |
0.00 |
Volume |
34,280 |
35,921 |
1,641 |
4.8% |
141,608 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.54 |
42.34 |
41.50 |
|
R3 |
42.09 |
41.89 |
41.37 |
|
R2 |
41.64 |
41.64 |
41.33 |
|
R1 |
41.44 |
41.44 |
41.29 |
41.54 |
PP |
41.19 |
41.19 |
41.19 |
41.24 |
S1 |
40.99 |
40.99 |
41.21 |
41.09 |
S2 |
40.74 |
40.74 |
41.17 |
|
S3 |
40.29 |
40.54 |
41.13 |
|
S4 |
39.84 |
40.09 |
41.00 |
|
|
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 |
41.56 |
40.40 |
1.16 |
2.8% |
0.71 |
1.7% |
73% |
False |
False |
36,686 |
10 |
42.40 |
40.40 |
2.00 |
4.8% |
0.68 |
1.7% |
43% |
False |
False |
28,498 |
20 |
42.40 |
40.40 |
2.00 |
4.8% |
0.69 |
1.7% |
43% |
False |
False |
21,162 |
40 |
43.32 |
39.53 |
3.79 |
9.2% |
0.69 |
1.7% |
45% |
False |
False |
16,732 |
60 |
45.48 |
39.53 |
5.95 |
14.4% |
0.73 |
1.8% |
29% |
False |
False |
13,070 |
80 |
45.48 |
39.53 |
5.95 |
14.4% |
0.72 |
1.7% |
29% |
False |
False |
10,675 |
100 |
46.53 |
39.53 |
7.00 |
17.0% |
0.70 |
1.7% |
25% |
False |
False |
9,031 |
120 |
49.11 |
39.53 |
9.58 |
23.2% |
0.69 |
1.7% |
18% |
False |
False |
7,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.29 |
2.618 |
42.56 |
1.618 |
42.11 |
1.000 |
41.83 |
0.618 |
41.66 |
HIGH |
41.38 |
0.618 |
41.21 |
0.500 |
41.16 |
0.382 |
41.10 |
LOW |
40.93 |
0.618 |
40.65 |
1.000 |
40.48 |
1.618 |
40.20 |
2.618 |
39.75 |
4.250 |
39.02 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
41.22 |
41.17 |
PP |
41.19 |
41.08 |
S1 |
41.16 |
41.00 |
|