CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 20-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
40.49 |
40.31 |
-0.18 |
-0.4% |
40.55 |
High |
40.58 |
40.67 |
0.09 |
0.2% |
41.75 |
Low |
40.07 |
40.25 |
0.18 |
0.4% |
40.43 |
Close |
40.24 |
40.56 |
0.32 |
0.8% |
40.74 |
Range |
0.51 |
0.42 |
-0.09 |
-17.6% |
1.32 |
ATR |
0.70 |
0.68 |
-0.02 |
-2.8% |
0.00 |
Volume |
39,336 |
36,564 |
-2,772 |
-7.0% |
167,348 |
|
Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.75 |
41.58 |
40.79 |
|
R3 |
41.33 |
41.16 |
40.68 |
|
R2 |
40.91 |
40.91 |
40.64 |
|
R1 |
40.74 |
40.74 |
40.60 |
40.83 |
PP |
40.49 |
40.49 |
40.49 |
40.54 |
S1 |
40.32 |
40.32 |
40.52 |
40.41 |
S2 |
40.07 |
40.07 |
40.48 |
|
S3 |
39.65 |
39.90 |
40.44 |
|
S4 |
39.23 |
39.48 |
40.33 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.93 |
44.16 |
41.47 |
|
R3 |
43.61 |
42.84 |
41.10 |
|
R2 |
42.29 |
42.29 |
40.98 |
|
R1 |
41.52 |
41.52 |
40.86 |
41.91 |
PP |
40.97 |
40.97 |
40.97 |
41.17 |
S1 |
40.20 |
40.20 |
40.62 |
40.59 |
S2 |
39.65 |
39.65 |
40.50 |
|
S3 |
38.33 |
38.88 |
40.38 |
|
S4 |
37.01 |
37.56 |
40.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.75 |
40.07 |
1.68 |
4.1% |
0.64 |
1.6% |
29% |
False |
False |
36,672 |
10 |
41.75 |
40.07 |
1.68 |
4.1% |
0.68 |
1.7% |
29% |
False |
False |
36,679 |
20 |
42.40 |
40.07 |
2.33 |
5.7% |
0.70 |
1.7% |
21% |
False |
False |
26,938 |
40 |
42.61 |
39.53 |
3.08 |
7.6% |
0.71 |
1.7% |
33% |
False |
False |
20,638 |
60 |
45.23 |
39.53 |
5.70 |
14.1% |
0.70 |
1.7% |
18% |
False |
False |
15,744 |
80 |
45.48 |
39.53 |
5.95 |
14.7% |
0.71 |
1.8% |
17% |
False |
False |
12,752 |
100 |
46.53 |
39.53 |
7.00 |
17.3% |
0.69 |
1.7% |
15% |
False |
False |
10,766 |
120 |
48.27 |
39.53 |
8.74 |
21.5% |
0.69 |
1.7% |
12% |
False |
False |
9,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.46 |
2.618 |
41.77 |
1.618 |
41.35 |
1.000 |
41.09 |
0.618 |
40.93 |
HIGH |
40.67 |
0.618 |
40.51 |
0.500 |
40.46 |
0.382 |
40.41 |
LOW |
40.25 |
0.618 |
39.99 |
1.000 |
39.83 |
1.618 |
39.57 |
2.618 |
39.15 |
4.250 |
38.47 |
|
|
Fisher Pivots for day following 20-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
40.53 |
40.56 |
PP |
40.49 |
40.55 |
S1 |
40.46 |
40.55 |
|