CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 14-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
41.08 |
41.30 |
0.22 |
0.5% |
41.91 |
High |
41.38 |
41.75 |
0.37 |
0.9% |
42.26 |
Low |
40.93 |
41.15 |
0.22 |
0.5% |
40.40 |
Close |
41.25 |
41.24 |
-0.01 |
0.0% |
40.55 |
Range |
0.45 |
0.60 |
0.15 |
33.3% |
1.86 |
ATR |
0.70 |
0.69 |
-0.01 |
-1.0% |
0.00 |
Volume |
35,921 |
30,825 |
-5,096 |
-14.2% |
141,608 |
|
Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.18 |
42.81 |
41.57 |
|
R3 |
42.58 |
42.21 |
41.41 |
|
R2 |
41.98 |
41.98 |
41.35 |
|
R1 |
41.61 |
41.61 |
41.30 |
41.50 |
PP |
41.38 |
41.38 |
41.38 |
41.32 |
S1 |
41.01 |
41.01 |
41.19 |
40.90 |
S2 |
40.78 |
40.78 |
41.13 |
|
S3 |
40.18 |
40.41 |
41.08 |
|
S4 |
39.58 |
39.81 |
40.91 |
|
|
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 |
41.75 |
40.40 |
1.35 |
3.3% |
0.65 |
1.6% |
62% |
True |
False |
34,791 |
10 |
42.29 |
40.40 |
1.89 |
4.6% |
0.66 |
1.6% |
44% |
False |
False |
29,488 |
20 |
42.40 |
40.40 |
2.00 |
4.8% |
0.68 |
1.6% |
42% |
False |
False |
22,127 |
40 |
43.22 |
39.53 |
3.69 |
8.9% |
0.69 |
1.7% |
46% |
False |
False |
17,405 |
60 |
45.48 |
39.53 |
5.95 |
14.4% |
0.73 |
1.8% |
29% |
False |
False |
13,517 |
80 |
45.48 |
39.53 |
5.95 |
14.4% |
0.72 |
1.7% |
29% |
False |
False |
11,011 |
100 |
46.53 |
39.53 |
7.00 |
17.0% |
0.69 |
1.7% |
24% |
False |
False |
9,306 |
120 |
48.94 |
39.53 |
9.41 |
22.8% |
0.69 |
1.7% |
18% |
False |
False |
8,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.30 |
2.618 |
43.32 |
1.618 |
42.72 |
1.000 |
42.35 |
0.618 |
42.12 |
HIGH |
41.75 |
0.618 |
41.52 |
0.500 |
41.45 |
0.382 |
41.38 |
LOW |
41.15 |
0.618 |
40.78 |
1.000 |
40.55 |
1.618 |
40.18 |
2.618 |
39.58 |
4.250 |
38.60 |
|
|
Fisher Pivots for day following 14-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
41.45 |
41.20 |
PP |
41.38 |
41.17 |
S1 |
41.31 |
41.13 |
|